PortfoliosLab logoPortfoliosLab logo
VIOO vs. VTIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIOO vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 ETF (VIOO) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VIOO achieves a 19.73% return, which is significantly higher than VTIP's 1.34% return. Over the past 10 years, VIOO has outperformed VTIP with an annualized return of 11.35%, while VTIP has yielded a comparatively lower 3.03% annualized return.


VIOO

1D
0.05%
1M
4.59%
YTD
19.73%
6M
16.79%
1Y
36.99%
3Y*
16.33%
5Y*
6.65%
10Y*
11.35%

VTIP

1D
-0.18%
1M
-0.24%
YTD
1.34%
6M
1.46%
1Y
3.64%
3Y*
5.00%
5Y*
3.26%
10Y*
3.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIOO vs. VTIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIOO
Vanguard S&P Small-Cap 600 ETF
19.73%6.04%8.48%16.16%-16.26%26.79%11.47%22.68%-8.65%13.16%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.34%6.07%4.74%4.62%-2.94%5.36%4.95%4.86%0.56%0.82%

Correlation

The correlation between VIOO and VTIP is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2012

0.06

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VIOO vs. VTIP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIOO
VIOO Risk / Return Rank: 7171
Overall Rank
VIOO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VIOO Sortino Ratio Rank: 6969
Sortino Ratio Rank
VIOO Omega Ratio Rank: 6060
Omega Ratio Rank
VIOO Calmar Ratio Rank: 8383
Calmar Ratio Rank
VIOO Martin Ratio Rank: 7777
Martin Ratio Rank

VTIP
VTIP Risk / Return Rank: 8484
Overall Rank
VTIP Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 8585
Sortino Ratio Rank
VTIP Omega Ratio Rank: 8383
Omega Ratio Rank
VTIP Calmar Ratio Rank: 8989
Calmar Ratio Rank
VTIP Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIOO vs. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 ETF (VIOO) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VIOOVTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.36

1.47

-0.12

Calmar ratioReturn relative to maximum drawdown

4.24

5.12

-0.88

Martin ratioReturn relative to average drawdown

14.31

18.66

-4.35

VIOO vs. VTIP - Sharpe Ratio Comparison

The current VIOO Sharpe Ratio is 2.09, which is comparable to the VTIP Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of VIOO and VTIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VIOO vs. VTIP - Drawdown Comparison

The maximum VIOO drawdown since its inception was -44.15%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for VIOO and VTIP.


Loading charts...

Drawdown Indicators


VIOOVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-44.15%

-6.27%

-37.88%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-0.71%

-8.06%

Max Drawdown (3Y)

Largest decline over 3 years

-27.93%

-0.98%

-26.95%

Max Drawdown (5Y)

Largest decline over 5 years

-27.93%

-5.50%

-22.43%

Max Drawdown (10Y)

Largest decline over 10 years

-44.15%

-6.27%

-37.88%

Current Drawdown

Current decline from peak

-0.12%

-0.71%

+0.59%

Average Drawdown

Average peak-to-trough decline

-7.31%

-1.04%

-6.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

0.20%

+2.39%

Volatility

VIOO vs. VTIP - Volatility Comparison

Vanguard S&P Small-Cap 600 ETF (VIOO) has a higher volatility of 4.93% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.65%. This indicates that VIOO's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VIOOVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

0.65%

+4.28%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

1.17%

+10.93%

Volatility (1Y)

Calculated over the trailing 1-year period

17.80%

1.58%

+16.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.40%

2.77%

+18.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.01%

2.74%

+20.27%

VIOO vs. VTIP - Expense Ratio Comparison

VIOO has a 0.07% expense ratio, which is higher than VTIP's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VIOO vs. VTIP - Dividend Comparison

VIOO's dividend yield for the trailing twelve months is around 1.13%, less than VTIP's 3.61% yield.


PositionTTM20252024202320222021202020192018201720162015
VIOO
Vanguard S&P Small-Cap 600 ETF
1.13%1.36%1.48%1.47%1.51%1.16%1.09%1.37%1.32%1.11%1.06%1.26%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.61%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%

Frequently Asked Questions


VIOO and VTIP have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIOO has higher volatility (4.93%) compared to VTIP (0.65%). In terms of maximum drawdown, VIOO dropped -44.15% vs VTIP's -6.27%.

On 10-year performance, VIOO leads with 11.35% vs 3.03% for VTIP. On fees, VTIP is cheaper at 0.03% per year. On volatility, VTIP has been the lower-risk option at 0.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VIOO has performed better with a 11.35% return vs 3.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTIP is cheaper with a 0.03% expense ratio, compared with 0.07% for VIOO.

VTIP has the higher dividend yield at 3.61%, compared with 1.13% for VIOO.

VIOO is categorized as Small Cap Blend Equities, while VTIP is Inflation-Protected Bonds. VIOO tracks S&P SmallCap 600 Index, while VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. Their fees differ too: 0.07% for VIOO and 0.03% for VTIP.

VTIP currently has the higher Sharpe Ratio (2.32 vs 2.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VIOO and VTIP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer