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VIPIX vs. DODIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIPIX vs. DODIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX) and Dodge & Cox Income Fund (DODIX). The values are adjusted to include any dividend payments, if applicable.

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VIPIX vs. DODIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIPIX
Vanguard Inflation-Protected Securities Fund Institutional Shares
0.32%6.98%1.85%3.85%-11.93%5.73%11.05%8.18%-1.40%2.97%
DODIX
Dodge & Cox Income Fund
-0.19%8.32%2.25%7.69%-11.42%-0.92%9.46%9.73%-0.31%4.36%

Returns By Period

In the year-to-date period, VIPIX achieves a 0.32% return, which is significantly higher than DODIX's -0.19% return. Over the past 10 years, VIPIX has underperformed DODIX with an annualized return of 2.58%, while DODIX has yielded a comparatively higher 3.02% annualized return.


VIPIX

1D
0.64%
1M
-1.37%
YTD
0.32%
6M
0.46%
1Y
2.99%
3Y*
3.12%
5Y*
1.40%
10Y*
2.58%

DODIX

1D
0.63%
1M
-2.32%
YTD
-0.19%
6M
1.09%
1Y
5.10%
3Y*
4.90%
5Y*
1.40%
10Y*
3.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIPIX vs. DODIX - Expense Ratio Comparison

VIPIX has a 0.07% expense ratio, which is lower than DODIX's 0.41% expense ratio.


Return for Risk

VIPIX vs. DODIX — Risk / Return Rank

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

VIPIX
VIPIX Risk / Return Rank: 4343
Overall Rank
VIPIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VIPIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
VIPIX Omega Ratio Rank: 3030
Omega Ratio Rank
VIPIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
VIPIX Martin Ratio Rank: 4242
Martin Ratio Rank

DODIX
DODIX Risk / Return Rank: 6767
Overall Rank
DODIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DODIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
DODIX Omega Ratio Rank: 5353
Omega Ratio Rank
DODIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DODIX Martin Ratio Rank: 6464
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.

VIPIX vs. DODIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX) and Dodge & Cox Income Fund (DODIX). 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.


VIPIXDODIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.15

-0.31

Sortino ratio

Return per unit of downside risk

1.18

1.65

-0.47

Omega ratio

Gain probability vs. loss probability

1.15

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

1.43

2.02

-0.59

Martin ratio

Return relative to average drawdown

4.28

6.03

-1.76

VIPIX vs. DODIX - Sharpe Ratio Comparison

The current VIPIX Sharpe Ratio is 0.84, which is comparable to the DODIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of VIPIX and DODIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIPIXDODIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.15

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.25

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.69

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.47

-0.86

Correlation

The correlation between VIPIX and DODIX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VIPIX vs. DODIX - Dividend Comparison

VIPIX's dividend yield for the trailing twelve months is around 4.48%, more than DODIX's 4.29% yield.


TTM20252024202320222021202020192018201720162015
VIPIX
Vanguard Inflation-Protected Securities Fund Institutional Shares
4.48%4.77%4.20%4.34%8.49%5.16%1.41%2.32%3.15%2.45%3.50%0.91%
DODIX
Dodge & Cox Income Fund
4.29%4.23%4.24%3.86%2.19%3.23%4.66%3.63%3.43%3.03%3.25%3.09%

Drawdowns

VIPIX vs. DODIX - Drawdown Comparison

The maximum VIPIX drawdown since its inception was -15.04%, smaller than the maximum DODIX drawdown of -16.89%. Use the drawdown chart below to compare losses from any high point for VIPIX and DODIX.


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Drawdown Indicators


VIPIXDODIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.04%

-16.89%

+1.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-2.94%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-14.33%

-16.89%

+2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-14.33%

-16.89%

+2.56%

Current Drawdown

Current decline from peak

-1.37%

-2.32%

+0.95%

Average Drawdown

Average peak-to-trough decline

-3.38%

-1.50%

-1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.98%

-0.04%

Volatility

VIPIX vs. DODIX - Volatility Comparison

The current volatility for Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX) is 1.46%, while Dodge & Cox Income Fund (DODIX) has a volatility of 1.85%. This indicates that VIPIX experiences smaller price fluctuations and is considered to be less risky than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIPIXDODIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

1.85%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

2.80%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

4.61%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

5.52%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.38%

4.42%

+0.96%