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VIPIX vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VIPIXVFIAX
YTD Return2.51%26.88%
1Y Return6.68%37.53%
3Y Return (Ann)-2.22%10.20%
5Y Return (Ann)2.09%15.91%
10Y Return (Ann)2.15%13.39%
Sharpe Ratio1.313.05
Sortino Ratio1.954.05
Omega Ratio1.231.57
Calmar Ratio0.534.43
Martin Ratio5.9920.05
Ulcer Index1.11%1.87%
Daily Std Dev5.10%12.28%
Max Drawdown-15.04%-55.20%
Current Drawdown-6.88%-0.28%

Correlation

-0.50.00.51.0-0.1

The correlation between VIPIX and VFIAX is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

VIPIX vs. VFIAX - Performance Comparison

In the year-to-date period, VIPIX achieves a 2.51% return, which is significantly lower than VFIAX's 26.88% return. Over the past 10 years, VIPIX has underperformed VFIAX with an annualized return of 2.15%, while VFIAX has yielded a comparatively higher 13.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
2.79%
14.78%
VIPIX
VFIAX

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VIPIX vs. VFIAX - Expense Ratio Comparison

VIPIX has a 0.07% expense ratio, which is higher than VFIAX's 0.04% 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%.


VIPIX
Vanguard Inflation-Protected Securities Fund Institutional Shares
Expense ratio chart for VIPIX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VIPIX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


VIPIX
Sharpe ratio
The chart of Sharpe ratio for VIPIX, currently valued at 1.31, compared to the broader market0.002.004.001.31
Sortino ratio
The chart of Sortino ratio for VIPIX, currently valued at 1.95, compared to the broader market0.005.0010.001.95
Omega ratio
The chart of Omega ratio for VIPIX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for VIPIX, currently valued at 0.53, compared to the broader market0.005.0010.0015.0020.0025.000.53
Martin ratio
The chart of Martin ratio for VIPIX, currently valued at 5.99, compared to the broader market0.0020.0040.0060.0080.00100.005.99
VFIAX
Sharpe ratio
The chart of Sharpe ratio for VFIAX, currently valued at 3.05, compared to the broader market0.002.004.003.05
Sortino ratio
The chart of Sortino ratio for VFIAX, currently valued at 4.05, compared to the broader market0.005.0010.004.05
Omega ratio
The chart of Omega ratio for VFIAX, currently valued at 1.57, compared to the broader market1.002.003.004.001.57
Calmar ratio
The chart of Calmar ratio for VFIAX, currently valued at 4.43, compared to the broader market0.005.0010.0015.0020.0025.004.43
Martin ratio
The chart of Martin ratio for VFIAX, currently valued at 20.05, compared to the broader market0.0020.0040.0060.0080.00100.0020.05

VIPIX vs. VFIAX - Sharpe Ratio Comparison

The current VIPIX Sharpe Ratio is 1.31, which is lower than the VFIAX Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of VIPIX and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.31
3.05
VIPIX
VFIAX

Dividends

VIPIX vs. VFIAX - Dividend Comparison

VIPIX's dividend yield for the trailing twelve months is around 4.37%, more than VFIAX's 1.22% yield.


TTM20232022202120202019201820172016201520142013
VIPIX
Vanguard Inflation-Protected Securities Fund Institutional Shares
4.37%4.34%8.49%5.16%1.41%2.32%3.16%2.45%3.50%0.91%2.39%2.21%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.22%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VIPIX vs. VFIAX - Drawdown Comparison

The maximum VIPIX drawdown since its inception was -15.04%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VIPIX and VFIAX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.88%
-0.28%
VIPIX
VFIAX

Volatility

VIPIX vs. VFIAX - Volatility Comparison

The current volatility for Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX) is 1.33%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 3.85%. This indicates that VIPIX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.33%
3.85%
VIPIX
VFIAX