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VIPIX vs. VFSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIPIX vs. VFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX) and Vanguard Short-Term Investment-Grade Fund Institutional Shares (VFSIX). The values are adjusted to include any dividend payments, if applicable.

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VIPIX vs. VFSIX - 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%
VFSIX
Vanguard Short-Term Investment-Grade Fund Institutional Shares
-0.38%6.89%5.12%5.88%-5.72%-0.59%5.28%5.88%1.00%2.15%

Returns By Period

In the year-to-date period, VIPIX achieves a 0.32% return, which is significantly higher than VFSIX's -0.38% return. Both investments have delivered pretty close results over the past 10 years, with VIPIX having a 2.58% annualized return and VFSIX not far ahead at 2.59%.


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%

VFSIX

1D
0.19%
1M
-1.42%
YTD
-0.38%
6M
0.78%
1Y
4.38%
3Y*
5.16%
5Y*
2.28%
10Y*
2.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIPIX vs. VFSIX - Expense Ratio Comparison

Both VIPIX and VFSIX have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VIPIX vs. VFSIX — 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

VFSIX
VFSIX Risk / Return Rank: 9393
Overall Rank
VFSIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VFSIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VFSIX Omega Ratio Rank: 9292
Omega Ratio Rank
VFSIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
VFSIX Martin Ratio Rank: 9494
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. VFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX) and Vanguard Short-Term Investment-Grade Fund Institutional Shares (VFSIX). 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.


VIPIXVFSIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.94

-1.10

Sortino ratio

Return per unit of downside risk

1.18

3.20

-2.02

Omega ratio

Gain probability vs. loss probability

1.15

1.43

-0.28

Calmar ratio

Return relative to maximum drawdown

1.43

2.98

-1.55

Martin ratio

Return relative to average drawdown

4.28

12.10

-7.83

VIPIX vs. VFSIX - Sharpe Ratio Comparison

The current VIPIX Sharpe Ratio is 0.84, which is lower than the VFSIX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of VIPIX and VFSIX, 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


VIPIXVFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.94

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.77

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

1.05

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.53

-0.91

Correlation

The correlation between VIPIX and VFSIX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VIPIX vs. VFSIX - Dividend Comparison

VIPIX's dividend yield for the trailing twelve months is around 4.48%, more than VFSIX's 4.32% 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%
VFSIX
Vanguard Short-Term Investment-Grade Fund Institutional Shares
4.32%4.61%4.19%2.88%2.06%1.81%2.35%2.95%2.80%2.13%2.17%2.12%

Drawdowns

VIPIX vs. VFSIX - Drawdown Comparison

The maximum VIPIX drawdown since its inception was -15.04%, which is greater than VFSIX's maximum drawdown of -9.21%. Use the drawdown chart below to compare losses from any high point for VIPIX and VFSIX.


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Drawdown Indicators


VIPIXVFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.04%

-9.21%

-5.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-1.71%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-14.33%

-9.21%

-5.12%

Max Drawdown (10Y)

Largest decline over 10 years

-14.33%

-9.21%

-5.12%

Current Drawdown

Current decline from peak

-1.37%

-1.42%

+0.05%

Average Drawdown

Average peak-to-trough decline

-3.38%

-0.79%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.42%

+0.52%

Volatility

VIPIX vs. VFSIX - Volatility Comparison

Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX) has a higher volatility of 1.46% compared to Vanguard Short-Term Investment-Grade Fund Institutional Shares (VFSIX) at 0.75%. This indicates that VIPIX's price experiences larger fluctuations and is considered to be riskier than VFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIPIXVFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

0.75%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

1.50%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

2.53%

+1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

2.95%

+3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.38%

2.47%

+2.91%