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

Correlation

The correlation between VIPIX and VIGIX is -0.11. 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.


-0.50.00.51.0-0.1

Performance

VIPIX vs. VIGIX - 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 Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
102.99%
1,016.38%
VIPIX
VIGIX

Key characteristics

Sharpe Ratio

VIPIX:

0.32

VIGIX:

2.09

Sortino Ratio

VIPIX:

0.46

VIGIX:

2.68

Omega Ratio

VIPIX:

1.05

VIGIX:

1.38

Calmar Ratio

VIPIX:

0.13

VIGIX:

2.81

Martin Ratio

VIPIX:

1.06

VIGIX:

10.99

Ulcer Index

VIPIX:

1.38%

VIGIX:

3.31%

Daily Std Dev

VIPIX:

4.63%

VIGIX:

17.44%

Max Drawdown

VIPIX:

-15.04%

VIGIX:

-57.17%

Current Drawdown

VIPIX:

-7.58%

VIGIX:

-2.51%

Returns By Period

In the year-to-date period, VIPIX achieves a 1.75% return, which is significantly lower than VIGIX's 34.77% return. Over the past 10 years, VIPIX has underperformed VIGIX with an annualized return of 2.20%, while VIGIX has yielded a comparatively higher 15.88% annualized return.


VIPIX

YTD

1.75%

1M

-0.75%

6M

0.63%

1Y

1.75%

5Y*

1.83%

10Y*

2.20%

VIGIX

YTD

34.77%

1M

3.33%

6M

12.01%

1Y

34.91%

5Y*

18.89%

10Y*

15.88%

Compare stocks, funds, or ETFs

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


VIPIX vs. VIGIX - Expense Ratio Comparison

VIPIX has a 0.07% expense ratio, which is higher than VIGIX'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 VIGIX: 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. VIGIX - 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 Growth Index Fund Institutional Shares (VIGIX). 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.


Sharpe ratio
The chart of Sharpe ratio for VIPIX, currently valued at 0.32, compared to the broader market-1.000.001.002.003.004.000.322.09
The chart of Sortino ratio for VIPIX, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.0010.000.462.68
The chart of Omega ratio for VIPIX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.38
The chart of Calmar ratio for VIPIX, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.0014.000.132.81
The chart of Martin ratio for VIPIX, currently valued at 1.06, compared to the broader market0.0020.0040.0060.001.0610.99
VIPIX
VIGIX

The current VIPIX Sharpe Ratio is 0.32, which is lower than the VIGIX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of VIPIX and VIGIX, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.32
2.09
VIPIX
VIGIX

Dividends

VIPIX vs. VIGIX - Dividend Comparison

VIPIX's dividend yield for the trailing twelve months is around 2.42%, more than VIGIX's 0.33% yield.


TTM20232022202120202019201820172016201520142013
VIPIX
Vanguard Inflation-Protected Securities Fund Institutional Shares
2.42%4.34%8.49%5.16%1.41%2.32%3.16%2.45%3.50%0.91%2.39%2.21%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%1.20%

Drawdowns

VIPIX vs. VIGIX - Drawdown Comparison

The maximum VIPIX drawdown since its inception was -15.04%, smaller than the maximum VIGIX drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for VIPIX and VIGIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.58%
-2.51%
VIPIX
VIGIX

Volatility

VIPIX vs. VIGIX - Volatility Comparison

The current volatility for Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX) is 1.29%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 4.92%. This indicates that VIPIX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.29%
4.92%
VIPIX
VIGIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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