VIPIX vs. VTSAX
Compare and contrast key facts about Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VIPIX is managed by Vanguard. It was launched on Dec 12, 2003. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIPIX or VTSAX.
Key characteristics
| VIPIX | VTSAX | |
|---|---|---|
| YTD Return | 3.39% | 26.26% |
| 1Y Return | 7.59% | 40.42% |
| 3Y Return (Ann) | -2.05% | 8.66% |
| 5Y Return (Ann) | 2.34% | 15.35% |
| 10Y Return (Ann) | 2.23% | 12.89% |
| Sharpe Ratio | 1.30 | 3.08 |
| Sortino Ratio | 1.92 | 4.11 |
| Omega Ratio | 1.23 | 1.57 |
| Calmar Ratio | 0.52 | 4.19 |
| Martin Ratio | 6.10 | 20.10 |
| Ulcer Index | 1.09% | 1.95% |
| Daily Std Dev | 5.13% | 12.73% |
| Max Drawdown | -15.04% | -55.34% |
| Current Drawdown | -6.09% | 0.00% |
Correlation
The correlation between VIPIX and VTSAX 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. VTSAX - Performance Comparison
In the year-to-date period, VIPIX achieves a 3.39% return, which is significantly lower than VTSAX's 26.26% return. Over the past 10 years, VIPIX has underperformed VTSAX with an annualized return of 2.23%, while VTSAX has yielded a comparatively higher 12.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VIPIX vs. VTSAX - Expense Ratio Comparison
VIPIX has a 0.07% expense ratio, which is higher than VTSAX'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%.
Risk-Adjusted Performance
VIPIX vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
Dividends
VIPIX vs. VTSAX - Dividend Comparison
VIPIX's dividend yield for the trailing twelve months is around 4.33%, more than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIPIX Vanguard Inflation-Protected Securities Fund Institutional Shares | 4.33% | 4.34% | 8.49% | 5.16% | 1.41% | 2.32% | 3.16% | 2.45% | 3.50% | 0.91% | 2.39% | 2.21% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VIPIX vs. VTSAX - Drawdown Comparison
The maximum VIPIX drawdown since its inception was -15.04%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VIPIX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VIPIX vs. VTSAX - Volatility Comparison
The current volatility for Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX) is 1.19%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.07%. This indicates that VIPIX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.