VIPSX vs. BNDX
Compare and contrast key facts about Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) and Vanguard Total International Bond ETF (BNDX).
VIPSX is managed by Vanguard. It was launched on Jun 29, 2000. BNDX is a passively managed fund by Vanguard that tracks the performance of the Barclays Global Aggregate ex-USD Float-Adjusted Index (Hedged). It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIPSX or BNDX.
Key characteristics
| VIPSX | BNDX | |
|---|---|---|
| YTD Return | -1.50% | -1.49% |
| 1Y Return | -2.03% | 3.64% |
| 3Y Return (Ann) | -1.62% | -2.28% |
| 5Y Return (Ann) | 1.90% | 0.00% |
| 10Y Return (Ann) | 1.74% | 1.98% |
| Sharpe Ratio | -0.24 | 0.88 |
| Daily Std Dev | 6.04% | 5.04% |
| Max Drawdown | -15.13% | -16.23% |
| Current Drawdown | -10.71% | -8.76% |
Correlation
The correlation between VIPSX and BNDX is 0.57, 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.
Performance
VIPSX vs. BNDX - Performance Comparison
The year-to-date returns for both investments are quite close, with VIPSX having a -1.50% return and BNDX slightly higher at -1.49%. Over the past 10 years, VIPSX has underperformed BNDX with an annualized return of 1.74%, while BNDX has yielded a comparatively higher 1.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VIPSX vs. BNDX - Expense Ratio Comparison
VIPSX has a 0.20% expense ratio, which is higher than BNDX's 0.07% 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
VIPSX vs. BNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) and Vanguard Total International Bond ETF (BNDX). 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
VIPSX vs. BNDX - Dividend Comparison
VIPSX's dividend yield for the trailing twelve months is around 4.09%, less than BNDX's 4.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 4.09% | 4.20% | 8.34% | 5.03% | 1.28% | 2.22% | 3.02% | 2.32% | 3.38% | 0.77% | 2.25% | 2.01% |
BNDX Vanguard Total International Bond ETF | 4.65% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
Drawdowns
VIPSX vs. BNDX - Drawdown Comparison
The maximum VIPSX drawdown since its inception was -15.13%, smaller than the maximum BNDX drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for VIPSX and BNDX. For additional features, visit the drawdowns tool.
Volatility
VIPSX vs. BNDX - Volatility Comparison
Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) has a higher volatility of 1.52% compared to Vanguard Total International Bond ETF (BNDX) at 1.24%. This indicates that VIPSX's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.