VIPSX vs. EARRX
Compare and contrast key facts about Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX).
VIPSX is managed by Vanguard. It was launched on Jun 29, 2000. EARRX is managed by Eaton Vance. It was launched on Mar 31, 2010.
Performance
VIPSX vs. EARRX - Performance Comparison
Loading graphics...
VIPSX vs. EARRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 0.34% | 6.77% | 1.74% | 3.73% | -12.04% | 5.57% | 10.90% | 8.06% | -1.48% | 2.81% |
EARRX Eaton Vance Short Duration Inflation-Protected Income Fund Class A | 0.38% | 5.46% | 5.39% | 5.95% | -3.22% | 7.50% | 5.05% | 5.29% | -0.49% | 1.81% |
Returns By Period
In the year-to-date period, VIPSX achieves a 0.34% return, which is significantly lower than EARRX's 0.38% return. Over the past 10 years, VIPSX has underperformed EARRX with an annualized return of 2.45%, while EARRX has yielded a comparatively higher 3.61% annualized return.
VIPSX
- 1D
- 0.09%
- 1M
- -1.10%
- YTD
- 0.34%
- 6M
- 0.21%
- 1Y
- 2.77%
- 3Y*
- 2.99%
- 5Y*
- 1.24%
- 10Y*
- 2.45%
EARRX
- 1D
- 0.10%
- 1M
- -0.01%
- YTD
- 0.38%
- 6M
- 0.33%
- 1Y
- 3.08%
- 3Y*
- 4.84%
- 5Y*
- 3.78%
- 10Y*
- 3.61%
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. EARRX - Expense Ratio Comparison
VIPSX has a 0.20% expense ratio, which is lower than EARRX's 0.85% expense ratio.
Return for Risk
VIPSX vs. EARRX — Risk / Return Rank
VIPSX
EARRX
VIPSX vs. EARRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX). 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.
| VIPSX | EARRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.66 | -0.96 |
Sortino ratioReturn per unit of downside risk | 0.98 | 2.37 | -1.39 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.37 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 2.61 | -1.43 |
Martin ratioReturn relative to average drawdown | 3.52 | 11.45 | -7.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VIPSX | EARRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.66 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 1.37 | -1.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 1.33 | -0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 1.05 | -0.29 |
Correlation
The correlation between VIPSX and EARRX is 0.60, 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
VIPSX vs. EARRX - Dividend Comparison
VIPSX's dividend yield for the trailing twelve months is around 4.39%, more than EARRX's 3.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 4.39% | 4.64% | 4.07% | 4.20% | 8.34% | 5.03% | 1.28% | 2.22% | 3.03% | 2.32% | 3.38% | 0.77% |
EARRX Eaton Vance Short Duration Inflation-Protected Income Fund Class A | 3.87% | 4.36% | 3.83% | 4.24% | 4.82% | 3.32% | 2.02% | 2.46% | 2.67% | 1.90% | 2.00% | 1.73% |
Drawdowns
VIPSX vs. EARRX - Drawdown Comparison
The maximum VIPSX drawdown since its inception was -15.13%, which is greater than EARRX's maximum drawdown of -10.27%. Use the drawdown chart below to compare losses from any high point for VIPSX and EARRX.
Loading graphics...
Drawdown Indicators
| VIPSX | EARRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.13% | -10.27% | -4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -1.18% | -1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -14.55% | -6.39% | -8.16% |
Max Drawdown (10Y)Largest decline over 10 years | -14.55% | -10.27% | -4.28% |
Current DrawdownCurrent decline from peak | -1.34% | -0.41% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -1.09% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.27% | +0.68% |
Volatility
VIPSX vs. EARRX - Volatility Comparison
Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) has a higher volatility of 1.36% compared to Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) at 0.59%. This indicates that VIPSX's price experiences larger fluctuations and is considered to be riskier than EARRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VIPSX | EARRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 0.59% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 2.30% | 1.06% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.11% | 1.87% | +2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.00% | 2.78% | +3.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.34% | 2.71% | +2.63% |