VIPSX vs. SCHO
Compare and contrast key facts about Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) and Schwab Short-Term U.S. Treasury ETF (SCHO).
VIPSX is managed by Vanguard. It was launched on Jun 29, 2000. SCHO is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Treasury (1-3 Y) (Inception 4/30/1996). It was launched on Aug 5, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIPSX or SCHO.
Performance
VIPSX vs. SCHO - Performance Comparison
Returns By Period
In the year-to-date period, VIPSX achieves a 2.65% return, which is significantly lower than SCHO's 4.54% return. Over the past 10 years, VIPSX has underperformed SCHO with an annualized return of 1.90%, while SCHO has yielded a comparatively higher 2.06% annualized return.
VIPSX
2.65%
-1.26%
2.53%
5.62%
1.92%
1.90%
SCHO
4.54%
-0.24%
3.23%
6.97%
2.23%
2.06%
Key characteristics
| VIPSX | SCHO | |
|---|---|---|
| Sharpe Ratio | 1.21 | 3.39 |
| Sortino Ratio | 1.81 | 5.95 |
| Omega Ratio | 1.22 | 1.81 |
| Calmar Ratio | 0.48 | 7.09 |
| Martin Ratio | 5.05 | 20.32 |
| Ulcer Index | 1.19% | 0.34% |
| Daily Std Dev | 4.93% | 2.05% |
| Max Drawdown | -15.13% | -5.28% |
| Current Drawdown | -6.95% | -0.77% |
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VIPSX vs. SCHO - Expense Ratio Comparison
VIPSX has a 0.20% expense ratio, which is higher than SCHO's 0.05% 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%.
Correlation
The correlation between VIPSX and SCHO 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.
Risk-Adjusted Performance
VIPSX vs. SCHO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) and Schwab Short-Term U.S. Treasury ETF (SCHO). 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. SCHO - Dividend Comparison
VIPSX's dividend yield for the trailing twelve months is around 4.22%, less than SCHO's 6.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 4.22% | 4.20% | 8.34% | 5.02% | 1.29% | 2.22% | 3.03% | 2.32% | 2.05% | 0.76% | 2.13% | 1.66% |
SCHO Schwab Short-Term U.S. Treasury ETF | 6.08% | 5.68% | 1.74% | 0.61% | 2.00% | 3.03% | 2.82% | 1.84% | 1.17% | 1.06% | 0.70% | 0.40% |
Drawdowns
VIPSX vs. SCHO - Drawdown Comparison
The maximum VIPSX drawdown since its inception was -15.13%, which is greater than SCHO's maximum drawdown of -5.28%. Use the drawdown chart below to compare losses from any high point for VIPSX and SCHO. For additional features, visit the drawdowns tool.
Volatility
VIPSX vs. SCHO - Volatility Comparison
Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) has a higher volatility of 1.24% compared to Schwab Short-Term U.S. Treasury ETF (SCHO) at 0.38%. This indicates that VIPSX's price experiences larger fluctuations and is considered to be riskier than SCHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.