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VIPSX vs. TIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIPSX vs. TIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) and SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX). The values are adjusted to include any dividend payments, if applicable.

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VIPSX vs. TIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TIPX
SPDR Bloomberg Barclays 1-10 Year TIPS ETF
0.58%7.15%3.08%4.43%-7.58%5.42%8.51%6.60%-0.32%2.54%

Returns By Period

In the year-to-date period, VIPSX achieves a 0.34% return, which is significantly lower than TIPX's 0.58% return. Over the past 10 years, VIPSX has underperformed TIPX with an annualized return of 2.45%, while TIPX has yielded a comparatively higher 2.87% 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%

TIPX

1D
-0.06%
1M
-0.58%
YTD
0.58%
6M
0.65%
1Y
3.75%
3Y*
3.99%
5Y*
2.46%
10Y*
2.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIPSX vs. TIPX - Expense Ratio Comparison

VIPSX has a 0.20% expense ratio, which is higher than TIPX's 0.15% 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%.


Return for Risk

VIPSX vs. TIPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIPSX
VIPSX Risk / Return Rank: 2929
Overall Rank
VIPSX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VIPSX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VIPSX Omega Ratio Rank: 1919
Omega Ratio Rank
VIPSX Calmar Ratio Rank: 4545
Calmar Ratio Rank
VIPSX Martin Ratio Rank: 3131
Martin Ratio Rank

TIPX
TIPX Risk / Return Rank: 6565
Overall Rank
TIPX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TIPX Sortino Ratio Rank: 6565
Sortino Ratio Rank
TIPX Omega Ratio Rank: 5959
Omega Ratio Rank
TIPX Calmar Ratio Rank: 6868
Calmar Ratio Rank
TIPX Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIPSX vs. TIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) and SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX). 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.


VIPSXTIPXDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.20

-0.50

Sortino ratio

Return per unit of downside risk

0.98

1.72

-0.74

Omega ratio

Gain probability vs. loss probability

1.12

1.23

-0.10

Calmar ratio

Return relative to maximum drawdown

1.18

1.84

-0.66

Martin ratio

Return relative to average drawdown

3.52

6.83

-3.32

VIPSX vs. TIPX - Sharpe Ratio Comparison

The current VIPSX Sharpe Ratio is 0.70, which is lower than the TIPX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of VIPSX and TIPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIPSXTIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.20

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.53

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.66

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.49

+0.27

Correlation

The correlation between VIPSX and TIPX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VIPSX vs. TIPX - Dividend Comparison

VIPSX's dividend yield for the trailing twelve months is around 4.39%, more than TIPX's 3.70% yield.


TTM20252024202320222021202020192018201720162015
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%
TIPX
SPDR Bloomberg Barclays 1-10 Year TIPS ETF
3.70%3.78%3.57%3.57%6.08%4.26%1.73%2.53%1.90%2.84%1.04%0.06%

Drawdowns

VIPSX vs. TIPX - Drawdown Comparison

The maximum VIPSX drawdown since its inception was -15.13%, which is greater than TIPX's maximum drawdown of -10.06%. Use the drawdown chart below to compare losses from any high point for VIPSX and TIPX.


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Drawdown Indicators


VIPSXTIPXDifference

Max Drawdown

Largest peak-to-trough decline

-15.13%

-10.06%

-5.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-2.03%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-14.55%

-10.06%

-4.49%

Max Drawdown (10Y)

Largest decline over 10 years

-14.55%

-10.06%

-4.49%

Current Drawdown

Current decline from peak

-1.34%

-0.83%

-0.51%

Average Drawdown

Average peak-to-trough decline

-3.26%

-2.31%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.55%

+0.40%

Volatility

VIPSX vs. TIPX - Volatility Comparison

Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) has a higher volatility of 1.36% compared to SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX) at 0.96%. This indicates that VIPSX's price experiences larger fluctuations and is considered to be riskier than TIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIPSXTIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

0.96%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

1.76%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

3.14%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

4.64%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

4.39%

+0.95%