VIPSX vs. VCIT
Compare and contrast key facts about Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT).
VIPSX is managed by Vanguard. It was launched on Jun 29, 2000. VCIT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 5-10 Year Corp Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIPSX or VCIT.
Performance
VIPSX vs. VCIT - Performance Comparison
Returns By Period
In the year-to-date period, VIPSX achieves a 2.48% return, which is significantly lower than VCIT's 3.31% return. Over the past 10 years, VIPSX has underperformed VCIT with an annualized return of 1.87%, while VCIT has yielded a comparatively higher 2.77% annualized return.
VIPSX
2.48%
-0.93%
2.88%
5.53%
1.88%
1.87%
VCIT
3.31%
-0.79%
4.25%
8.55%
0.94%
2.77%
Key characteristics
| VIPSX | VCIT | |
|---|---|---|
| Sharpe Ratio | 1.14 | 1.56 |
| Sortino Ratio | 1.70 | 2.32 |
| Omega Ratio | 1.20 | 1.27 |
| Calmar Ratio | 0.45 | 0.68 |
| Martin Ratio | 4.65 | 6.07 |
| Ulcer Index | 1.21% | 1.45% |
| Daily Std Dev | 4.92% | 5.63% |
| Max Drawdown | -15.13% | -20.56% |
| Current Drawdown | -7.11% | -5.08% |
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VIPSX vs. VCIT - Expense Ratio Comparison
VIPSX has a 0.20% expense ratio, which is higher than VCIT'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%.
Correlation
The correlation between VIPSX and VCIT is 0.73, 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.
Risk-Adjusted Performance
VIPSX vs. VCIT - 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 Intermediate-Term Corporate Bond ETF (VCIT). 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. VCIT - Dividend Comparison
VIPSX's dividend yield for the trailing twelve months is around 4.23%, less than VCIT's 4.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 4.23% | 4.20% | 8.34% | 5.02% | 1.29% | 2.22% | 3.03% | 2.32% | 2.05% | 0.76% | 2.13% | 1.66% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.30% | 3.72% | 3.04% | 2.88% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% | 3.34% | 4.00% |
Drawdowns
VIPSX vs. VCIT - Drawdown Comparison
The maximum VIPSX drawdown since its inception was -15.13%, smaller than the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for VIPSX and VCIT. For additional features, visit the drawdowns tool.
Volatility
VIPSX vs. VCIT - Volatility Comparison
The current volatility for Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) is 1.19%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 1.63%. This indicates that VIPSX experiences smaller price fluctuations and is considered to be less risky than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.