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VIPSX vs. VUSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIPSX vs. VUSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) and Vanguard Long-Term Treasury Fund Investor Shares (VUSTX). The values are adjusted to include any dividend payments, if applicable.

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VIPSX vs. VUSTX - 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%
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
-0.56%5.55%-6.41%3.33%-29.58%-4.93%18.20%14.14%-1.89%8.60%

Returns By Period

In the year-to-date period, VIPSX achieves a 0.34% return, which is significantly higher than VUSTX's -0.56% return. Over the past 10 years, VIPSX has outperformed VUSTX with an annualized return of 2.45%, while VUSTX has yielded a comparatively lower -0.93% 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%

VUSTX

1D
0.00%
1M
-3.43%
YTD
-0.56%
6M
-0.98%
1Y
-0.63%
3Y*
-1.62%
5Y*
-4.99%
10Y*
-0.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIPSX vs. VUSTX - Expense Ratio Comparison

Both VIPSX and VUSTX have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VIPSX vs. VUSTX — 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

VUSTX
VUSTX Risk / Return Rank: 66
Overall Rank
VUSTX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VUSTX Sortino Ratio Rank: 44
Sortino Ratio Rank
VUSTX Omega Ratio Rank: 44
Omega Ratio Rank
VUSTX Calmar Ratio Rank: 88
Calmar Ratio Rank
VUSTX Martin Ratio Rank: 77
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. VUSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) and Vanguard Long-Term Treasury Fund Investor Shares (VUSTX). 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.


VIPSXVUSTXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.02

+0.68

Sortino ratio

Return per unit of downside risk

0.98

0.10

+0.88

Omega ratio

Gain probability vs. loss probability

1.12

1.01

+0.11

Calmar ratio

Return relative to maximum drawdown

1.18

0.15

+1.03

Martin ratio

Return relative to average drawdown

3.52

0.33

+3.18

VIPSX vs. VUSTX - Sharpe Ratio Comparison

The current VIPSX Sharpe Ratio is 0.70, which is higher than the VUSTX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of VIPSX and VUSTX, 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


VIPSXVUSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.02

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

-0.34

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

-0.07

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.44

+0.32

Correlation

The correlation between VIPSX and VUSTX is 0.76, 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. VUSTX - Dividend Comparison

VIPSX's dividend yield for the trailing twelve months is around 4.39%, more than VUSTX's 4.02% 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%
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
4.02%4.29%4.03%3.33%2.93%4.21%10.38%2.82%2.82%2.64%5.27%5.52%

Drawdowns

VIPSX vs. VUSTX - Drawdown Comparison

The maximum VIPSX drawdown since its inception was -15.13%, smaller than the maximum VUSTX drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for VIPSX and VUSTX.


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Drawdown Indicators


VIPSXVUSTXDifference

Max Drawdown

Largest peak-to-trough decline

-15.13%

-46.37%

+31.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-8.77%

+5.93%

Max Drawdown (5Y)

Largest decline over 5 years

-14.55%

-41.45%

+26.90%

Max Drawdown (10Y)

Largest decline over 10 years

-14.55%

-46.37%

+31.82%

Current Drawdown

Current decline from peak

-1.34%

-36.78%

+35.44%

Average Drawdown

Average peak-to-trough decline

-3.26%

-9.23%

+5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

3.95%

-3.00%

Volatility

VIPSX vs. VUSTX - Volatility Comparison

The current volatility for Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) is 1.36%, while Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) has a volatility of 3.60%. This indicates that VIPSX experiences smaller price fluctuations and is considered to be less risky than VUSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIPSXVUSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

3.60%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

6.06%

-3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

10.49%

-6.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

14.64%

-8.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

13.78%

-8.44%