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VITAX vs. VTIPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VITAX vs. VTIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Information Technology Index Fund Admiral Shares (VITAX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VITAX achieves a 27.68% return, which is significantly higher than VTIPX's 1.39% return. Over the past 10 years, VITAX has outperformed VTIPX with an annualized return of 25.57%, while VTIPX has yielded a comparatively lower 2.96% annualized return.


VITAX

1D
2.76%
1M
3.81%
YTD
27.68%
6M
26.41%
1Y
53.53%
3Y*
30.54%
5Y*
20.95%
10Y*
25.57%

VTIPX

1D
0.00%
1M
-0.08%
YTD
1.39%
6M
1.47%
1Y
3.65%
3Y*
4.94%
5Y*
3.26%
10Y*
2.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VITAX vs. VTIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VITAX
Vanguard Information Technology Index Fund Admiral Shares
27.68%21.78%29.26%52.69%-29.67%30.36%45.93%48.72%2.51%37.07%
VTIPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares
1.39%5.96%4.65%4.51%-2.93%5.21%4.85%4.74%0.49%0.72%

Correlation

The correlation between VITAX and VTIPX is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.04

The correlation between VITAX and VTIPX shifts across timeframes, from 0.00 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VITAX vs. VTIPX — Risk / Return Rank

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

VITAX
VITAX Risk / Return Rank: 6565
Overall Rank
VITAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VITAX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VITAX Omega Ratio Rank: 6060
Omega Ratio Rank
VITAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
VITAX Martin Ratio Rank: 5252
Martin Ratio Rank

VTIPX
VTIPX Risk / Return Rank: 8888
Overall Rank
VTIPX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VTIPX Sortino Ratio Rank: 8787
Sortino Ratio Rank
VTIPX Omega Ratio Rank: 8282
Omega Ratio Rank
VTIPX Calmar Ratio Rank: 9595
Calmar Ratio Rank
VTIPX Martin Ratio Rank: 9494
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.

VITAX vs. VTIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology Index Fund Admiral Shares (VITAX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VITAXVTIPXDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.39

1.50

-0.11

Calmar ratioReturn relative to maximum drawdown

3.25

5.28

-2.04

Martin ratioReturn relative to average drawdown

9.95

19.50

-9.55

VITAX vs. VTIPX - Sharpe Ratio Comparison

The current VITAX Sharpe Ratio is 2.36, which is comparable to the VTIPX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of VITAX and VTIPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VITAX vs. VTIPX - Drawdown Comparison

The maximum VITAX drawdown since its inception was -54.81%, which is greater than VTIPX's maximum drawdown of -5.36%. Use the drawdown chart below to compare losses from any high point for VITAX and VTIPX.


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Drawdown Indicators


VITAXVTIPXDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-5.36%

-49.45%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-0.72%

-15.66%

Max Drawdown (3Y)

Largest decline over 3 years

-27.38%

-0.95%

-26.43%

Max Drawdown (5Y)

Largest decline over 5 years

-35.10%

-5.36%

-29.74%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

-5.36%

-29.74%

Current Drawdown

Current decline from peak

-4.47%

-0.63%

-3.84%

Average Drawdown

Average peak-to-trough decline

-8.01%

-1.11%

-6.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.34%

0.19%

+5.15%

Volatility

VITAX vs. VTIPX - Volatility Comparison

Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a higher volatility of 10.83% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) at 0.64%. This indicates that VITAX's price experiences larger fluctuations and is considered to be riskier than VTIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VITAXVTIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.83%

0.64%

+10.19%

Volatility (6M)

Calculated over the trailing 6-month period

18.44%

1.19%

+17.25%

Volatility (1Y)

Calculated over the trailing 1-year period

22.50%

1.56%

+20.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.70%

2.65%

+23.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.01%

2.23%

+22.78%

VITAX vs. VTIPX - Expense Ratio Comparison

VITAX has a 0.09% expense ratio, which is lower than VTIPX's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VITAX vs. VTIPX - Dividend Comparison

VITAX's dividend yield for the trailing twelve months is around 0.32%, less than VTIPX's 3.50% yield.


PositionTTM20252024202320222021202020192018201720162015
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.32%0.40%0.60%0.65%0.91%0.63%0.82%1.11%1.29%0.99%1.31%1.28%
VTIPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares
3.50%3.70%2.60%2.76%6.74%4.59%1.11%1.88%2.37%1.50%0.55%0.00%

Frequently Asked Questions


VITAX and VTIPX have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VITAX has higher volatility (10.83%) compared to VTIPX (0.64%). In terms of maximum drawdown, VITAX dropped -54.81% vs VTIPX's -5.36%.

VTIPX currently has the higher Sharpe Ratio (2.44 vs 2.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VITAX and VTIPX

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