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VMIAX vs. VTAPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMIAX vs. VTAPX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VMIAX achieves a 13.48% return, which is significantly higher than VTAPX's 2.05% return. Over the past 10 years, VMIAX has outperformed VTAPX with an annualized return of 10.36%, while VTAPX has yielded a comparatively lower 3.13% annualized return.


VMIAX

1D
1.31%
1M
2.84%
YTD
13.48%
6M
16.50%
1Y
23.03%
3Y*
12.54%
5Y*
5.88%
10Y*
10.36%

VTAPX

1D
0.00%
1M
0.04%
YTD
2.05%
6M
2.04%
1Y
4.69%
3Y*
5.23%
5Y*
3.38%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMIAX vs. VTAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMIAX
Vanguard Materials Index Fund Admiral Shares
13.48%12.26%0.45%13.69%-11.77%27.15%19.37%23.59%-17.38%23.68%
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
2.05%6.03%4.73%4.59%-2.84%5.26%4.97%4.85%0.53%0.82%

Correlation

The correlation between VMIAX and VTAPX is 0.08, 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

0.08

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

0.13

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

0.17

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2013

0.09

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Return for Risk

VMIAX vs. VTAPX — Risk / Return Rank

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

VMIAX
VMIAX Risk / Return Rank: 2323
Overall Rank
VMIAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VMIAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VMIAX Omega Ratio Rank: 2121
Omega Ratio Rank
VMIAX Calmar Ratio Rank: 2424
Calmar Ratio Rank
VMIAX Martin Ratio Rank: 2424
Martin Ratio Rank

VTAPX
VTAPX Risk / Return Rank: 9494
Overall Rank
VTAPX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VTAPX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VTAPX Omega Ratio Rank: 9090
Omega Ratio Rank
VTAPX Calmar Ratio Rank: 9696
Calmar Ratio Rank
VTAPX Martin Ratio Rank: 9797
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.

VMIAX vs. VTAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Materials Index Fund Admiral Shares (VMIAX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). 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.


VMIAXVTAPXDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-3.04

Omega ratioGain probability vs. loss probability

1.24

1.65

-0.41

Calmar ratioReturn relative to maximum drawdown

1.83

6.45

-4.62

Martin ratioReturn relative to average drawdown

5.98

25.59

-19.61

VMIAX vs. VTAPX - Sharpe Ratio Comparison

The current VMIAX Sharpe Ratio is 1.39, which is lower than the VTAPX Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of VMIAX and VTAPX, 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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Sharpe Ratios by Period


VMIAXVTAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

3.03

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

1.27

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

1.41

-0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

1.07

-0.68

Drawdowns

VMIAX vs. VTAPX - Drawdown Comparison

The maximum VMIAX drawdown since its inception was -62.17%, which is greater than VTAPX's maximum drawdown of -5.33%. Use the drawdown chart below to compare losses from any high point for VMIAX and VTAPX.


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Drawdown Indicators


VMIAXVTAPXDifference

Max Drawdown

Largest peak-to-trough decline

-62.17%

-5.33%

-56.84%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-0.72%

-12.69%

Max Drawdown (3Y)

Largest decline over 3 years

-23.21%

-0.92%

-22.29%

Max Drawdown (5Y)

Largest decline over 5 years

-25.45%

-5.33%

-20.12%

Max Drawdown (10Y)

Largest decline over 10 years

-41.02%

-5.33%

-35.69%

Current Drawdown

Current decline from peak

-3.53%

-0.04%

-3.49%

Average Drawdown

Average peak-to-trough decline

-9.63%

-1.03%

-8.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

0.18%

+3.90%

Volatility

VMIAX vs. VTAPX - Volatility Comparison

Vanguard Materials Index Fund Admiral Shares (VMIAX) has a higher volatility of 6.36% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) at 0.57%. This indicates that VMIAX's price experiences larger fluctuations and is considered to be riskier than VTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMIAXVTAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

0.57%

+5.79%

Volatility (6M)

Calculated over the trailing 6-month period

13.89%

1.11%

+12.78%

Volatility (1Y)

Calculated over the trailing 1-year period

17.66%

1.52%

+16.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.67%

2.67%

+17.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.23%

2.23%

+19.00%

VMIAX vs. VTAPX - Expense Ratio Comparison

VMIAX has a 0.10% expense ratio, which is higher than VTAPX's 0.06% 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%.


Dividends

VMIAX vs. VTAPX - Dividend Comparison

VMIAX's dividend yield for the trailing twelve months is around 1.36%, less than VTAPX's 3.55% yield.


PositionTTM20252024202320222021202020192018201720162015
VMIAX
Vanguard Materials Index Fund Admiral Shares
1.36%1.55%1.70%1.72%1.98%1.33%1.67%1.94%2.02%1.63%1.73%2.31%
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
3.55%3.78%2.68%2.84%6.82%4.67%1.19%1.94%2.45%1.52%0.76%0.00%

Frequently Asked Questions


VMIAX and VTAPX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VMIAX has higher volatility (6.36%) compared to VTAPX (0.57%). In terms of maximum drawdown, VMIAX dropped -62.17% vs VTAPX's -5.33%.

VTAPX currently has the higher Sharpe Ratio (3.03 vs 1.39), 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

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