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VSIGX vs. VAIPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSIGX and VAIPX is 0.79, 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.


-0.50.00.51.00.8

Performance

VSIGX vs. VAIPX - Performance Comparison

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

30.00%35.00%40.00%45.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
29.90%
48.17%
VSIGX
VAIPX

Key characteristics

Sharpe Ratio

VSIGX:

0.30

VAIPX:

0.33

Sortino Ratio

VSIGX:

0.45

VAIPX:

0.48

Omega Ratio

VSIGX:

1.05

VAIPX:

1.06

Calmar Ratio

VSIGX:

0.11

VAIPX:

0.14

Martin Ratio

VSIGX:

0.74

VAIPX:

1.10

Ulcer Index

VSIGX:

1.89%

VAIPX:

1.35%

Daily Std Dev

VSIGX:

4.67%

VAIPX:

4.54%

Max Drawdown

VSIGX:

-16.15%

VAIPX:

-15.04%

Current Drawdown

VSIGX:

-8.86%

VAIPX:

-7.59%

Returns By Period

In the year-to-date period, VSIGX achieves a 1.22% return, which is significantly lower than VAIPX's 1.76% return. Over the past 10 years, VSIGX has underperformed VAIPX with an annualized return of 1.11%, while VAIPX has yielded a comparatively higher 2.17% annualized return.


VSIGX

YTD

1.22%

1M

-0.05%

6M

1.34%

1Y

1.47%

5Y*

-0.17%

10Y*

1.11%

VAIPX

YTD

1.76%

1M

-0.74%

6M

0.69%

1Y

1.80%

5Y*

1.81%

10Y*

2.17%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VSIGX vs. VAIPX - Expense Ratio Comparison

VSIGX has a 0.07% expense ratio, which is lower than VAIPX's 0.10% 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%.


VAIPX
Vanguard Inflation-Protected Securities Fund Admiral Shares
Expense ratio chart for VAIPX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VSIGX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VSIGX vs. VAIPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX). 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.


Sharpe ratio
The chart of Sharpe ratio for VSIGX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.004.000.300.33
The chart of Sortino ratio for VSIGX, currently valued at 0.45, compared to the broader market-2.000.002.004.006.008.0010.000.450.48
The chart of Omega ratio for VSIGX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.06
The chart of Calmar ratio for VSIGX, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.0014.000.110.14
The chart of Martin ratio for VSIGX, currently valued at 0.74, compared to the broader market0.0020.0040.0060.000.741.10
VSIGX
VAIPX

The current VSIGX Sharpe Ratio is 0.30, which is comparable to the VAIPX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of VSIGX and VAIPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.30
0.33
VSIGX
VAIPX

Dividends

VSIGX vs. VAIPX - Dividend Comparison

VSIGX's dividend yield for the trailing twelve months is around 3.31%, more than VAIPX's 2.40% yield.


TTM20232022202120202019201820172016201520142013
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
3.31%2.70%1.70%1.11%1.51%2.21%2.06%1.67%1.56%1.66%1.56%1.34%
VAIPX
Vanguard Inflation-Protected Securities Fund Admiral Shares
2.40%4.31%8.45%5.13%1.38%2.30%3.12%2.41%2.12%0.87%2.25%1.83%

Drawdowns

VSIGX vs. VAIPX - Drawdown Comparison

The maximum VSIGX drawdown since its inception was -16.15%, which is greater than VAIPX's maximum drawdown of -15.04%. Use the drawdown chart below to compare losses from any high point for VSIGX and VAIPX. For additional features, visit the drawdowns tool.


-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-8.86%
-7.59%
VSIGX
VAIPX

Volatility

VSIGX vs. VAIPX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) is 1.22%, while Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) has a volatility of 1.29%. This indicates that VSIGX experiences smaller price fluctuations and is considered to be less risky than VAIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%JulyAugustSeptemberOctoberNovemberDecember
1.22%
1.29%
VSIGX
VAIPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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