PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VTAPX vs. VBILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTAPX and VBILX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

VTAPX vs. VBILX - Performance Comparison

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

16.00%18.00%20.00%22.00%24.00%26.00%JulyAugustSeptemberOctoberNovemberDecember
25.04%
18.42%
VTAPX
VBILX

Key characteristics

Sharpe Ratio

VTAPX:

2.51

VBILX:

0.31

Sortino Ratio

VTAPX:

3.74

VBILX:

0.48

Omega Ratio

VTAPX:

1.52

VBILX:

1.06

Calmar Ratio

VTAPX:

5.63

VBILX:

0.13

Martin Ratio

VTAPX:

15.56

VBILX:

0.86

Ulcer Index

VTAPX:

0.29%

VBILX:

2.05%

Daily Std Dev

VTAPX:

1.79%

VBILX:

5.64%

Max Drawdown

VTAPX:

-5.33%

VBILX:

-18.96%

Current Drawdown

VTAPX:

-0.55%

VBILX:

-9.01%

Returns By Period

In the year-to-date period, VTAPX achieves a 4.50% return, which is significantly higher than VBILX's 1.28% return. Over the past 10 years, VTAPX has outperformed VBILX with an annualized return of 2.51%, while VBILX has yielded a comparatively lower 1.75% annualized return.


VTAPX

YTD

4.50%

1M

-0.08%

6M

2.34%

1Y

4.50%

5Y*

3.32%

10Y*

2.51%

VBILX

YTD

1.28%

1M

-0.27%

6M

1.51%

1Y

1.87%

5Y*

0.06%

10Y*

1.75%

Compare stocks, funds, or ETFs

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


VTAPX vs. VBILX - Expense Ratio Comparison

VTAPX has a 0.06% expense ratio, which is lower than VBILX's 0.07% 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%.


VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
Expense ratio chart for VBILX: 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%
Expense ratio chart for VTAPX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VTAPX vs. VBILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). 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 VTAPX, currently valued at 2.51, compared to the broader market-1.000.001.002.003.004.002.510.31
The chart of Sortino ratio for VTAPX, currently valued at 3.74, compared to the broader market-2.000.002.004.006.008.0010.003.740.48
The chart of Omega ratio for VTAPX, currently valued at 1.52, compared to the broader market0.501.001.502.002.503.003.501.521.06
The chart of Calmar ratio for VTAPX, currently valued at 5.63, compared to the broader market0.002.004.006.008.0010.0012.0014.005.630.13
The chart of Martin ratio for VTAPX, currently valued at 15.56, compared to the broader market0.0020.0040.0060.0015.560.86
VTAPX
VBILX

The current VTAPX Sharpe Ratio is 2.51, which is higher than the VBILX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of VTAPX and VBILX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.51
0.31
VTAPX
VBILX

Dividends

VTAPX vs. VBILX - Dividend Comparison

VTAPX's dividend yield for the trailing twelve months is around 1.58%, less than VBILX's 3.75% yield.


TTM20232022202120202019201820172016201520142013
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
1.58%2.84%6.82%4.68%1.19%1.94%2.45%1.52%0.76%0.00%0.82%0.06%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.75%3.09%2.39%3.38%2.93%2.73%2.87%2.65%2.66%2.74%2.84%3.08%

Drawdowns

VTAPX vs. VBILX - Drawdown Comparison

The maximum VTAPX drawdown since its inception was -5.33%, smaller than the maximum VBILX drawdown of -18.96%. Use the drawdown chart below to compare losses from any high point for VTAPX and VBILX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.55%
-9.01%
VTAPX
VBILX

Volatility

VTAPX vs. VBILX - Volatility Comparison

The current volatility for Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) is 0.43%, while Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a volatility of 1.68%. This indicates that VTAPX experiences smaller price fluctuations and is considered to be less risky than VBILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
0.43%
1.68%
VTAPX
VBILX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab