VTBIX vs. VTAPX
Compare and contrast key facts about Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX).
VTBIX is managed by Vanguard. VTAPX is managed by Vanguard. It was launched on Oct 16, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTBIX or VTAPX.
Key characteristics
| VTBIX | VTAPX | |
|---|---|---|
| YTD Return | 2.11% | 4.59% |
| 1Y Return | 8.81% | 6.61% |
| 3Y Return (Ann) | -2.50% | 2.06% |
| 5Y Return (Ann) | -0.30% | 3.44% |
| Sharpe Ratio | 1.36 | 3.08 |
| Sortino Ratio | 1.98 | 5.08 |
| Omega Ratio | 1.24 | 1.70 |
| Calmar Ratio | 0.47 | 3.74 |
| Martin Ratio | 4.77 | 24.65 |
| Ulcer Index | 1.65% | 0.26% |
| Daily Std Dev | 5.79% | 2.05% |
| Max Drawdown | -19.61% | -5.33% |
| Current Drawdown | -9.45% | -0.47% |
Correlation
The correlation between VTBIX and VTAPX is 0.55, 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.
Performance
VTBIX vs. VTAPX - Performance Comparison
In the year-to-date period, VTBIX achieves a 2.11% return, which is significantly lower than VTAPX's 4.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTBIX vs. VTAPX - Expense Ratio Comparison
VTBIX has a 0.09% 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%.
Risk-Adjusted Performance
VTBIX vs. VTAPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) 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.
Dividends
VTBIX vs. VTAPX - Dividend Comparison
VTBIX's dividend yield for the trailing twelve months is around 3.57%, more than VTAPX's 2.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTBIX Vanguard Total Bond Market II Index Fund Investor Shares | 3.57% | 3.04% | 2.37% | 1.76% | 2.18% | 2.72% | 2.51% | 2.43% | 2.38% | 0.00% | 0.00% | 0.00% |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 2.88% | 2.84% | 6.82% | 4.68% | 1.19% | 1.94% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.06% |
Drawdowns
VTBIX vs. VTAPX - Drawdown Comparison
The maximum VTBIX drawdown since its inception was -19.61%, which is greater than VTAPX's maximum drawdown of -5.33%. Use the drawdown chart below to compare losses from any high point for VTBIX and VTAPX. For additional features, visit the drawdowns tool.
Volatility
VTBIX vs. VTAPX - Volatility Comparison
Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) has a higher volatility of 1.71% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) at 0.42%. This indicates that VTBIX'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.