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VTCLX vs. BIIPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTCLX vs. BIIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) and iShares Short-Term TIPS Bond Index Fund (BIIPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTCLX achieves a 10.53% return, which is significantly higher than BIIPX's 1.87% return.


VTCLX

1D
-0.70%
1M
4.04%
YTD
10.53%
6M
10.36%
1Y
27.36%
3Y*
21.92%
5Y*
13.10%
10Y*
15.38%

BIIPX

1D
-0.10%
1M
0.22%
YTD
1.87%
6M
1.93%
1Y
4.47%
3Y*
4.97%
5Y*
2.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTCLX vs. BIIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
10.53%17.44%23.76%26.62%-19.07%26.87%21.08%31.47%-4.98%21.38%
BIIPX
iShares Short-Term TIPS Bond Index Fund
1.87%6.05%4.75%3.25%-4.12%5.19%4.89%4.83%0.58%0.88%

Correlation

The correlation between VTCLX and BIIPX is 0.01, 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

0.01

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

0.09

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2017

0.07

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Return for Risk

VTCLX vs. BIIPX — Risk / Return Rank

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

VTCLX
VTCLX Risk / Return Rank: 6363
Overall Rank
VTCLX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VTCLX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VTCLX Omega Ratio Rank: 5656
Omega Ratio Rank
VTCLX Calmar Ratio Rank: 6666
Calmar Ratio Rank
VTCLX Martin Ratio Rank: 7777
Martin Ratio Rank

BIIPX
BIIPX Risk / Return Rank: 7676
Overall Rank
BIIPX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BIIPX Sortino Ratio Rank: 8383
Sortino Ratio Rank
BIIPX Omega Ratio Rank: 7777
Omega Ratio Rank
BIIPX Calmar Ratio Rank: 8383
Calmar Ratio Rank
BIIPX Martin Ratio Rank: 8787
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.

VTCLX vs. BIIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) and iShares Short-Term TIPS Bond Index Fund (BIIPX). 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.


VTCLXBIIPXDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.41

1.50

-0.09

Calmar ratioReturn relative to maximum drawdown

3.13

3.76

-0.63

Martin ratioReturn relative to average drawdown

14.54

16.23

-1.69

VTCLX vs. BIIPX - Sharpe Ratio Comparison

The current VTCLX Sharpe Ratio is 2.29, which is comparable to the BIIPX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of VTCLX and BIIPX, 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


VTCLXBIIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

2.03

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.90

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.12

-0.59

Drawdowns

VTCLX vs. BIIPX - Drawdown Comparison

The maximum VTCLX drawdown since its inception was -55.18%, which is greater than BIIPX's maximum drawdown of -6.46%. Use the drawdown chart below to compare losses from any high point for VTCLX and BIIPX.


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Drawdown Indicators


VTCLXBIIPXDifference

Max Drawdown

Largest peak-to-trough decline

-55.18%

-6.46%

-48.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-1.22%

-7.57%

Max Drawdown (3Y)

Largest decline over 3 years

-19.01%

-1.22%

-17.79%

Max Drawdown (5Y)

Largest decline over 5 years

-24.98%

-6.46%

-18.52%

Max Drawdown (10Y)

Largest decline over 10 years

-34.56%

Current Drawdown

Current decline from peak

-0.70%

-0.10%

-0.60%

Average Drawdown

Average peak-to-trough decline

-7.56%

-1.08%

-6.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

0.28%

+1.61%

Volatility

VTCLX vs. BIIPX - Volatility Comparison

Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) has a higher volatility of 2.95% compared to iShares Short-Term TIPS Bond Index Fund (BIIPX) at 1.21%. This indicates that VTCLX's price experiences larger fluctuations and is considered to be riskier than BIIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTCLXBIIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

1.21%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

1.67%

+7.43%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

2.27%

+9.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

3.11%

+14.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

2.64%

+15.63%

VTCLX vs. BIIPX - Expense Ratio Comparison

VTCLX has a 0.09% expense ratio, which is higher than BIIPX's 0.08% 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

VTCLX vs. BIIPX - Dividend Comparison

VTCLX's dividend yield for the trailing twelve months is around 0.85%, less than BIIPX's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
BIIPX
iShares Short-Term TIPS Bond Index Fund
4.59%4.64%4.30%2.65%4.56%4.39%1.58%2.27%2.74%1.89%0.00%0.00%
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
0.85%0.93%1.04%1.24%1.47%1.04%1.32%1.52%1.83%1.57%1.76%1.69%

Frequently Asked Questions


VTCLX and BIIPX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTCLX has higher volatility (2.95%) compared to BIIPX (1.21%). In terms of maximum drawdown, VTCLX dropped -55.18% vs BIIPX's -6.46%.

VTCLX currently has the higher Sharpe Ratio (2.29 vs 2.03), 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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