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VTIP vs. FSTZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTIP vs. FSTZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) and Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (FSTZX). The values are adjusted to include any dividend payments, if applicable.

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VTIP vs. FSTZX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.87%6.07%4.74%4.62%-2.94%1.44%
FSTZX
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund
1.02%5.99%4.87%4.67%-2.83%1.32%

Returns By Period

In the year-to-date period, VTIP achieves a 0.87% return, which is significantly lower than FSTZX's 1.02% return.


VTIP

1D
-0.11%
1M
0.03%
YTD
0.87%
6M
1.15%
1Y
3.80%
3Y*
4.62%
5Y*
3.46%
10Y*
3.05%

FSTZX

1D
0.00%
1M
0.10%
YTD
1.02%
6M
1.20%
1Y
3.95%
3Y*
4.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTIP vs. FSTZX - Expense Ratio Comparison

VTIP has a 0.03% expense ratio, which is higher than FSTZX's 0.00% 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%.


Return for Risk

VTIP vs. FSTZX — Risk / Return Rank

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

VTIP
VTIP Risk / Return Rank: 9292
Overall Rank
VTIP Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9494
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9393
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9494
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9191
Martin Ratio Rank

FSTZX
FSTZX Risk / Return Rank: 9494
Overall Rank
FSTZX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FSTZX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FSTZX Omega Ratio Rank: 9292
Omega Ratio Rank
FSTZX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FSTZX Martin Ratio Rank: 9595
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.

VTIP vs. FSTZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) and Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (FSTZX). 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.


VTIPFSTZXDifference

Sharpe ratio

Return per unit of total volatility

2.01

2.00

+0.01

Sortino ratio

Return per unit of downside risk

3.03

3.04

-0.01

Omega ratio

Gain probability vs. loss probability

1.42

1.44

-0.02

Calmar ratio

Return relative to maximum drawdown

3.90

3.92

-0.02

Martin ratio

Return relative to average drawdown

12.53

13.81

-1.28

VTIP vs. FSTZX - Sharpe Ratio Comparison

The current VTIP Sharpe Ratio is 2.01, which is comparable to the FSTZX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of VTIP and FSTZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTIPFSTZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

2.00

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

1.14

-0.28

Correlation

The correlation between VTIP and FSTZX is 0.89, 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.


Dividends

VTIP vs. FSTZX - Dividend Comparison

VTIP's dividend yield for the trailing twelve months is around 3.63%, less than FSTZX's 3.98% yield.


TTM2025202420232022202120202019201820172016
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.63%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%
FSTZX
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund
3.98%4.02%2.78%2.54%5.25%0.82%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VTIP vs. FSTZX - Drawdown Comparison

The maximum VTIP drawdown since its inception was -6.27%, which is greater than FSTZX's maximum drawdown of -5.30%. Use the drawdown chart below to compare losses from any high point for VTIP and FSTZX.


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Drawdown Indicators


VTIPFSTZXDifference

Max Drawdown

Largest peak-to-trough decline

-6.27%

-5.30%

-0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-0.98%

-1.03%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-6.27%

Current Drawdown

Current decline from peak

-0.37%

-0.30%

-0.07%

Average Drawdown

Average peak-to-trough decline

-1.05%

-1.13%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.29%

+0.01%

Volatility

VTIP vs. FSTZX - Volatility Comparison

Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) has a higher volatility of 0.62% compared to Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (FSTZX) at 0.57%. This indicates that VTIP's price experiences larger fluctuations and is considered to be riskier than FSTZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTIPFSTZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

0.57%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

0.98%

1.07%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

1.90%

1.99%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.78%

2.83%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.74%

2.83%

-0.09%