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VTIP vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTIP vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTIP achieves a 2.05% return, which is significantly lower than IBIC's 2.37% return.


VTIP

1D
0.00%
1M
0.04%
YTD
2.05%
6M
2.03%
1Y
4.70%
3Y*
5.26%
5Y*
3.37%
10Y*
3.14%

IBIC

1D
0.02%
1M
0.27%
YTD
2.37%
6M
2.51%
1Y
4.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTIP vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
2.05%6.07%4.74%2.21%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.37%4.96%5.25%2.17%

Correlation

The correlation between VTIP and IBIC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

0.71

Over the past year, the correlation between VTIP and IBIC has dropped to 0.38 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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Return for Risk

VTIP vs. IBIC — Risk / Return Rank

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

VTIP
VTIP Risk / Return Rank: 9393
Overall Rank
VTIP Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9595
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9393
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9393
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9393
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
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. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.


VTIPIBICDifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

-3.76

Omega ratioGain probability vs. loss probability

1.67

2.24

-0.57

Calmar ratioReturn relative to maximum drawdown

6.75

17.27

-10.52

Martin ratioReturn relative to average drawdown

26.06

67.45

-41.39

VTIP vs. IBIC - Sharpe Ratio Comparison

The current VTIP Sharpe Ratio is 3.15, which is lower than the IBIC Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of VTIP and IBIC, 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


VTIPIBICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.15

5.05

-1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

3.49

-2.60

Drawdowns

VTIP vs. IBIC - Drawdown Comparison

The maximum VTIP drawdown since its inception was -6.27%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for VTIP and IBIC.


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Drawdown Indicators


VTIPIBICDifference

Max Drawdown

Largest peak-to-trough decline

-6.27%

-0.90%

-5.37%

Max Drawdown (1Y)

Largest decline over 1 year

-0.70%

-0.26%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-0.98%

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

-0.02%

-0.13%

+0.11%

Average Drawdown

Average peak-to-trough decline

-1.04%

-0.10%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

0.07%

+0.11%

Volatility

VTIP vs. IBIC - Volatility Comparison

Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) has a higher volatility of 0.43% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that VTIP's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTIPIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

0.33%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

0.67%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

1.50%

0.90%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.77%

1.58%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.74%

1.58%

+1.16%

VTIP vs. IBIC - Expense Ratio Comparison

VTIP has a 0.03% expense ratio, which is lower than IBIC'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%.


Dividends

VTIP vs. IBIC - Dividend Comparison

VTIP's dividend yield for the trailing twelve months is around 3.58%, which matches IBIC's 3.59% yield.


PositionTTM2025202420232022202120202019201820172016
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.58%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%

Frequently Asked Questions


VTIP and IBIC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTIP has higher volatility (0.43%) compared to IBIC (0.33%). In terms of maximum drawdown, VTIP dropped -6.27% vs IBIC's -0.90%.

On 1-year performance, VTIP leads with 4.70% vs 4.54% for IBIC. On fees, VTIP is cheaper at 0.03% per year. On volatility, IBIC has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VTIP has performed better with a 4.70% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTIP is cheaper with a 0.03% expense ratio, compared with 0.10% for IBIC.

IBIC has the higher dividend yield at 3.59%, compared with 3.58% for VTIP.

VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VTIP and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (5.05 vs 3.15), 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.

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