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VTIP vs. VIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTIP vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) and Vanguard Dividend Appreciation ETF (VIG). 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 VIG's 7.57% return. Over the past 10 years, VTIP has underperformed VIG with an annualized return of 3.14%, while VIG has yielded a comparatively higher 13.23% annualized 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%

VIG

1D
-0.19%
1M
3.79%
YTD
7.57%
6M
6.99%
1Y
19.63%
3Y*
16.49%
5Y*
10.62%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTIP vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
2.05%6.07%4.74%4.62%-2.94%5.36%4.95%4.86%0.56%0.82%
VIG
Vanguard Dividend Appreciation ETF
7.57%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%

Correlation

The correlation between VTIP and VIG 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

0.10

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

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2012

0.07

The correlation between VTIP and VIG shifts across timeframes, from -0.01 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VTIP vs. VIG — 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

VIG
VIG Risk / Return Rank: 5656
Overall Rank
VIG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 6060
Sortino Ratio Rank
VIG Omega Ratio Rank: 5656
Omega Ratio Rank
VIG Calmar Ratio Rank: 5050
Calmar Ratio Rank
VIG Martin Ratio Rank: 5656
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. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) and Vanguard Dividend Appreciation ETF (VIG). 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.


VTIPVIGDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+2.48

Omega ratioGain probability vs. loss probability

1.67

1.35

+0.32

Calmar ratioReturn relative to maximum drawdown

6.75

2.49

+4.26

Martin ratioReturn relative to average drawdown

26.06

10.06

+16.00

VTIP vs. VIG - Sharpe Ratio Comparison

The current VTIP Sharpe Ratio is 3.15, which is higher than the VIG Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of VTIP and VIG, 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


VTIPVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.15

1.97

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

0.75

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

0.83

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.60

+0.30

Drawdowns

VTIP vs. VIG - Drawdown Comparison

The maximum VTIP drawdown since its inception was -6.27%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for VTIP and VIG.


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Drawdown Indicators


VTIPVIGDifference

Max Drawdown

Largest peak-to-trough decline

-6.27%

-46.81%

+40.54%

Max Drawdown (1Y)

Largest decline over 1 year

-0.70%

-7.91%

+7.21%

Max Drawdown (3Y)

Largest decline over 3 years

-0.98%

-14.95%

+13.97%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

-20.39%

+14.89%

Max Drawdown (10Y)

Largest decline over 10 years

-6.27%

-31.72%

+25.45%

Current Drawdown

Current decline from peak

-0.02%

-0.19%

+0.17%

Average Drawdown

Average peak-to-trough decline

-1.04%

-5.51%

+4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

1.96%

-1.78%

Volatility

VTIP vs. VIG - Volatility Comparison

The current volatility for Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) is 0.43%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 2.19%. This indicates that VTIP experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTIPVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

2.19%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

7.57%

-6.55%

Volatility (1Y)

Calculated over the trailing 1-year period

1.50%

10.01%

-8.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.77%

14.23%

-11.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.74%

16.05%

-13.31%

VTIP vs. VIG - Expense Ratio Comparison

VTIP has a 0.03% expense ratio, which is lower than VIG's 0.04% 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. VIG - Dividend Comparison

VTIP's dividend yield for the trailing twelve months is around 3.58%, more than VIG's 1.47% yield.


PositionTTM20252024202320222021202020192018201720162015
VIG
Vanguard Dividend Appreciation ETF
1.47%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%
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%0.00%

Frequently Asked Questions


VTIP and VIG 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.

VIG has higher volatility (2.19%) compared to VTIP (0.43%). In terms of maximum drawdown, VTIP dropped -6.27% vs VIG's -46.81%.

On 10-year performance, VIG leads with 13.23% vs 3.14% for VTIP. On fees, VTIP is cheaper at 0.03% per year. On volatility, VTIP has been the lower-risk option at 0.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VIG has performed better with a 13.23% return vs 3.14%. 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 0.04% for VIG.

VTIP has the higher dividend yield at 3.58%, compared with 1.47% for VIG.

VTIP is categorized as Inflation-Protected Bonds, while VIG is Dividend. VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index, while VIG tracks S&P U.S. Dividend Growers Index. Their fees differ too: 0.03% for VTIP and 0.04% for VIG.

VTIP currently has the higher Sharpe Ratio (3.15 vs 1.97), 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

Find the right allocation for VTIP and VIG

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