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VTIPX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VTIPX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.19%
15.51%
VTIPX
BRK-B

Returns By Period

In the year-to-date period, VTIPX achieves a 4.57% return, which is significantly lower than BRK-B's 31.45% return. Over the past 10 years, VTIPX has underperformed BRK-B with an annualized return of 2.27%, while BRK-B has yielded a comparatively higher 12.35% annualized return.


VTIPX

YTD

4.57%

1M

0.08%

6M

3.02%

1Y

5.99%

5Y (annualized)

3.35%

10Y (annualized)

2.27%

BRK-B

YTD

31.45%

1M

1.01%

6M

13.25%

1Y

29.87%

5Y (annualized)

16.61%

10Y (annualized)

12.35%

Key characteristics


VTIPXBRK-B
Sharpe Ratio3.072.08
Sortino Ratio5.122.94
Omega Ratio1.701.38
Calmar Ratio4.223.92
Martin Ratio22.1910.23
Ulcer Index0.27%2.91%
Daily Std Dev1.95%14.32%
Max Drawdown-5.36%-53.86%
Current Drawdown-0.42%-2.04%

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Correlation

-0.50.00.51.0-0.0

The correlation between VTIPX and BRK-B is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Risk-Adjusted Performance

VTIPX vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) and Berkshire Hathaway Inc. (BRK-B). 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.


Sharpe ratio
The chart of Sharpe ratio for VTIPX, currently valued at 3.07, compared to the broader market-1.000.001.002.003.004.005.003.072.08
The chart of Sortino ratio for VTIPX, currently valued at 5.12, compared to the broader market0.005.0010.005.122.94
The chart of Omega ratio for VTIPX, currently valued at 1.70, compared to the broader market1.002.003.004.001.701.38
The chart of Calmar ratio for VTIPX, currently valued at 4.22, compared to the broader market0.005.0010.0015.0020.0025.004.223.92
The chart of Martin ratio for VTIPX, currently valued at 22.19, compared to the broader market0.0020.0040.0060.0080.00100.0022.1910.23
VTIPX
BRK-B

The current VTIPX Sharpe Ratio is 3.07, which is higher than the BRK-B Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of VTIPX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.07
2.08
VTIPX
BRK-B

Dividends

VTIPX vs. BRK-B - Dividend Comparison

VTIPX's dividend yield for the trailing twelve months is around 2.79%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VTIPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares
2.79%2.76%6.74%4.59%1.11%1.88%2.38%1.50%0.55%0.00%0.72%0.02%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VTIPX vs. BRK-B - Drawdown Comparison

The maximum VTIPX drawdown since its inception was -5.36%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VTIPX and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.42%
-2.04%
VTIPX
BRK-B

Volatility

VTIPX vs. BRK-B - Volatility Comparison

The current volatility for Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) is 0.46%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.64%. This indicates that VTIPX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
0.46%
6.64%
VTIPX
BRK-B