VTIPX vs. MOAT
Compare and contrast key facts about Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT).
VTIPX is managed by Vanguard. It was launched on Oct 16, 2012. MOAT is a passively managed fund by VanEck that tracks the performance of the Morningstar Wide Moat Focus Index. It was launched on Apr 24, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIPX or MOAT.
Key characteristics
| VTIPX | MOAT | |
|---|---|---|
| YTD Return | 4.27% | 14.76% |
| 1Y Return | 6.17% | 32.43% |
| 3Y Return (Ann) | 1.84% | 8.94% |
| 5Y Return (Ann) | 3.30% | 14.21% |
| 10Y Return (Ann) | 2.24% | 13.37% |
| Sharpe Ratio | 3.14 | 2.66 |
| Sortino Ratio | 5.28 | 3.67 |
| Omega Ratio | 1.72 | 1.48 |
| Calmar Ratio | 3.66 | 2.92 |
| Martin Ratio | 24.49 | 14.19 |
| Ulcer Index | 0.26% | 2.25% |
| Daily Std Dev | 1.99% | 11.99% |
| Max Drawdown | -5.36% | -33.31% |
| Current Drawdown | -0.70% | -0.60% |
Correlation
The correlation between VTIPX and MOAT is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VTIPX vs. MOAT - Performance Comparison
In the year-to-date period, VTIPX achieves a 4.27% return, which is significantly lower than MOAT's 14.76% return. Over the past 10 years, VTIPX has underperformed MOAT with an annualized return of 2.24%, while MOAT has yielded a comparatively higher 13.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTIPX vs. MOAT - Expense Ratio Comparison
VTIPX has a 0.14% expense ratio, which is lower than MOAT's 0.48% expense ratio.
Risk-Adjusted Performance
VTIPX vs. MOAT - 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 VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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.
Dividends
VTIPX vs. MOAT - Dividend Comparison
VTIPX's dividend yield for the trailing twelve months is around 2.80%, more than MOAT's 0.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIPX Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares | 2.80% | 2.76% | 6.74% | 4.59% | 1.11% | 1.88% | 2.38% | 1.50% | 0.55% | 0.00% | 0.72% | 0.02% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.75% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
Drawdowns
VTIPX vs. MOAT - Drawdown Comparison
The maximum VTIPX drawdown since its inception was -5.36%, smaller than the maximum MOAT drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for VTIPX and MOAT. For additional features, visit the drawdowns tool.
Volatility
VTIPX vs. MOAT - Volatility Comparison
The current volatility for Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) is 0.44%, while VanEck Vectors Morningstar Wide Moat ETF (MOAT) has a volatility of 2.64%. This indicates that VTIPX experiences smaller price fluctuations and is considered to be less risky than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.