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VTIPX vs. MOAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VTIPX vs. MOAT - 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 VanEck Vectors Morningstar Wide Moat ETF (MOAT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.97%
6.19%
VTIPX
MOAT

Returns By Period

In the year-to-date period, VTIPX achieves a 4.57% return, which is significantly lower than MOAT's 11.85% return. Over the past 10 years, VTIPX has underperformed MOAT with an annualized return of 2.27%, while MOAT has yielded a comparatively higher 12.92% annualized return.


VTIPX

YTD

4.57%

1M

-0.08%

6M

2.98%

1Y

5.99%

5Y (annualized)

3.34%

10Y (annualized)

2.27%

MOAT

YTD

11.85%

1M

-2.77%

6M

6.19%

1Y

23.19%

5Y (annualized)

13.46%

10Y (annualized)

12.92%

Key characteristics


VTIPXMOAT
Sharpe Ratio3.132.00
Sortino Ratio5.242.74
Omega Ratio1.711.36
Calmar Ratio4.313.53
Martin Ratio22.8010.39
Ulcer Index0.27%2.28%
Daily Std Dev1.95%11.81%
Max Drawdown-5.36%-33.31%
Current Drawdown-0.42%-3.12%

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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.


MOAT
VanEck Vectors Morningstar Wide Moat ETF
Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for VTIPX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Correlation

-0.50.00.51.00.1

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.

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.


Sharpe ratio
The chart of Sharpe ratio for VTIPX, currently valued at 3.13, compared to the broader market0.002.004.003.132.00
The chart of Sortino ratio for VTIPX, currently valued at 5.24, compared to the broader market0.005.0010.005.242.74
The chart of Omega ratio for VTIPX, currently valued at 1.71, compared to the broader market1.002.003.004.001.711.36
The chart of Calmar ratio for VTIPX, currently valued at 4.31, compared to the broader market0.005.0010.0015.0020.0025.004.313.53
The chart of Martin ratio for VTIPX, currently valued at 22.80, compared to the broader market0.0020.0040.0060.0080.00100.0022.8010.39
VTIPX
MOAT

The current VTIPX Sharpe Ratio is 3.13, which is higher than the MOAT Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of VTIPX and MOAT, 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 Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.13
2.00
VTIPX
MOAT

Dividends

VTIPX vs. MOAT - Dividend Comparison

VTIPX's dividend yield for the trailing twelve months is around 2.79%, more than MOAT's 0.77% yield.


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%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.77%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.42%
-3.12%
VTIPX
MOAT

Volatility

VTIPX vs. MOAT - Volatility Comparison

The current volatility for Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) is 0.47%, while VanEck Vectors Morningstar Wide Moat ETF (MOAT) has a volatility of 3.26%. 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.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
0.47%
3.26%
VTIPX
MOAT