VTIPX vs. SCHD
Compare and contrast key facts about Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) and Schwab US Dividend Equity ETF (SCHD).
VTIPX is managed by Vanguard. It was launched on Oct 16, 2012. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIPX or SCHD.
Key characteristics
| VTIPX | SCHD | |
|---|---|---|
| YTD Return | 4.27% | 17.07% |
| 1Y Return | 6.17% | 29.98% |
| 3Y Return (Ann) | 1.84% | 6.85% |
| 5Y Return (Ann) | 3.30% | 12.79% |
| 10Y Return (Ann) | 2.24% | 11.62% |
| Sharpe Ratio | 3.14 | 2.64 |
| Sortino Ratio | 5.28 | 3.81 |
| Omega Ratio | 1.72 | 1.47 |
| Calmar Ratio | 3.66 | 2.92 |
| Martin Ratio | 24.49 | 14.57 |
| Ulcer Index | 0.26% | 2.04% |
| Daily Std Dev | 1.99% | 11.26% |
| Max Drawdown | -5.36% | -33.37% |
| Current Drawdown | -0.70% | -0.86% |
Correlation
The correlation between VTIPX and SCHD is 0.06, 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. SCHD - Performance Comparison
In the year-to-date period, VTIPX achieves a 4.27% return, which is significantly lower than SCHD's 17.07% return. Over the past 10 years, VTIPX has underperformed SCHD with an annualized return of 2.24%, while SCHD has yielded a comparatively higher 11.62% 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. SCHD - Expense Ratio Comparison
VTIPX has a 0.14% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VTIPX vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
VTIPX's dividend yield for the trailing twelve months is around 2.80%, less than SCHD's 3.38% 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% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
VTIPX vs. SCHD - Drawdown Comparison
The maximum VTIPX drawdown since its inception was -5.36%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VTIPX and SCHD. For additional features, visit the drawdowns tool.
Volatility
VTIPX vs. SCHD - Volatility Comparison
The current volatility for Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) is 0.44%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.51%. This indicates that VTIPX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.