VTIPX vs. SPYG
Compare and contrast key facts about Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
VTIPX is managed by Vanguard. It was launched on Oct 16, 2012. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIPX or SPYG.
Performance
VTIPX vs. SPYG - Performance Comparison
Returns By Period
In the year-to-date period, VTIPX achieves a 4.57% return, which is significantly lower than SPYG's 33.17% return. Over the past 10 years, VTIPX has underperformed SPYG with an annualized return of 2.27%, while SPYG has yielded a comparatively higher 14.97% annualized return.
VTIPX
4.57%
0.08%
3.02%
5.99%
3.35%
2.27%
SPYG
33.17%
1.67%
14.92%
38.22%
17.62%
14.97%
Key characteristics
| VTIPX | SPYG | |
|---|---|---|
| Sharpe Ratio | 3.07 | 2.24 |
| Sortino Ratio | 5.12 | 2.91 |
| Omega Ratio | 1.70 | 1.41 |
| Calmar Ratio | 4.22 | 2.87 |
| Martin Ratio | 22.19 | 11.86 |
| Ulcer Index | 0.27% | 3.21% |
| Daily Std Dev | 1.95% | 17.04% |
| Max Drawdown | -5.36% | -67.79% |
| Current Drawdown | -0.42% | -1.54% |
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VTIPX vs. SPYG - Expense Ratio Comparison
VTIPX has a 0.14% expense ratio, which is higher than SPYG's 0.04% 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%.
Correlation
The correlation between VTIPX and SPYG 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.
Risk-Adjusted Performance
VTIPX vs. SPYG - 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 SPDR Portfolio S&P 500 Growth ETF (SPYG). 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. SPYG - Dividend Comparison
VTIPX's dividend yield for the trailing twelve months is around 2.79%, more than SPYG's 0.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIPX Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares | 2.79% | 2.76% | 6.74% | 4.59% | 1.11% | 1.88% | 2.38% | 1.50% | 0.55% | 0.00% | 0.72% | 0.02% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.66% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
VTIPX vs. SPYG - Drawdown Comparison
The maximum VTIPX drawdown since its inception was -5.36%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for VTIPX and SPYG. For additional features, visit the drawdowns tool.
Volatility
VTIPX vs. SPYG - Volatility Comparison
The current volatility for Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) is 0.46%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 5.58%. This indicates that VTIPX experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.