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.
Key characteristics
| VTIPX | SPYG | |
|---|---|---|
| YTD Return | 4.27% | 35.11% |
| 1Y Return | 6.17% | 43.90% |
| 3Y Return (Ann) | 1.84% | 8.15% |
| 5Y Return (Ann) | 3.30% | 18.10% |
| 10Y Return (Ann) | 2.24% | 15.26% |
| Sharpe Ratio | 3.14 | 2.59 |
| Sortino Ratio | 5.28 | 3.32 |
| Omega Ratio | 1.72 | 1.48 |
| Calmar Ratio | 3.66 | 2.93 |
| Martin Ratio | 24.49 | 13.72 |
| Ulcer Index | 0.26% | 3.20% |
| Daily Std Dev | 1.99% | 16.94% |
| Max Drawdown | -5.36% | -67.79% |
| Current Drawdown | -0.70% | -0.10% |
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.
Performance
VTIPX vs. SPYG - Performance Comparison
In the year-to-date period, VTIPX achieves a 4.27% return, which is significantly lower than SPYG's 35.11% return. Over the past 10 years, VTIPX has underperformed SPYG with an annualized return of 2.24%, while SPYG has yielded a comparatively higher 15.26% 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. 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%.
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 2.80%, more than SPYG's 0.65% 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% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.65% | 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 0.44%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 5.17%. 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.