VTIPX vs. SPYX
Compare and contrast key facts about Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) and SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX).
VTIPX is managed by Vanguard. It was launched on Oct 16, 2012. SPYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Fossil Fuel Free Index. It was launched on Nov 30, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIPX or SPYX.
Key characteristics
| VTIPX | SPYX | |
|---|---|---|
| YTD Return | 4.27% | 27.29% |
| 1Y Return | 6.17% | 37.95% |
| 3Y Return (Ann) | 1.84% | 9.75% |
| 5Y Return (Ann) | 3.30% | 15.75% |
| Sharpe Ratio | 3.14 | 3.04 |
| Sortino Ratio | 5.28 | 4.07 |
| Omega Ratio | 1.72 | 1.57 |
| Calmar Ratio | 3.66 | 4.48 |
| Martin Ratio | 24.49 | 20.19 |
| Ulcer Index | 0.26% | 1.87% |
| Daily Std Dev | 1.99% | 12.43% |
| Max Drawdown | -5.36% | -32.84% |
| Current Drawdown | -0.70% | -0.28% |
Correlation
The correlation between VTIPX and SPYX is 0.09, 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. SPYX - Performance Comparison
In the year-to-date period, VTIPX achieves a 4.27% return, which is significantly lower than SPYX's 27.29% 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. SPYX - Expense Ratio Comparison
VTIPX has a 0.14% expense ratio, which is lower than SPYX's 0.20% expense ratio. Despite the difference, 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. SPYX - 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 S&P 500 Fossil Fuel Reserves Free ETF (SPYX). 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. SPYX - Dividend Comparison
VTIPX's dividend yield for the trailing twelve months is around 2.80%, more than SPYX's 1.01% 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% |
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | 1.01% | 1.21% | 1.41% | 1.04% | 1.33% | 1.56% | 1.92% | 1.68% | 1.91% | 0.49% | 0.00% | 0.00% |
Drawdowns
VTIPX vs. SPYX - Drawdown Comparison
The maximum VTIPX drawdown since its inception was -5.36%, smaller than the maximum SPYX drawdown of -32.84%. Use the drawdown chart below to compare losses from any high point for VTIPX and SPYX. For additional features, visit the drawdowns tool.
Volatility
VTIPX vs. SPYX - Volatility Comparison
The current volatility for Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) is 0.44%, while SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) has a volatility of 4.03%. This indicates that VTIPX experiences smaller price fluctuations and is considered to be less risky than SPYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.