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

Correlation

The correlation between VTIPX and VTIP is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

VTIPX vs. VTIP - 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 Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

-0.50%0.00%0.50%1.00%1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
1.13%
2.30%
VTIPX
VTIP

Key characteristics

Sharpe Ratio

VTIPX:

1.58

VTIP:

2.49

Sortino Ratio

VTIPX:

2.04

VTIP:

3.79

Omega Ratio

VTIPX:

1.35

VTIP:

1.50

Calmar Ratio

VTIPX:

2.01

VTIP:

5.97

Martin Ratio

VTIPX:

10.91

VTIP:

15.63

Ulcer Index

VTIPX:

0.30%

VTIP:

0.29%

Daily Std Dev

VTIPX:

2.08%

VTIP:

1.81%

Max Drawdown

VTIPX:

-5.36%

VTIP:

-6.27%

Current Drawdown

VTIPX:

-1.64%

VTIP:

-0.53%

Returns By Period

In the year-to-date period, VTIPX achieves a 3.28% return, which is significantly lower than VTIP's 4.48% return. Over the past 10 years, VTIPX has underperformed VTIP with an annualized return of 2.32%, while VTIP has yielded a comparatively higher 2.58% annualized return.


VTIPX

YTD

3.28%

1M

-1.14%

6M

1.13%

1Y

3.28%

5Y*

2.99%

10Y*

2.32%

VTIP

YTD

4.48%

1M

-0.08%

6M

2.29%

1Y

4.59%

5Y*

3.40%

10Y*

2.58%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTIPX vs. VTIP - Expense Ratio Comparison

VTIPX has a 0.14% expense ratio, which is higher than VTIP'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%.


VTIPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares
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%
Expense ratio chart for VTIP: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VTIPX vs. VTIP - 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 Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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 1.58, compared to the broader market-1.000.001.002.003.004.001.582.49
The chart of Sortino ratio for VTIPX, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.002.043.79
The chart of Omega ratio for VTIPX, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.351.50
The chart of Calmar ratio for VTIPX, currently valued at 2.01, compared to the broader market0.002.004.006.008.0010.0012.0014.002.015.97
The chart of Martin ratio for VTIPX, currently valued at 10.91, compared to the broader market0.0020.0040.0060.0010.9115.63
VTIPX
VTIP

The current VTIPX Sharpe Ratio is 1.58, which is lower than the VTIP Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of VTIPX and VTIP, 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.58
2.49
VTIPX
VTIP

Dividends

VTIPX vs. VTIP - Dividend Comparison

VTIPX's dividend yield for the trailing twelve months is around 1.53%, less than VTIP's 1.60% yield.


TTM20232022202120202019201820172016201520142013
VTIPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares
1.53%2.76%6.74%4.59%1.11%1.88%2.38%1.50%0.55%0.00%0.72%0.02%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.60%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%0.05%

Drawdowns

VTIPX vs. VTIP - Drawdown Comparison

The maximum VTIPX drawdown since its inception was -5.36%, smaller than the maximum VTIP drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for VTIPX and VTIP. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.64%
-0.53%
VTIPX
VTIP

Volatility

VTIPX vs. VTIP - Volatility Comparison

Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) has a higher volatility of 1.19% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.38%. This indicates that VTIPX's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.40%0.60%0.80%1.00%1.20%JulyAugustSeptemberOctoberNovemberDecember
1.19%
0.38%
VTIPX
VTIP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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