PortfoliosLab logoPortfoliosLab logo
VTP vs. IBIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTP vs. IBIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Inflation-Protected Securities ETF (VTP) and iShares iBonds Oct 2030 Term TIPS ETF (IBIG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VTP vs. IBIG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VTP achieves a 0.41% return, which is significantly lower than IBIG's 0.80% return.


VTP

1D
0.03%
1M
-1.08%
YTD
0.41%
6M
0.28%
1Y
3Y*
5Y*
10Y*

IBIG

1D
0.13%
1M
-0.55%
YTD
0.80%
6M
0.95%
1Y
4.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VTP vs. IBIG - Expense Ratio Comparison

VTP has a 0.05% expense ratio, which is lower than IBIG's 0.10% 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%.


Return for Risk

VTP vs. IBIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTP

IBIG
IBIG Risk / Return Rank: 6969
Overall Rank
IBIG Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IBIG Sortino Ratio Rank: 7171
Sortino Ratio Rank
IBIG Omega Ratio Rank: 6363
Omega Ratio Rank
IBIG Calmar Ratio Rank: 7373
Calmar Ratio Rank
IBIG Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTP vs. IBIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Inflation-Protected Securities ETF (VTP) and iShares iBonds Oct 2030 Term TIPS ETF (IBIG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VTP vs. IBIG - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


VTPIBIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

1.42

-0.30

Correlation

The correlation between VTP and IBIG is 0.89, 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.


Dividends

VTP vs. IBIG - Dividend Comparison

VTP's dividend yield for the trailing twelve months is around 1.63%, less than IBIG's 4.66% yield.


TTM202520242023
VTP
Vanguard Total Inflation-Protected Securities ETF
1.63%1.56%0.00%0.00%
IBIG
iShares iBonds Oct 2030 Term TIPS ETF
3.65%4.70%4.15%0.78%

Drawdowns

VTP vs. IBIG - Drawdown Comparison

The maximum VTP drawdown since its inception was -1.92%, smaller than the maximum IBIG drawdown of -3.21%. Use the drawdown chart below to compare losses from any high point for VTP and IBIG.


Loading graphics...

Drawdown Indicators


VTPIBIGDifference

Max Drawdown

Largest peak-to-trough decline

-1.92%

-3.21%

+1.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

Current Drawdown

Current decline from peak

-1.29%

-0.63%

-0.66%

Average Drawdown

Average peak-to-trough decline

-0.53%

-0.81%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

Volatility

VTP vs. IBIG - Volatility Comparison


Loading graphics...

Volatility by Period


VTPIBIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

3.34%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.33%

4.39%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.33%

4.39%

-1.06%