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VTP vs. RBIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTP vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Inflation-Protected Securities ETF (VTP) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). The values are adjusted to include any dividend payments, if applicable.

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VTP vs. RBIL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VTP achieves a 0.38% return, which is significantly lower than RBIL's 1.65% return.


VTP

1D
0.08%
1M
-1.31%
YTD
0.38%
6M
0.44%
1Y
3Y*
5Y*
10Y*

RBIL

1D
-0.08%
1M
1.03%
YTD
1.65%
6M
2.23%
1Y
3.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTP vs. RBIL - Expense Ratio Comparison

VTP has a 0.05% expense ratio, which is lower than RBIL's 0.17% 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. RBIL — Risk / Return Rank

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

VTP

RBIL
RBIL Risk / Return Rank: 9898
Overall Rank
RBIL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RBIL Sortino Ratio Rank: 9999
Sortino Ratio Rank
RBIL Omega Ratio Rank: 9898
Omega Ratio Rank
RBIL Calmar Ratio Rank: 9898
Calmar Ratio Rank
RBIL Martin Ratio Rank: 9898
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. RBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Inflation-Protected Securities ETF (VTP) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). 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. RBIL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VTPRBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.76

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

4.10

-2.99

Correlation

The correlation between VTP and RBIL is 0.12, 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.


Dividends

VTP vs. RBIL - Dividend Comparison

VTP's dividend yield for the trailing twelve months is around 1.55%, less than RBIL's 4.42% yield.


Drawdowns

VTP vs. RBIL - Drawdown Comparison

The maximum VTP drawdown since its inception was -1.92%, which is greater than RBIL's maximum drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for VTP and RBIL.


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Drawdown Indicators


VTPRBILDifference

Max Drawdown

Largest peak-to-trough decline

-1.92%

-0.50%

-1.42%

Max Drawdown (1Y)

Largest decline over 1 year

-0.50%

Current Drawdown

Current decline from peak

-1.31%

-0.08%

-1.23%

Average Drawdown

Average peak-to-trough decline

-0.53%

-0.06%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

Volatility

VTP vs. RBIL - Volatility Comparison


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Volatility by Period


VTPRBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

Volatility (6M)

Calculated over the trailing 6-month period

0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

1.04%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.33%

1.03%

+2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.33%

1.03%

+2.30%