VTP vs. SWRSX
VTP (Vanguard Total Inflation-Protected Securities ETF) and SWRSX (Schwab Treasury Inflation Protected Securities Index Fund) are both Inflation-Protected Bonds funds. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.05% expense ratio.
Performance
VTP vs. SWRSX - Performance Comparison
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Returns By Period
In the year-to-date period, VTP achieves a 1.10% return, which is significantly higher than SWRSX's 0.74% return.
VTP
- 1D
- 0.34%
- 1M
- 0.22%
- YTD
- 1.10%
- 6M
- 1.02%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SWRSX
- 1D
- -0.10%
- 1M
- -0.19%
- YTD
- 0.74%
- 6M
- 0.65%
- 1Y
- 3.37%
- 3Y*
- 3.62%
- 5Y*
- 0.95%
- 10Y*
- 2.50%
VTP vs. SWRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VTP Vanguard Total Inflation-Protected Securities ETF | 1.10% | 2.46% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 0.74% | 2.51% |
Correlation
The correlation between VTP and SWRSX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.94 |
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Return for Risk
VTP vs. SWRSX — Risk / Return Rank
VTP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SWRSX
VTP vs. SWRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Inflation-Protected Securities ETF (VTP) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VTP | SWRSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.19 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.83 | — |
| Martin ratioReturn relative to average drawdown | — | 5.42 | — |
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Drawdowns
VTP vs. SWRSX - Drawdown Comparison
The maximum VTP drawdown since its inception was -1.92%, smaller than the maximum SWRSX drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for VTP and SWRSX.
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Drawdown Indicators
| VTP | SWRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.92% | -14.29% | +12.37% |
Max Drawdown (1Y)Largest decline over 1 year | — | -1.90% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.29% | — |
Current DrawdownCurrent decline from peak | -0.75% | -1.05% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -0.52% | -3.72% | +3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.64% | — |
Volatility
VTP vs. SWRSX - Volatility Comparison
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Volatility by Period
| VTP | SWRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.11% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.33% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.35% | 3.21% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.35% | 6.02% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.35% | 5.37% | -2.02% |
VTP vs. SWRSX - Expense Ratio Comparison
Both VTP and SWRSX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
VTP vs. SWRSX - Dividend Comparison
VTP's dividend yield for the trailing twelve months is around 1.62%, less than SWRSX's 3.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.82% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
VTP Vanguard Total Inflation-Protected Securities ETF | 1.62% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, VTP and SWRSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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