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VTP vs. SWRSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTP vs. SWRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Inflation-Protected Securities ETF (VTP) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). The values are adjusted to include any dividend payments, if applicable.

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VTP vs. SWRSX - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both investments are quite close, with VTP having a 0.38% return and SWRSX slightly higher at 0.39%.


VTP

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

SWRSX

1D
0.58%
1M
-1.33%
YTD
0.39%
6M
0.33%
1Y
2.91%
3Y*
3.14%
5Y*
1.42%
10Y*
2.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

VTP vs. SWRSX — Risk / Return Rank

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

VTP

SWRSX
SWRSX Risk / Return Rank: 4343
Overall Rank
SWRSX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SWRSX Sortino Ratio Rank: 3737
Sortino Ratio Rank
SWRSX Omega Ratio Rank: 3131
Omega Ratio Rank
SWRSX Calmar Ratio Rank: 6363
Calmar Ratio Rank
SWRSX Martin Ratio Rank: 4242
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. 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.


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

VTP vs. SWRSX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VTPSWRSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.57

+0.54

Correlation

The correlation between VTP and SWRSX is 0.95, 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. SWRSX - Dividend Comparison

VTP's dividend yield for the trailing twelve months is around 1.55%, less than SWRSX's 3.36% yield.


TTM20252024202320222021202020192018201720162015
VTP
Vanguard Total Inflation-Protected Securities ETF
1.55%1.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWRSX
Schwab Treasury Inflation Protected Securities Index Fund
3.36%4.20%3.68%3.11%7.95%4.45%1.33%2.20%2.87%1.75%1.81%1.06%

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


VTPSWRSXDifference

Max Drawdown

Largest peak-to-trough decline

-1.92%

-14.29%

+12.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-14.29%

Max Drawdown (10Y)

Largest decline over 10 years

-14.29%

Current Drawdown

Current decline from peak

-1.31%

-1.33%

+0.02%

Average Drawdown

Average peak-to-trough decline

-0.53%

-3.75%

+3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

Volatility

VTP vs. SWRSX - Volatility Comparison


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Volatility by Period


VTPSWRSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

4.00%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.33%

6.05%

-2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.33%

5.39%

-2.06%