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VTP vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTP vs. TIP - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with VTP having a 0.75% return and TIP slightly lower at 0.74%.


VTP

1D
-0.02%
1M
-0.12%
YTD
0.75%
6M
0.95%
1Y
3Y*
5Y*
10Y*

TIP

1D
-0.04%
1M
-0.19%
YTD
0.74%
6M
0.81%
1Y
3.34%
3Y*
3.52%
5Y*
0.82%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTP vs. TIP - Yearly Performance Comparison


Correlation

The correlation between VTP and TIP is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 9, 2025

0.97

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Return for Risk

VTP vs. TIP — Risk / Return Rank

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

VTP

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


TIP
TIP Risk / Return Rank: 3030
Overall Rank
TIP Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 2828
Sortino Ratio Rank
TIP Omega Ratio Rank: 2525
Omega Ratio Rank
TIP Calmar Ratio Rank: 3535
Calmar Ratio Rank
TIP Martin Ratio Rank: 3434
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. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Inflation-Protected Securities ETF (VTP) and iShares TIPS Bond ETF (TIP). 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.


VTPTIPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.70

Martin ratioReturn relative to average drawdown

4.99

VTP vs. TIP - Sharpe Ratio Comparison


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Drawdowns

VTP vs. TIP - Drawdown Comparison

The maximum VTP drawdown since its inception was -1.92%, smaller than the maximum TIP drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for VTP and TIP.


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Drawdown Indicators


VTPTIPDifference

Max Drawdown

Largest peak-to-trough decline

-1.92%

-14.57%

+12.65%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

Max Drawdown (3Y)

Largest decline over 3 years

-4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

Current Drawdown

Current decline from peak

-1.09%

-1.11%

+0.02%

Average Drawdown

Average peak-to-trough decline

-0.52%

-3.43%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

Volatility

VTP vs. TIP - Volatility Comparison


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Volatility by Period


VTPTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

3.44%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.34%

6.20%

-2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.34%

5.74%

-2.40%

VTP vs. TIP - Expense Ratio Comparison

VTP has a 0.05% expense ratio, which is lower than TIP's 0.18% 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%.


Dividends

VTP vs. TIP - Dividend Comparison

VTP's dividend yield for the trailing twelve months is around 1.62%, less than TIP's 3.79% yield.


PositionTTM20252024202320222021202020192018201720162015
TIP
iShares TIPS Bond ETF
3.79%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%
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 0.97, VTP and TIP 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.

On fees, VTP is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTP is cheaper with a 0.05% expense ratio, compared with 0.18% for TIP.

TIP has the higher dividend yield at 3.79%, compared with 1.62% for VTP.

VTP tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VTP and 0.18% for TIP.

Portfolio Optimizer

Find the right allocation for VTP and TIP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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