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VTP vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTP vs. VIG - Performance Comparison

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

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VTP vs. VIG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VTP achieves a 0.38% return, which is significantly higher than VIG's -1.77% return.


VTP

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

VIG

1D
2.07%
1M
-5.18%
YTD
-1.77%
6M
0.45%
1Y
12.67%
3Y*
13.80%
5Y*
9.76%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTP vs. VIG - Expense Ratio Comparison

VTP has a 0.05% expense ratio, which is higher than VIG's 0.04% expense ratio. However, 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. VIG — Risk / Return Rank

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

VTP

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VIG Omega Ratio Rank: 5353
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6363
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. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Inflation-Protected Securities ETF (VTP) and Vanguard Dividend Appreciation ETF (VIG). 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. VIG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VTPVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.57

+0.53

Correlation

The correlation between VTP and VIG is 0.20, 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. VIG - Dividend Comparison

VTP's dividend yield for the trailing twelve months is around 1.55%, less than VIG's 1.61% 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%
VIG
Vanguard Dividend Appreciation ETF
1.61%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

VTP vs. VIG - Drawdown Comparison

The maximum VTP drawdown since its inception was -1.92%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for VTP and VIG.


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Drawdown Indicators


VTPVIGDifference

Max Drawdown

Largest peak-to-trough decline

-1.92%

-46.81%

+44.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.83%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

Current Drawdown

Current decline from peak

-1.31%

-6.00%

+4.69%

Average Drawdown

Average peak-to-trough decline

-0.53%

-5.55%

+5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

Volatility

VTP vs. VIG - Volatility Comparison


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Volatility by Period


VTPVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.84%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

15.31%

-11.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.33%

14.26%

-10.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.33%

16.05%

-12.72%