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VTSPX vs. VBILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTSPX and VBILX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

VTSPX vs. VBILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.31%
1.41%
VTSPX
VBILX

Key characteristics

Sharpe Ratio

VTSPX:

2.51

VBILX:

0.31

Sortino Ratio

VTSPX:

3.75

VBILX:

0.48

Omega Ratio

VTSPX:

1.51

VBILX:

1.06

Calmar Ratio

VTSPX:

5.70

VBILX:

0.13

Martin Ratio

VTSPX:

15.53

VBILX:

0.86

Ulcer Index

VTSPX:

0.29%

VBILX:

2.05%

Daily Std Dev

VTSPX:

1.80%

VBILX:

5.64%

Max Drawdown

VTSPX:

-5.35%

VBILX:

-18.96%

Current Drawdown

VTSPX:

-0.55%

VBILX:

-9.01%

Returns By Period

In the year-to-date period, VTSPX achieves a 4.51% return, which is significantly higher than VBILX's 1.28% return. Over the past 10 years, VTSPX has outperformed VBILX with an annualized return of 2.53%, while VBILX has yielded a comparatively lower 1.75% annualized return.


VTSPX

YTD

4.51%

1M

-0.04%

6M

2.35%

1Y

4.51%

5Y*

3.33%

10Y*

2.53%

VBILX

YTD

1.28%

1M

-0.27%

6M

1.51%

1Y

1.87%

5Y*

0.06%

10Y*

1.75%

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VTSPX vs. VBILX - Expense Ratio Comparison

VTSPX has a 0.04% expense ratio, which is lower than VBILX's 0.07% 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%.


VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
Expense ratio chart for VBILX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VTSPX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VTSPX vs. VBILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). 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.


Sharpe ratio
The chart of Sharpe ratio for VTSPX, currently valued at 2.51, compared to the broader market-1.000.001.002.003.004.002.510.31
The chart of Sortino ratio for VTSPX, currently valued at 3.75, compared to the broader market-2.000.002.004.006.008.0010.003.750.48
The chart of Omega ratio for VTSPX, currently valued at 1.51, compared to the broader market0.501.001.502.002.503.003.501.511.06
The chart of Calmar ratio for VTSPX, currently valued at 5.70, compared to the broader market0.002.004.006.008.0010.0012.0014.005.700.13
The chart of Martin ratio for VTSPX, currently valued at 15.53, compared to the broader market0.0020.0040.0060.0015.530.86
VTSPX
VBILX

The current VTSPX Sharpe Ratio is 2.51, which is higher than the VBILX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of VTSPX and VBILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.51
0.31
VTSPX
VBILX

Dividends

VTSPX vs. VBILX - Dividend Comparison

VTSPX's dividend yield for the trailing twelve months is around 1.60%, less than VBILX's 3.75% yield.


TTM20232022202120202019201820172016201520142013
VTSPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares
1.60%2.86%6.84%4.69%1.21%1.96%2.47%1.52%0.80%0.00%0.85%0.06%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.75%3.09%2.39%3.38%2.93%2.73%2.87%2.65%2.66%2.74%2.84%3.08%

Drawdowns

VTSPX vs. VBILX - Drawdown Comparison

The maximum VTSPX drawdown since its inception was -5.35%, smaller than the maximum VBILX drawdown of -18.96%. Use the drawdown chart below to compare losses from any high point for VTSPX and VBILX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.55%
-9.01%
VTSPX
VBILX

Volatility

VTSPX vs. VBILX - Volatility Comparison

The current volatility for Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX) is 0.44%, while Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a volatility of 1.68%. This indicates that VTSPX experiences smaller price fluctuations and is considered to be less risky than VBILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
0.44%
1.68%
VTSPX
VBILX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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