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

Correlation

The correlation between VTSPX and VBMPX is 0.06, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

VTSPX vs. VBMPX - 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 Total Bond Market Index Fund Institutional Plus Shares (VBMPX). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
30.04%
19.59%
VTSPX
VBMPX

Key characteristics

Sharpe Ratio

VTSPX:

4.01

VBMPX:

1.26

Sortino Ratio

VTSPX:

6.44

VBMPX:

1.89

Omega Ratio

VTSPX:

1.91

VBMPX:

1.23

Calmar Ratio

VTSPX:

8.14

VBMPX:

0.49

Martin Ratio

VTSPX:

25.64

VBMPX:

3.20

Ulcer Index

VTSPX:

0.29%

VBMPX:

2.09%

Daily Std Dev

VTSPX:

1.86%

VBMPX:

5.31%

Max Drawdown

VTSPX:

-5.35%

VBMPX:

-18.99%

Current Drawdown

VTSPX:

-0.04%

VBMPX:

-7.35%

Returns By Period

In the year-to-date period, VTSPX achieves a 3.45% return, which is significantly higher than VBMPX's 2.12% return. Over the past 10 years, VTSPX has outperformed VBMPX with an annualized return of 2.79%, while VBMPX has yielded a comparatively lower 1.37% annualized return.


VTSPX

YTD

3.45%

1M

0.96%

6M

3.82%

1Y

7.59%

5Y*

3.98%

10Y*

2.79%

VBMPX

YTD

2.12%

1M

0.31%

6M

1.59%

1Y

7.25%

5Y*

-0.94%

10Y*

1.37%

*Annualized

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VTSPX vs. VBMPX - Expense Ratio Comparison

VTSPX has a 0.04% expense ratio, which is higher than VBMPX's 0.03% 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%.


Expense ratio chart for VTSPX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTSPX: 0.04%
Expense ratio chart for VBMPX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBMPX: 0.03%

Risk-Adjusted Performance

VTSPX vs. VBMPX — Risk-Adjusted Performance Rank

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

VTSPX
The Risk-Adjusted Performance Rank of VTSPX is 9898
Overall Rank
The Sharpe Ratio Rank of VTSPX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSPX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of VTSPX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of VTSPX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of VTSPX is 9898
Martin Ratio Rank

VBMPX
The Risk-Adjusted Performance Rank of VBMPX is 7777
Overall Rank
The Sharpe Ratio Rank of VBMPX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VBMPX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VBMPX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VBMPX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VBMPX is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTSPX vs. VBMPX - 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 Total Bond Market Index Fund Institutional Plus Shares (VBMPX). 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.


The chart of Sharpe ratio for VTSPX, currently valued at 4.01, compared to the broader market-1.000.001.002.003.00
VTSPX: 4.01
VBMPX: 1.26
The chart of Sortino ratio for VTSPX, currently valued at 6.44, compared to the broader market-2.000.002.004.006.008.00
VTSPX: 6.44
VBMPX: 1.89
The chart of Omega ratio for VTSPX, currently valued at 1.91, compared to the broader market0.501.001.502.002.503.00
VTSPX: 1.91
VBMPX: 1.23
The chart of Calmar ratio for VTSPX, currently valued at 8.14, compared to the broader market0.002.004.006.008.0010.00
VTSPX: 8.14
VBMPX: 0.49
The chart of Martin ratio for VTSPX, currently valued at 25.64, compared to the broader market0.0010.0020.0030.0040.00
VTSPX: 25.64
VBMPX: 3.20

The current VTSPX Sharpe Ratio is 4.01, which is higher than the VBMPX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of VTSPX and VBMPX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
4.01
1.26
VTSPX
VBMPX

Dividends

VTSPX vs. VBMPX - Dividend Comparison

VTSPX's dividend yield for the trailing twelve months is around 2.76%, less than VBMPX's 3.39% yield.


TTM20242023202220212020201920182017201620152014
VTSPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares
2.76%2.71%2.86%6.84%4.69%1.21%1.96%2.47%1.52%0.80%0.00%0.85%
VBMPX
Vanguard Total Bond Market Index Fund Institutional Plus Shares
3.39%3.69%3.12%2.55%1.93%2.25%2.74%2.78%2.55%2.50%2.52%2.58%

Drawdowns

VTSPX vs. VBMPX - Drawdown Comparison

The maximum VTSPX drawdown since its inception was -5.35%, smaller than the maximum VBMPX drawdown of -18.99%. Use the drawdown chart below to compare losses from any high point for VTSPX and VBMPX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.04%
-7.35%
VTSPX
VBMPX

Volatility

VTSPX vs. VBMPX - Volatility Comparison

The current volatility for Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX) is 0.94%, while Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) has a volatility of 2.02%. This indicates that VTSPX experiences smaller price fluctuations and is considered to be less risky than VBMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
0.94%
2.02%
VTSPX
VBMPX