VTSPX vs. VBTIX
Compare and contrast key facts about Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX).
VTSPX is managed by Vanguard. It was launched on Oct 17, 2012. VBTIX is managed by Vanguard. It was launched on Sep 18, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSPX or VBTIX.
Performance
VTSPX vs. VBTIX - Performance Comparison
Returns By Period
In the year-to-date period, VTSPX achieves a 4.64% return, which is significantly higher than VBTIX's 1.37% return. Over the past 10 years, VTSPX has outperformed VBTIX with an annualized return of 2.38%, while VBTIX has yielded a comparatively lower 1.35% annualized return.
VTSPX
4.64%
0.12%
3.07%
6.09%
3.44%
2.38%
VBTIX
1.37%
-0.72%
2.94%
6.23%
-0.34%
1.35%
Key characteristics
| VTSPX | VBTIX | |
|---|---|---|
| Sharpe Ratio | 3.06 | 1.12 |
| Sortino Ratio | 5.05 | 1.66 |
| Omega Ratio | 1.68 | 1.20 |
| Calmar Ratio | 4.79 | 0.43 |
| Martin Ratio | 22.01 | 3.61 |
| Ulcer Index | 0.28% | 1.75% |
| Daily Std Dev | 1.99% | 5.64% |
| Max Drawdown | -5.35% | -19.01% |
| Current Drawdown | -0.43% | -9.20% |
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VTSPX vs. VBTIX - Expense Ratio Comparison
VTSPX has a 0.04% expense ratio, which is higher than VBTIX'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%.
Correlation
The correlation between VTSPX and VBTIX is 0.55, 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.
Risk-Adjusted Performance
VTSPX vs. VBTIX - 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 Shares (VBTIX). 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.
Dividends
VTSPX vs. VBTIX - Dividend Comparison
VTSPX's dividend yield for the trailing twelve months is around 2.90%, less than VBTIX's 3.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSPX Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares | 2.90% | 2.86% | 6.84% | 4.69% | 1.21% | 1.96% | 2.47% | 1.52% | 0.80% | 0.00% | 0.85% | 0.06% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.60% | 3.12% | 2.54% | 1.91% | 2.25% | 2.74% | 2.78% | 2.53% | 2.49% | 2.51% | 2.57% | 2.56% |
Drawdowns
VTSPX vs. VBTIX - Drawdown Comparison
The maximum VTSPX drawdown since its inception was -5.35%, smaller than the maximum VBTIX drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for VTSPX and VBTIX. For additional features, visit the drawdowns tool.
Volatility
VTSPX vs. VBTIX - Volatility Comparison
The current volatility for Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX) is 0.48%, while Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) has a volatility of 1.48%. This indicates that VTSPX experiences smaller price fluctuations and is considered to be less risky than VBTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.