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

Correlation

The correlation between VTSPX and VFITX is 0.61, 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. VFITX - 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 Treasury Fund Investor Shares (VFITX). 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%JulyAugustSeptemberOctoberNovemberDecember
2.31%
0.81%
VTSPX
VFITX

Key characteristics

Sharpe Ratio

VTSPX:

2.51

VFITX:

0.20

Sortino Ratio

VTSPX:

3.75

VFITX:

0.32

Omega Ratio

VTSPX:

1.51

VFITX:

1.04

Calmar Ratio

VTSPX:

5.70

VFITX:

0.07

Martin Ratio

VTSPX:

15.53

VFITX:

0.51

Ulcer Index

VTSPX:

0.29%

VFITX:

2.03%

Daily Std Dev

VTSPX:

1.80%

VFITX:

5.12%

Max Drawdown

VTSPX:

-5.35%

VFITX:

-18.61%

Current Drawdown

VTSPX:

-0.55%

VFITX:

-12.03%

Returns By Period

In the year-to-date period, VTSPX achieves a 4.51% return, which is significantly higher than VFITX's 0.73% return. Over the past 10 years, VTSPX has outperformed VFITX with an annualized return of 2.53%, while VFITX has yielded a comparatively lower 0.56% annualized return.


VTSPX

YTD

4.51%

1M

-0.04%

6M

2.35%

1Y

4.51%

5Y*

3.33%

10Y*

2.53%

VFITX

YTD

0.73%

1M

-0.51%

6M

0.91%

1Y

1.14%

5Y*

-0.83%

10Y*

0.56%

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VTSPX vs. VFITX - Expense Ratio Comparison

VTSPX has a 0.04% expense ratio, which is lower than VFITX's 0.20% 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%.


VFITX
Vanguard Intermediate-Term Treasury Fund Investor Shares
Expense ratio chart for VFITX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
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. VFITX - 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 Treasury Fund Investor Shares (VFITX). 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-1.000.001.002.003.004.002.510.20
The chart of Sortino ratio for VTSPX, currently valued at 3.75, compared to the broader market-2.000.002.004.006.008.0010.003.750.32
The chart of Omega ratio for VTSPX, currently valued at 1.51, compared to the broader market0.501.001.502.002.503.003.501.511.04
The chart of Calmar ratio for VTSPX, currently valued at 5.70, compared to the broader market0.002.004.006.008.0010.0012.0014.005.700.07
The chart of Martin ratio for VTSPX, currently valued at 15.53, compared to the broader market0.0020.0040.0060.0015.530.51
VTSPX
VFITX

The current VTSPX Sharpe Ratio is 2.51, which is higher than the VFITX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of VTSPX and VFITX, 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
0.20
VTSPX
VFITX

Dividends

VTSPX vs. VFITX - Dividend Comparison

VTSPX's dividend yield for the trailing twelve months is around 1.60%, less than VFITX's 3.71% 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%
VFITX
Vanguard Intermediate-Term Treasury Fund Investor Shares
3.71%3.44%1.97%0.94%1.18%2.32%2.34%1.77%1.61%1.69%1.64%1.52%

Drawdowns

VTSPX vs. VFITX - Drawdown Comparison

The maximum VTSPX drawdown since its inception was -5.35%, smaller than the maximum VFITX drawdown of -18.61%. Use the drawdown chart below to compare losses from any high point for VTSPX and VFITX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.55%
-12.03%
VTSPX
VFITX

Volatility

VTSPX vs. VFITX - Volatility Comparison

The current volatility for Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX) is 0.44%, while Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) has a volatility of 1.34%. This indicates that VTSPX experiences smaller price fluctuations and is considered to be less risky than VFITX 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%
1.34%
VTSPX
VFITX
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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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