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

Performance

VTSPX vs. VIGIX - 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 Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.24%
14.89%
VTSPX
VIGIX

Returns By Period

In the year-to-date period, VTSPX achieves a 4.64% return, which is significantly lower than VIGIX's 30.26% return. Over the past 10 years, VTSPX has underperformed VIGIX with an annualized return of 2.38%, while VIGIX has yielded a comparatively higher 15.55% annualized return.


VTSPX

YTD

4.64%

1M

0.12%

6M

3.07%

1Y

6.09%

5Y (annualized)

3.44%

10Y (annualized)

2.38%

VIGIX

YTD

30.26%

1M

2.47%

6M

14.53%

1Y

36.35%

5Y (annualized)

19.09%

10Y (annualized)

15.55%

Key characteristics


VTSPXVIGIX
Sharpe Ratio3.062.11
Sortino Ratio5.052.74
Omega Ratio1.681.39
Calmar Ratio4.792.78
Martin Ratio22.0110.93
Ulcer Index0.28%3.29%
Daily Std Dev1.99%17.02%
Max Drawdown-5.35%-57.17%
Current Drawdown-0.43%-1.32%

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VTSPX vs. VIGIX - Expense Ratio Comparison

Both VTSPX and VIGIX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VTSPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares
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%
Expense ratio chart for VIGIX: 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%

Correlation

-0.50.00.51.00.1

The correlation between VTSPX and VIGIX is 0.07, 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.

Risk-Adjusted Performance

VTSPX vs. VIGIX - 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 Growth Index Fund Institutional Shares (VIGIX). 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 3.06, compared to the broader market-1.000.001.002.003.004.005.003.062.11
The chart of Sortino ratio for VTSPX, currently valued at 5.05, compared to the broader market0.005.0010.005.052.74
The chart of Omega ratio for VTSPX, currently valued at 1.68, compared to the broader market1.002.003.004.001.681.39
The chart of Calmar ratio for VTSPX, currently valued at 4.79, compared to the broader market0.005.0010.0015.0020.0025.004.792.78
The chart of Martin ratio for VTSPX, currently valued at 22.01, compared to the broader market0.0020.0040.0060.0080.00100.0022.0110.93
VTSPX
VIGIX

The current VTSPX Sharpe Ratio is 3.06, which is higher than the VIGIX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of VTSPX and VIGIX, 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.06
2.11
VTSPX
VIGIX

Dividends

VTSPX vs. VIGIX - Dividend Comparison

VTSPX's dividend yield for the trailing twelve months is around 2.90%, more than VIGIX's 0.49% yield.


TTM20232022202120202019201820172016201520142013
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%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.49%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%1.20%

Drawdowns

VTSPX vs. VIGIX - Drawdown Comparison

The maximum VTSPX drawdown since its inception was -5.35%, smaller than the maximum VIGIX drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for VTSPX and VIGIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.43%
-1.32%
VTSPX
VIGIX

Volatility

VTSPX vs. VIGIX - Volatility Comparison

The current volatility for Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX) is 0.48%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 5.50%. This indicates that VTSPX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.48%
5.50%
VTSPX
VIGIX