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

Key characteristics


VTSPXVIGIX
YTD Return4.71%20.68%
1Y Return7.02%32.76%
3Y Return (Ann)2.47%7.97%
5Y Return (Ann)3.58%18.06%
10Y Return (Ann)2.39%15.10%
Sharpe Ratio3.251.76
Daily Std Dev2.13%17.34%
Max Drawdown-5.35%-56.81%
Current Drawdown0.00%-4.55%

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.

Performance

VTSPX vs. VIGIX - Performance Comparison

In the year-to-date period, VTSPX achieves a 4.71% return, which is significantly lower than VIGIX's 20.68% return. Over the past 10 years, VTSPX has underperformed VIGIX with an annualized return of 2.39%, while VIGIX has yielded a comparatively higher 15.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
4.31%
9.96%
VTSPX
VIGIX

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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%

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.


VTSPX
Sharpe ratio
The chart of Sharpe ratio for VTSPX, currently valued at 3.25, compared to the broader market-1.000.001.002.003.004.005.003.25
Sortino ratio
The chart of Sortino ratio for VTSPX, currently valued at 5.54, compared to the broader market0.005.0010.005.54
Omega ratio
The chart of Omega ratio for VTSPX, currently valued at 1.73, compared to the broader market1.002.003.004.001.73
Calmar ratio
The chart of Calmar ratio for VTSPX, currently valued at 2.62, compared to the broader market0.005.0010.0015.0020.002.62
Martin ratio
The chart of Martin ratio for VTSPX, currently valued at 31.07, compared to the broader market0.0020.0040.0060.0080.00100.0031.07
VIGIX
Sharpe ratio
The chart of Sharpe ratio for VIGIX, currently valued at 1.76, compared to the broader market-1.000.001.002.003.004.005.001.76
Sortino ratio
The chart of Sortino ratio for VIGIX, currently valued at 2.34, compared to the broader market0.005.0010.002.34
Omega ratio
The chart of Omega ratio for VIGIX, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for VIGIX, currently valued at 1.64, compared to the broader market0.005.0010.0015.0020.001.64
Martin ratio
The chart of Martin ratio for VIGIX, currently valued at 8.80, compared to the broader market0.0020.0040.0060.0080.00100.008.80

VTSPX vs. VIGIX - Sharpe Ratio Comparison

The current VTSPX Sharpe Ratio is 3.25, which is higher than the VIGIX Sharpe Ratio of 1.76. The chart below compares the 12-month rolling Sharpe Ratio of VTSPX and VIGIX.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
3.25
1.76
VTSPX
VIGIX

Dividends

VTSPX vs. VIGIX - Dividend Comparison

VTSPX's dividend yield for the trailing twelve months is around 2.95%, more than VIGIX's 0.50% yield.


TTM20232022202120202019201820172016201520142013
VTSPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares
2.95%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
0.50%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 -56.81%. 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%AprilMayJuneJulyAugustSeptember0
-4.55%
VTSPX
VIGIX

Volatility

VTSPX vs. VIGIX - Volatility Comparison

The current volatility for Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX) is 0.45%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 5.53%. 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%AprilMayJuneJulyAugustSeptember
0.45%
5.53%
VTSPX
VIGIX