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VUBFX vs. VTIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VUBFX vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

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VUBFX vs. VTIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUBFX
Vanguard Ultra-Short-Term Bond Fund Investor Shares
0.59%5.04%5.99%5.43%-0.53%0.03%1.95%3.34%1.94%1.23%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.87%6.07%4.74%4.62%-2.94%5.36%4.95%4.86%0.56%0.82%

Returns By Period

In the year-to-date period, VUBFX achieves a 0.59% return, which is significantly lower than VTIP's 0.87% return. Over the past 10 years, VUBFX has underperformed VTIP with an annualized return of 2.56%, while VTIP has yielded a comparatively higher 3.05% annualized return.


VUBFX

1D
0.00%
1M
-0.10%
YTD
0.59%
6M
1.62%
1Y
4.31%
3Y*
5.24%
5Y*
3.26%
10Y*
2.56%

VTIP

1D
-0.11%
1M
0.03%
YTD
0.87%
6M
1.15%
1Y
3.80%
3Y*
4.62%
5Y*
3.46%
10Y*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VUBFX vs. VTIP - Expense Ratio Comparison

VUBFX has a 0.20% expense ratio, which is higher than VTIP'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%.


Return for Risk

VUBFX vs. VTIP — Risk / Return Rank

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

VUBFX
VUBFX Risk / Return Rank: 100100
Overall Rank
VUBFX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VUBFX Sortino Ratio Rank: 100100
Sortino Ratio Rank
VUBFX Omega Ratio Rank: 9999
Omega Ratio Rank
VUBFX Calmar Ratio Rank: 100100
Calmar Ratio Rank
VUBFX Martin Ratio Rank: 100100
Martin Ratio Rank

VTIP
VTIP Risk / Return Rank: 9292
Overall Rank
VTIP Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9494
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9393
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9494
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VUBFX vs. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


VUBFXVTIPDifference

Sharpe ratio

Return per unit of total volatility

5.18

2.01

+3.17

Sortino ratio

Return per unit of downside risk

10.17

3.03

+7.14

Omega ratio

Gain probability vs. loss probability

3.60

1.42

+2.18

Calmar ratio

Return relative to maximum drawdown

14.46

3.90

+10.56

Martin ratio

Return relative to average drawdown

65.22

12.53

+52.69

VUBFX vs. VTIP - Sharpe Ratio Comparison

The current VUBFX Sharpe Ratio is 5.18, which is higher than the VTIP Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of VUBFX and VTIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VUBFXVTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.18

2.01

+3.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.34

1.25

+2.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.07

1.12

+1.95

Sharpe Ratio (All Time)

Calculated using the full available price history

3.06

0.87

+2.19

Correlation

The correlation between VUBFX and VTIP is 0.34, 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.


Dividends

VUBFX vs. VTIP - Dividend Comparison

VUBFX's dividend yield for the trailing twelve months is around 4.12%, more than VTIP's 3.63% yield.


TTM2025202420232022202120202019201820172016
VUBFX
Vanguard Ultra-Short-Term Bond Fund Investor Shares
4.12%4.62%5.42%4.06%1.28%0.43%1.52%2.58%2.13%1.43%0.98%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.63%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%

Drawdowns

VUBFX vs. VTIP - Drawdown Comparison

The maximum VUBFX drawdown since its inception was -1.86%, smaller than the maximum VTIP drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for VUBFX and VTIP.


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Drawdown Indicators


VUBFXVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-1.86%

-6.27%

+4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-0.30%

-0.98%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-1.86%

-5.50%

+3.64%

Max Drawdown (10Y)

Largest decline over 10 years

-1.86%

-6.27%

+4.41%

Current Drawdown

Current decline from peak

-0.10%

-0.37%

+0.27%

Average Drawdown

Average peak-to-trough decline

-0.17%

-1.05%

+0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

0.30%

-0.23%

Volatility

VUBFX vs. VTIP - Volatility Comparison

The current volatility for Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX) is 0.34%, while Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) has a volatility of 0.62%. This indicates that VUBFX experiences smaller price fluctuations and is considered to be less risky than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUBFXVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

0.62%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

0.55%

0.98%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

0.84%

1.90%

-1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.98%

2.78%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.84%

2.74%

-1.90%