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VUSB vs. VTIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSB and VTIP is 0.51, 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.


-0.50.00.51.00.5

Performance

VUSB vs. VTIP - Performance Comparison

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

0.00%0.50%1.00%1.50%2.00%2.50%3.00%AugustSeptemberOctoberNovemberDecember2025
2.84%
2.51%
VUSB
VTIP

Key characteristics

Sharpe Ratio

VUSB:

7.39

VTIP:

2.99

Sortino Ratio

VUSB:

13.73

VTIP:

4.58

Omega Ratio

VUSB:

3.30

VTIP:

1.63

Calmar Ratio

VUSB:

28.32

VTIP:

6.92

Martin Ratio

VUSB:

144.58

VTIP:

18.30

Ulcer Index

VUSB:

0.04%

VTIP:

0.28%

Daily Std Dev

VUSB:

0.78%

VTIP:

1.75%

Max Drawdown

VUSB:

-1.79%

VTIP:

-6.27%

Current Drawdown

VUSB:

0.00%

VTIP:

-0.02%

Returns By Period

In the year-to-date period, VUSB achieves a 0.24% return, which is significantly lower than VTIP's 0.56% return.


VUSB

YTD

0.24%

1M

0.38%

6M

2.84%

1Y

5.69%

5Y*

N/A

10Y*

N/A

VTIP

YTD

0.56%

1M

0.74%

6M

2.51%

1Y

5.35%

5Y*

3.53%

10Y*

2.62%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VUSB vs. VTIP - Expense Ratio Comparison

VUSB has a 0.10% expense ratio, which is higher than VTIP'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%.


VUSB
Vanguard Ultra-Short Bond ETF
Expense ratio chart for VUSB: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VTIP: 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

VUSB vs. VTIP — Risk-Adjusted Performance Rank

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

VUSB
The Risk-Adjusted Performance Rank of VUSB is 9999
Overall Rank
The Sharpe Ratio Rank of VUSB is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSB is 9999
Sortino Ratio Rank
The Omega Ratio Rank of VUSB is 9999
Omega Ratio Rank
The Calmar Ratio Rank of VUSB is 9999
Calmar Ratio Rank
The Martin Ratio Rank of VUSB is 9999
Martin Ratio Rank

VTIP
The Risk-Adjusted Performance Rank of VTIP is 9696
Overall Rank
The Sharpe Ratio Rank of VTIP is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIP is 9797
Sortino Ratio Rank
The Omega Ratio Rank of VTIP is 9696
Omega Ratio Rank
The Calmar Ratio Rank of VTIP is 9797
Calmar Ratio Rank
The Martin Ratio Rank of VTIP is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VUSB vs. VTIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short Bond ETF (VUSB) 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.


Sharpe ratio
The chart of Sharpe ratio for VUSB, currently valued at 7.39, compared to the broader market0.002.004.007.392.99
The chart of Sortino ratio for VUSB, currently valued at 13.73, compared to the broader market0.005.0010.0013.734.58
The chart of Omega ratio for VUSB, currently valued at 3.30, compared to the broader market0.501.001.502.002.503.003.503.301.63
The chart of Calmar ratio for VUSB, currently valued at 28.32, compared to the broader market0.005.0010.0015.0020.0028.326.92
The chart of Martin ratio for VUSB, currently valued at 144.58, compared to the broader market0.0020.0040.0060.0080.00100.00144.5818.30
VUSB
VTIP

The current VUSB Sharpe Ratio is 7.39, which is higher than the VTIP Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of VUSB 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.


Rolling 12-month Sharpe Ratio2.003.004.005.006.007.00AugustSeptemberOctoberNovemberDecember2025
7.39
2.99
VUSB
VTIP

Dividends

VUSB vs. VTIP - Dividend Comparison

VUSB's dividend yield for the trailing twelve months is around 5.15%, more than VTIP's 2.69% yield.


TTM20242023202220212020201920182017201620152014
VUSB
Vanguard Ultra-Short Bond ETF
5.15%5.16%4.45%1.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
2.69%2.70%3.36%6.84%4.68%1.20%2.29%2.45%1.52%0.76%0.00%0.82%

Drawdowns

VUSB vs. VTIP - Drawdown Comparison

The maximum VUSB drawdown since its inception was -1.79%, smaller than the maximum VTIP drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for VUSB and VTIP. For additional features, visit the drawdowns tool.


-0.80%-0.60%-0.40%-0.20%0.00%AugustSeptemberOctoberNovemberDecember20250
-0.02%
VUSB
VTIP

Volatility

VUSB vs. VTIP - Volatility Comparison

The current volatility for Vanguard Ultra-Short Bond ETF (VUSB) is 0.11%, while Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) has a volatility of 0.37%. This indicates that VUSB 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.


0.10%0.20%0.30%0.40%0.50%0.60%0.70%AugustSeptemberOctoberNovemberDecember2025
0.11%
0.37%
VUSB
VTIP
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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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