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VUSFX vs. VIPIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSFX and VIPIX is 0.04, 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

VUSFX vs. VIPIX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VUSFX:

8.22

VIPIX:

1.00

Sortino Ratio

VUSFX:

16.24

VIPIX:

1.57

Omega Ratio

VUSFX:

4.32

VIPIX:

1.20

Calmar Ratio

VUSFX:

16.28

VIPIX:

0.55

Martin Ratio

VUSFX:

107.57

VIPIX:

3.27

Ulcer Index

VUSFX:

0.05%

VIPIX:

1.66%

Daily Std Dev

VUSFX:

0.68%

VIPIX:

4.81%

Max Drawdown

VUSFX:

-1.72%

VIPIX:

-15.04%

Current Drawdown

VUSFX:

0.00%

VIPIX:

-4.70%

Returns By Period

In the year-to-date period, VUSFX achieves a 1.69% return, which is significantly lower than VIPIX's 3.00% return. Over the past 10 years, VUSFX has underperformed VIPIX with an annualized return of 2.30%, while VIPIX has yielded a comparatively higher 2.42% annualized return.


VUSFX

YTD

1.69%

1M

0.45%

6M

2.45%

1Y

5.58%

5Y*

2.87%

10Y*

2.30%

VIPIX

YTD

3.00%

1M

0.64%

6M

2.56%

1Y

4.75%

5Y*

1.48%

10Y*

2.42%

*Annualized

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VUSFX vs. VIPIX - Expense Ratio Comparison

VUSFX has a 0.10% expense ratio, which is higher than VIPIX's 0.07% 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%.


Risk-Adjusted Performance

VUSFX vs. VIPIX — Risk-Adjusted Performance Rank

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

VUSFX
The Risk-Adjusted Performance Rank of VUSFX is 100100
Overall Rank
The Sharpe Ratio Rank of VUSFX is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSFX is 100100
Sortino Ratio Rank
The Omega Ratio Rank of VUSFX is 9999
Omega Ratio Rank
The Calmar Ratio Rank of VUSFX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of VUSFX is 100100
Martin Ratio Rank

VIPIX
The Risk-Adjusted Performance Rank of VIPIX is 7777
Overall Rank
The Sharpe Ratio Rank of VIPIX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VIPIX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VIPIX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VIPIX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VIPIX is 7676
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.

VUSFX vs. VIPIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) and Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX). 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.


The current VUSFX Sharpe Ratio is 8.22, which is higher than the VIPIX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VUSFX and VIPIX, 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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Dividends

VUSFX vs. VIPIX - Dividend Comparison

VUSFX's dividend yield for the trailing twelve months is around 5.02%, more than VIPIX's 4.21% yield.


TTM20242023202220212020201920182017201620152014
VUSFX
Vanguard Ultra-Short-Term Bond Fund Admiral Shares
5.02%5.11%4.15%1.38%0.63%1.62%2.68%2.23%1.52%1.07%0.55%0.00%
VIPIX
Vanguard Inflation-Protected Securities Fund Institutional Shares
4.21%4.20%4.34%8.49%5.16%1.41%2.32%3.16%2.45%3.50%0.91%2.39%

Drawdowns

VUSFX vs. VIPIX - Drawdown Comparison

The maximum VUSFX drawdown since its inception was -1.72%, smaller than the maximum VIPIX drawdown of -15.04%. Use the drawdown chart below to compare losses from any high point for VUSFX and VIPIX. For additional features, visit the drawdowns tool.


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Volatility

VUSFX vs. VIPIX - Volatility Comparison

The current volatility for Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) is 0.21%, while Vanguard Inflation-Protected Securities Fund Institutional Shares (VIPIX) has a volatility of 1.53%. This indicates that VUSFX experiences smaller price fluctuations and is considered to be less risky than VIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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