VUSTX vs. VTIP
Compare and contrast key facts about Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
VUSTX is managed by Vanguard. It was launched on May 19, 1986. VTIP is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Oct 12, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUSTX or VTIP.
Key characteristics
| VUSTX | VTIP | |
|---|---|---|
| YTD Return | -2.56% | 4.61% |
| 1Y Return | 10.52% | 7.15% |
| 3Y Return (Ann) | -11.29% | 2.24% |
| 5Y Return (Ann) | -6.32% | 3.56% |
| 10Y Return (Ann) | -1.47% | 2.40% |
| Sharpe Ratio | 0.59 | 3.19 |
| Sortino Ratio | 0.91 | 5.64 |
| Omega Ratio | 1.11 | 1.74 |
| Calmar Ratio | 0.17 | 4.00 |
| Martin Ratio | 1.58 | 26.90 |
| Ulcer Index | 5.17% | 0.26% |
| Daily Std Dev | 13.85% | 2.17% |
| Max Drawdown | -51.32% | -6.27% |
| Current Drawdown | -43.09% | -0.41% |
Correlation
The correlation between VUSTX and VTIP is 0.41, 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.
Performance
VUSTX vs. VTIP - Performance Comparison
In the year-to-date period, VUSTX achieves a -2.56% return, which is significantly lower than VTIP's 4.61% return. Over the past 10 years, VUSTX has underperformed VTIP with an annualized return of -1.47%, while VTIP has yielded a comparatively higher 2.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VUSTX vs. VTIP - Expense Ratio Comparison
VUSTX has a 0.20% 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%.
Risk-Adjusted Performance
VUSTX vs. VTIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) 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.
Dividends
VUSTX vs. VTIP - Dividend Comparison
VUSTX's dividend yield for the trailing twelve months is around 3.80%, more than VTIP's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 3.80% | 3.32% | 2.95% | 1.88% | 2.01% | 2.53% | 2.82% | 2.65% | 2.85% | 2.88% | 2.87% | 3.41% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.38% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
Drawdowns
VUSTX vs. VTIP - Drawdown Comparison
The maximum VUSTX drawdown since its inception was -51.32%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for VUSTX and VTIP. For additional features, visit the drawdowns tool.
Volatility
VUSTX vs. VTIP - Volatility Comparison
Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) has a higher volatility of 4.44% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.43%. This indicates that VUSTX's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.