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TIP vs VGLT

Comparison between ISHARES TIPS BOND ETF (TIP, ETF) and VANGUARD LONG-TERM TREASURY INDEX FUND ETF SHARES (VGLT, ETF).

5-Year PerformanceTIP has outperformed VGLT, delivering a return of +0.5% compared to -6.6%

TIP vs VGLT - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
TIP
$15B
Winner
VGLT
$15B
Expense Ratio
TIP
0.18%
Winner
VGLT
0.03%
Max Drawdown
Winner
TIP
21.96%
VGLT
50.44%
Sharpe Ratio
TIP
-0.30
Winner
VGLT
-0.05
5Y Beta
Winner
TIP
0.04
VGLT
0.05
5Y Dividends CAGR
Winner
TIP
9.98%
VGLT
5.69%

TIP vs VGLT - Historical Returns

Returns include dividend reinvestment.

1M
Winner
TIP
-0.00%
VGLT
-2.09%
3M
Winner
TIP
-0.42%
VGLT
-2.00%
6M
Winner
TIP
+0.58%
VGLT
-1.75%
1Y
Winner
TIP
+2.45%
VGLT
+2.23%
5Y(CAGR)
Winner
TIP
+0.50%
VGLT
-6.62%
10Y(CAGR)
Winner
TIP
+2.35%
VGLT
-1.63%
Max(CAGR)
Winner
TIP
+3.46%
VGLT
+2.38%

TIP vs VGLT - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

YearTIPVGLT
2026+0.82%-1.56%
2025+6.61%+5.23%
2024+1.79%-5.80%
2023+3.44%+1.50%
2022-11.74%-27.68%
2021+5.56%-4.91%
2020+10.30%+16.54%
2019+8.18%+13.62%
2018-1.18%-0.48%
2017+2.82%+8.37%
2016+4.27%-0.08%
2015-2.38%-1.81%
2014+3.25%+24.41%
2013-8.44%-11.50%
2012+6.43%+4.55%
2011+13.75%+29.34%
2010+5.86%+8.97%
2009+11.02%-4.16%
2008-1.32%N/A
2007+11.43%N/A
2006+0.06%N/A
2005+2.52%N/A
2004+8.51%N/A
2003-0.02%N/A

TIP vs VGLT Drawdown Comparison

The maximum drawdown for TIP was -14.58%, occurring on Nov 24, 2008. Recovery took 395 trading sessions.

The maximum drawdown for VGLT was -46.17%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The current TIP drawdown is -1.08%. The current VGLT drawdown is -37.69%.

RankTIPVGLT
#1-14.58%
Mar 10, 2008 - Oct 1, 2009
-46.17%
Aug 4, 2020 - Oct 19, 2023
#2-14.48%
Nov 9, 2021 - Feb 27, 2026
-17.79%
Jul 25, 2012 - Oct 15, 2014
#3-11.20%
Mar 6, 2020 - Apr 28, 2020
-16.92%
Jul 8, 2016 - Jun 3, 2019
#4-11.06%
Dec 6, 2012 - Mar 20, 2019
-14.21%
Mar 9, 2020 - Aug 4, 2020
#5-6.30%
Mar 17, 2004 - Sep 27, 2004
-13.98%
Aug 31, 2010 - Aug 4, 2011
#6-5.77%
Oct 14, 2010 - Apr 19, 2011
-13.80%
Jan 30, 2015 - Feb 11, 2016
#7-3.84%
Jun 1, 2005 - Aug 4, 2006
-9.07%
Oct 3, 2011 - Dec 19, 2011
#8-3.79%
Aug 10, 2011 - Nov 2, 2011
-8.89%
Dec 19, 2011 - May 16, 2012
#9-3.39%
Dec 4, 2006 - Mar 21, 2007
-7.97%
Aug 28, 2019 - Feb 20, 2020
#10-3.16%
Feb 9, 2005 - Apr 20, 2005
-5.69%
Nov 27, 2009 - May 6, 2010
#11-3.15%
Apr 30, 2007 - Jul 26, 2007
-4.57%
Feb 11, 2016 - Jun 3, 2016
#12-2.99%
Jan 28, 2021 - May 5, 2021
-4.32%
Sep 22, 2011 - Oct 3, 2011
#13-2.94%
Nov 26, 2007 - Jan 3, 2008
-4.16%
Aug 10, 2011 - Aug 18, 2011
#14-2.55%
Nov 27, 2009 - Apr 29, 2010
-3.59%
Aug 19, 2011 - Sep 2, 2011
#15-2.46%
Aug 29, 2019 - Jan 3, 2020
-3.55%
Jun 1, 2012 - Jul 20, 2012

Correlation

Correlation between TIP and VGLT is 0.63 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.63
-101

Dividend Comparison (2003 - 2026)

TIP vs VGLT dividend yield comparison.

YearTIPVGLT
20262.69%2.35%
20253.46%4.44%
20242.52%4.33%
20232.73%3.33%
20226.96%2.84%
20214.28%1.82%
20201.17%2.15%
20191.75%2.46%
20182.71%2.71%
20172.07%2.55%
20161.48%2.69%
20150.34%3.21%
20141.67%2.75%
20131.15%3.19%
20122.22%3.02%
20114.10%3.10%
20102.50%3.72%
20093.89%0.46%
20086.30%0.00%
20074.25%0.00%
20064.32%0.00%
20055.42%0.00%
20043.92%0.00%
20030.12%0.00%

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