Summary
VTIP
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 3.42% Volatility 1.92% Sharpe 0.26
Official loaded data — not a live quote.

VANGUARD SHORT-TERM INFLATION-PROTECTED SECURITIES INDEX FUND ETF SHARES

Symbol: VTIP

Exchange: NASDAQ

Sector: N/A

Category: Short-Term Inflation-Protected Bond

Inception date: 12/10/2012

Latest date: 16/07/2026

Current price: $49.63

Expense ratio: 0.03%

Assets under management
$71.1B
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.04%

Ann. 2.44% (Sharpe / Sortino numerator)

Volatility

2.22%

Sharpe ratio

-0.535

VaR 95%

-0.16%

CVaR 95%: -0.18%
Max drawdown: -0.70%
Sortino ratio: -1.411
Calmar ratio: 3.50

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.32%

Ann. 4.51% (Sharpe / Sortino numerator)

Volatility

1.66%

Sharpe ratio

0.534

VaR 95%

-0.16%

CVaR 95%: -0.18%
Max drawdown: -0.70%
Sortino ratio: 1.003
Calmar ratio: 6.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.77%

Ann. 2.76% (Sharpe / Sortino numerator)

Volatility

1.43%

Sharpe ratio

-0.612

VaR 95%

-0.14%

CVaR 95%: -0.18%
Max drawdown: -0.70%
Sortino ratio: -0.962
Calmar ratio: 3.94

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.42%

Ann. 4.13% (Sharpe / Sortino numerator)

Volatility

1.92%

Sharpe ratio

0.260

VaR 95%

-0.16%

CVaR 95%: -0.27%
Max drawdown: -0.98%
Sortino ratio: 0.355
Calmar ratio: 4.22

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.97%

Ann. 5.60% (Sharpe / Sortino numerator)

Volatility

1.81%

Sharpe ratio

1.090

VaR 95%

-0.16%

CVaR 95%: -0.24%
Max drawdown: -0.98%
Sortino ratio: 1.553
Calmar ratio: 5.72

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

16.10%

Ann. 4.71% (Sharpe / Sortino numerator)

Volatility

2.06%

Sharpe ratio

0.525

VaR 95%

-0.18%

CVaR 95%: -0.27%
Max drawdown: -1.57%
Sortino ratio: 0.839
Calmar ratio: 3.01

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.013%

Best day

0.4%

01/08/2025
Worst day

-0.457%

17/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $49.63 $49.65 $49.62 $49.63 1,333,800
15/07/2026 $49.62 $49.66 $49.61 $49.63 3,054,500
14/07/2026 $49.59 $49.64 $49.57 $49.61 2,325,800
13/07/2026 $49.63 $49.64 $49.57 $49.61 1,782,300
10/07/2026 $49.65 $49.65 $49.61 $49.64 4,346,300
09/07/2026 $49.66 $49.68 $49.65 $49.66 1,947,800
08/07/2026 $49.64 $49.65 $49.62 $49.65 2,025,800
07/07/2026 $49.64 $49.64 $49.61 $49.64 1,871,600
06/07/2026 $49.62 $49.65 $49.59 $49.65 2,753,800
02/07/2026 $49.58 $49.60 $49.53 $49.58 5,890,300