Summary
VTIP
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 1.66% 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: 15/10/2026

Current price: $48.58

Expense ratio: 0.03%

Assets under management
$73.0B
-0.06% 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

0.08%

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

-0.22%

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

0.12%

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

1.66%

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

5.70%

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

13.08%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.007%

Best day

0.281%

30/03/2026
Worst day

-0.457%

17/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $48.61 $48.65 $48.57 $48.58 2,123,700
14/10/2026 $48.40 $48.54 $48.40 $48.51 3,980,500
13/10/2026 $48.47 $48.48 $48.44 $48.46 2,410,300
12/10/2026 $48.47 $48.53 $48.46 $48.49 2,112,600
09/10/2026 $48.46 $48.48 $48.45 $48.46 2,116,500
08/10/2026 $48.47 $48.54 $48.43 $48.49 2,511,800
07/10/2026 $48.40 $48.46 $48.39 $48.46 2,480,800
06/10/2026 $48.38 $48.43 $48.38 $48.42 3,139,000
05/10/2026 $48.40 $48.41 $48.35 $48.39 4,402,700
02/10/2026 $48.46 $48.46 $48.35 $48.38 3,626,000