Vanguard Short-Term Inflation-Protected Securities ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
Vanguard Short-Term Inflation-Protected Securities Index Fund is an exchange-traded fund incorporated in the USA. The Fund seeks investment results that correspond generally to the price and yield performance of the Barclays U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. |
Category | Inflation Protected |
Fund Sponsor | Vanguard Group Inc/The |
Website | www.vanguard.com |
Inception date | Oct 12, 2012 |
Assets (mns) | $15,942 |
Currency | USD |
Expense ratio | 4 bp |
Distributions | Quarterly |
Regulation | Open-End Investment Company |
Custodian | JPMorgan Chase Bank |
Weighting | Market Cap |
Index replication | Full |
No. of constituents | 15 |
No of distinct issuers | 1 |
Inflation protected | 100% |
Variable/Fixed coupon | 0% /100% |
Non-standard maturity (callable, etc.) | 25% |
0.0% // | 5.4 % |
0.0% // | 5.3 % |
0.0% // | 5.2 % |
0.0% // | 5.1 % |
0.0% // | 5.0 % |
0.0% // | 4.8 % |
0.0% // | 4.8 % |
0.0% // | 4.8 % |
0.0% // | 4.5 % |
0.0% // | 4.4 % |
TOTAL | 49.2 % |
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U.S. TREASURY | 99.8% |
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UNITED STATES | 99.8 % |
HISTORICAL RETURNS 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
4.7% | 5.6% | 3.6% | 3.0% | 2.2% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.29 | 47% |
S&P500 | 0.11 | 31% |
MSCI EAFE | 0.11 | 34% |
MSCI Emg. Mkts. | 0.09 | 27% |
Recent close | $50.75 |
30d moving avg. | $50.46 |
Annualized volatility | 3.0% |
Short interest (ETF) | 0.2% |
Relative strength (RSI) | 65 |
Avg. volume (thou.) | 1,459 |
Avg. daily value traded (mns) | $74 |
Turnover | 0.5% |
Bid/Ask (% of price) | 0.02 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
VTIP | 2.6 yrs | Category Avg.* |
7.8 yrs |
VTIP | 2.6% | Category Avg.* |
7.8% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 2.14% | 1.2% | $51.38 |
+200 bp | 1.14% | -1.2% | $50.15 |
+150 bp | 0.64% | -1.6% | $49.92 |
+100 bp | 0.14% | -1.6% | $49.94 |
+75 bp | -0.11% | -1.4% | $50.05 |
+50 bp | -0.36% | -1.0% | $50.22 |
+25 bp | -0.61% | -0.6% | $50.45 |
0 bp | -0.86% | 0% | $50.75 |
-25 bp | -1.11% | 0.7% | $51.11 |
-50 bp | -1.36% | 1.5% | $51.53 |
-75 bp | -1.61% | 2.5% | $52.02 |
-100 bp | -1.86% | 3.6% | $52.57 |
-150 bp | -2.36% | 6.1% | $53.86 |
-200 bp | -2.86% | 9.2% | $55.41 |
-300 bp | -3.86% | 16.8% | $59.26 |
*Fund Category: INFLATION PROTECTED
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity ![]() |
75 | bp |
Less: Annual "default factor" ![]() |
0 | bp |
Less: Expense ratio | 4 | bp |
Equals: ALTAR Score | 0.71 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 2.7% |
Corporate | 3.7% |
Emerging Market | 5.3% |
Government | 6.9% |
Inflation Protected | 1.9% |
Mortgage | 4.6% |
Municipals | 3.1% |
*Note: The Vanguard Short-Term Inflation-Protected Securities ETF is classified as a Inflation Protected fund. |