| CAGR | +5.1% | +3.5% | +4.0% | +3.3% |
| Sharpe | 0.18 | -0.32 | 0.28 | 0.26 |
| Sortino | 0.31 | -0.46 | 0.43 | 0.39 |
| Corr to S&P500 | 0.71 | 0.37 | -0.01 | 0.13 |
| Capture+ | +0.09 | +0.06 | +0.07 | +0.05 |
| Capture- | +0.15 | +0.17 | +0.13 | +0.10 |
| Capture ratio | 0.59 | 0.34 | 0.53 | 0.48 |
| Beta | 0.04 | 0.09 | 0.09 | 0.08 |
| MDD | -5% | -11% | -12% | -12% |
This exchange-traded fund seeks to mirror an index tracking U.S. Treasury inflation-protected securities (TIPS) with maturities of less than five years. It is designed to produce returns closely aligned with actual short-term inflation and aims to provide investors with a more stable investment profile compared to TIPS funds holding longer-dated assets. Due to its shorter duration, the fund typically incurs less real interest rate risk, though this often translates to lower overall returns when compared to longer-duration TIPS funds. Its portfolio consists of bonds guaranteed by the U.S. government, with their principal value adjusted twice a year according to inflation, thereby offering a safeguard against unforeseen increases in inflation.
https://personal.vanguard.com/us/funds/snapshot?FundIntExt=INT&FundId=3365