Vanguard Short Information Ratio
| VTIP ETF | | | USD 50.36 -0.07 -0.14% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is Vanguard Short's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
With Information Ratio at
-0.0015, Vanguard Short shows slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates Vanguard Short has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.0015 | |
Information Ratio Peers Comparison
Among sector peers, Vanguard Short's Information Ratio of -0.0015 is below the 0.04 group average. The range runs from -0.166 (Vanguard Short Term Bond) to 0.1224 (Vanguard Large Cap Index). Vanguard Short's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Vanguard Short and its peers. Each point represents one equity — position along the horizontal axis shows Information Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Vanguard Short to PeersMethodology, Assumptions & Data Sources
Vanguard Short's Information Ratio currently stands at -0.0015. This Information Ratio reading for Vanguard Short results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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