FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF)
TDTF is a passive ETF by Northern Trust tracking the investment results of the iBoxx 5-Year Target Duration TIPS. TDTF launched on Sep 19, 2011 and has a 0.18% expense ratio.
ETF Info
| ISIN | US33939L6056 |
|---|---|
| CUSIP | 33939L605 |
| Issuer | Northern Trust |
| Inception Date | Sep 19, 2011 |
| Region | North America (U.S.) |
| Category | Inflation-Protected Bonds |
| Index Tracked | iBoxx 5-Year Target Duration TIPS |
| Asset Class | Bond |
Expense Ratio
The FlexShares iBoxx 5-Year Target Duration TIPS Index Fund features an expense ratio of 0.18%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: TDTF vs. VTIP, TDTF vs. TIP
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FlexShares iBoxx 5-Year Target Duration TIPS Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund had a return of -1.39% year-to-date (YTD) and -1.39% in the last 12 months. Over the past 10 years, FlexShares iBoxx 5-Year Target Duration TIPS Index Fund had an annualized return of 1.87%, while the S&P 500 had an annualized return of 10.46%, indicating that FlexShares iBoxx 5-Year Target Duration TIPS Index Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -1.39% | 5.84% |
| 1 month | -1.27% | -2.98% |
| 6 months | 3.17% | 22.02% |
| 1 year | -1.39% | 24.47% |
| 5 years (annualized) | 2.32% | 11.44% |
| 10 years (annualized) | 1.87% | 10.46% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.59% | -1.26% | 0.77% | |||||||||
| 2023 | -1.54% | -0.52% | 2.44% | 2.35% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund(TDTF)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund granted a 4.09% dividend yield in the last twelve months. The annual payout for that period amounted to $0.95 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.95 | $0.94 | $1.80 | $1.28 | $0.31 | $0.46 | $0.63 | $0.55 | $0.38 | $0.05 | $0.30 | $0.04 |
Dividend yield | 4.09% | 3.97% | 7.60% | 4.55% | 1.13% | 1.80% | 2.60% | 2.20% | 1.51% | 0.21% | 1.23% | 0.17% |
Monthly Dividends
The table displays the monthly dividend distributions for FlexShares iBoxx 5-Year Target Duration TIPS Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | |||||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.11 | $0.15 | $0.09 | $0.14 | $0.08 | $0.09 | $0.06 | $0.13 | $0.10 |
| 2022 | $0.00 | $0.15 | $0.06 | $0.18 | $0.21 | $0.31 | $0.13 | $0.27 | $0.34 | $0.00 | $0.00 | $0.16 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.08 | $0.13 | $0.16 | $0.19 | $0.18 | $0.21 | $0.10 | $0.04 | $0.19 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.07 | $0.07 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.07 | $0.05 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.14 | $0.06 | $0.01 | $0.05 | $0.00 | $0.09 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.08 | $0.11 | $0.06 | $0.10 | $0.11 | $0.05 | $0.01 | $0.02 | $0.09 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.11 | $0.08 | $0.02 | $0.07 | $0.02 | $0.02 | $0.00 | $0.06 | $0.17 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.10 | $0.08 | $0.00 | $0.00 | $0.09 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.06 | $0.07 | $0.03 | $0.00 | $0.00 | $0.01 |
| 2013 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the FlexShares iBoxx 5-Year Target Duration TIPS Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the FlexShares iBoxx 5-Year Target Duration TIPS Index Fund was 12.02%, occurring on Nov 3, 2022. The portfolio has not yet recovered.
The current FlexShares iBoxx 5-Year Target Duration TIPS Index Fund drawdown is 8.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.02% | Mar 9, 2022 | 167 | Nov 3, 2022 | — | — | — |
| -9.61% | Mar 6, 2020 | 9 | Mar 18, 2020 | 19 | Apr 15, 2020 | 28 |
| -6.85% | Sep 17, 2012 | 243 | Sep 5, 2013 | 1009 | Sep 7, 2017 | 1252 |
| -4.12% | Nov 18, 2021 | 58 | Feb 10, 2022 | 16 | Mar 7, 2022 | 74 |
| -3.08% | Sep 8, 2017 | 296 | Nov 8, 2018 | 68 | Feb 20, 2019 | 364 |
Volatility
Volatility Chart
The current FlexShares iBoxx 5-Year Target Duration TIPS Index Fund volatility is 1.43%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.