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BFFAX vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BFFAX vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Bond Fund of America Class F-3 (BFFAX) and iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BFFAX achieves a -0.02% return, which is significantly lower than TIP's 1.13% return.


BFFAX

1D
0.18%
1M
0.74%
YTD
-0.02%
6M
0.26%
1Y
3.91%
3Y*
4.01%
5Y*
-0.06%
10Y*

TIP

1D
0.39%
1M
0.19%
YTD
1.13%
6M
0.99%
1Y
3.61%
3Y*
3.65%
5Y*
0.88%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BFFAX vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BFFAX
American Funds The Bond Fund of America Class F-3
-0.02%7.54%1.54%4.39%-13.00%-0.97%11.12%8.17%0.22%3.07%
TIP
iShares TIPS Bond ETF
1.13%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.01%

Correlation

The correlation between BFFAX and TIP is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2017

0.77

The correlation between BFFAX and TIP has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.

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Return for Risk

BFFAX vs. TIP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BFFAX
BFFAX Risk / Return Rank: 1717
Overall Rank
BFFAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BFFAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
BFFAX Omega Ratio Rank: 1616
Omega Ratio Rank
BFFAX Calmar Ratio Rank: 1717
Calmar Ratio Rank
BFFAX Martin Ratio Rank: 1616
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 3434
Overall Rank
TIP Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 3131
Sortino Ratio Rank
TIP Omega Ratio Rank: 2828
Omega Ratio Rank
TIP Calmar Ratio Rank: 4040
Calmar Ratio Rank
TIP Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BFFAX vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Bond Fund of America Class F-3 (BFFAX) and iShares TIPS Bond ETF (TIP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BFFAXTIPDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.19

1.18

0.00

Calmar ratioReturn relative to maximum drawdown

1.37

1.83

-0.47

Martin ratioReturn relative to average drawdown

3.80

5.37

-1.57

BFFAX vs. TIP - Sharpe Ratio Comparison

The current BFFAX Sharpe Ratio is 1.07, which is comparable to the TIP Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BFFAX and TIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BFFAX vs. TIP - Drawdown Comparison

The maximum BFFAX drawdown since its inception was -17.74%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for BFFAX and TIP.


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Drawdown Indicators


BFFAXTIPDifference

Max Drawdown

Largest peak-to-trough decline

-17.74%

-14.57%

-3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-1.98%

-1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-6.10%

-4.54%

-1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-17.74%

-14.51%

-3.23%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

Current Drawdown

Current decline from peak

-1.83%

-0.73%

-1.10%

Average Drawdown

Average peak-to-trough decline

-4.67%

-3.43%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

0.67%

+0.43%

Volatility

BFFAX vs. TIP - Volatility Comparison

The current volatility for American Funds The Bond Fund of America Class F-3 (BFFAX) is 1.21%, while iShares TIPS Bond ETF (TIP) has a volatility of 1.29%. This indicates that BFFAX experiences smaller price fluctuations and is considered to be less risky than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFFAXTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

1.29%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

2.49%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.93%

3.46%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.97%

6.20%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.99%

5.74%

-0.75%

BFFAX vs. TIP - Expense Ratio Comparison

BFFAX has a 0.20% expense ratio, which is higher than TIP's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BFFAX vs. TIP - Dividend Comparison

BFFAX's dividend yield for the trailing twelve months is around 4.51%, more than TIP's 3.77% yield.


PositionTTM20252024202320222021202020192018201720162015
BFFAX
American Funds The Bond Fund of America Class F-3
4.51%4.48%4.67%3.28%2.46%1.98%5.38%3.80%2.72%2.01%0.00%0.00%
TIP
iShares TIPS Bond ETF
3.77%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


BFFAX and TIP have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TIP has higher volatility (1.29%) compared to BFFAX (1.21%). In terms of maximum drawdown, BFFAX dropped -17.74% vs TIP's -14.57%.

BFFAX currently has the higher Sharpe Ratio (1.07 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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