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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 0.24% return, which is significantly lower than TIP's 1.54% return.


BFFAX

1D
0.00%
1M
0.47%
YTD
0.24%
6M
0.18%
1Y
5.40%
3Y*
4.04%
5Y*
0.08%
10Y*

TIP

1D
-0.18%
1M
-0.09%
YTD
1.54%
6M
1.06%
1Y
4.96%
3Y*
3.88%
5Y*
0.97%
10Y*
2.57%
*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
0.24%7.54%1.54%4.39%-13.00%-0.97%11.12%8.17%0.22%3.07%
TIP
iShares TIPS Bond ETF
1.54%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.22%

Correlation

The correlation between BFFAX and TIP is 0.78, 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

0.78

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 2, 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: 2222
Overall Rank
BFFAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BFFAX Sortino Ratio Rank: 2525
Sortino Ratio Rank
BFFAX Omega Ratio Rank: 2222
Omega Ratio Rank
BFFAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
BFFAX Martin Ratio Rank: 2020
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 4444
Overall Rank
TIP Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 4444
Sortino Ratio Rank
TIP Omega Ratio Rank: 3939
Omega Ratio Rank
TIP Calmar Ratio Rank: 5050
Calmar Ratio Rank
TIP Martin Ratio Rank: 4545
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.


BFFAXTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratioReturn relative to maximum drawdown

1.76

2.52

-0.76

Martin ratioReturn relative to average drawdown

5.27

7.57

-2.30

BFFAX vs. TIP - Sharpe Ratio Comparison

The current BFFAX Sharpe Ratio is 1.37, which is comparable to the TIP Sharpe Ratio of 1.46. 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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Sharpe Ratios by Period


BFFAXTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.46

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.16

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.57

-0.14

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

-1.56%

-0.32%

-1.24%

Average Drawdown

Average peak-to-trough decline

-4.69%

-3.43%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.66%

+0.37%

Volatility

BFFAX vs. TIP - Volatility Comparison

American Funds The Bond Fund of America Class F-3 (BFFAX) has a higher volatility of 1.40% compared to iShares TIPS Bond ETF (TIP) at 0.89%. This indicates that BFFAX's price experiences larger fluctuations and is considered to be riskier 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

1.40%

0.89%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

2.29%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

3.41%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.96%

6.21%

-0.25%

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 4.50%, more than TIP's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
BFFAX
American Funds The Bond Fund of America Class F-3
4.50%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
3.76%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 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BFFAX has higher volatility (1.40%) compared to TIP (0.89%). In terms of maximum drawdown, BFFAX dropped -17.74% vs TIP's -14.57%.

TIP currently has the higher Sharpe Ratio (1.46 vs 1.37), 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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