PortfoliosLab logoPortfoliosLab logo
FEIG vs. TILT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEIG vs. TILT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) and FlexShares Morningstar US Market Factor Tilt Index Fund (TILT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FEIG achieves a 0.68% return, which is significantly lower than TILT's 9.45% return.


FEIG

1D
0.16%
1M
0.73%
YTD
0.68%
6M
0.82%
1Y
4.85%
3Y*
4.96%
5Y*
10Y*

TILT

1D
-0.90%
1M
0.03%
YTD
9.45%
6M
8.42%
1Y
25.74%
3Y*
19.88%
5Y*
11.30%
10Y*
14.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEIG vs. TILT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
0.68%7.31%1.75%8.57%-15.91%-1.54%
TILT
FlexShares Morningstar US Market Factor Tilt Index Fund
9.45%16.59%19.88%24.70%-17.25%8.35%

Correlation

The correlation between FEIG and TILT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2021

0.32

The correlation between FEIG and TILT shifts across timeframes, from 0.32 (all time) to 0.45 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FEIG vs. TILT — Risk / Return Rank

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

FEIG
FEIG Risk / Return Rank: 3434
Overall Rank
FEIG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FEIG Sortino Ratio Rank: 3333
Sortino Ratio Rank
FEIG Omega Ratio Rank: 3030
Omega Ratio Rank
FEIG Calmar Ratio Rank: 3737
Calmar Ratio Rank
FEIG Martin Ratio Rank: 3636
Martin Ratio Rank

TILT
TILT Risk / Return Rank: 6868
Overall Rank
TILT Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TILT Sortino Ratio Rank: 6666
Sortino Ratio Rank
TILT Omega Ratio Rank: 6666
Omega Ratio Rank
TILT Calmar Ratio Rank: 6565
Calmar Ratio Rank
TILT Martin Ratio Rank: 7575
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.

FEIG vs. TILT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) and FlexShares Morningstar US Market Factor Tilt Index Fund (TILT). 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.


FEIGTILTDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.20

1.37

-0.17

Calmar ratioReturn relative to maximum drawdown

1.74

3.04

-1.30

Martin ratioReturn relative to average drawdown

5.15

13.10

-7.94

FEIG vs. TILT - Sharpe Ratio Comparison

The current FEIG Sharpe Ratio is 1.11, which is lower than the TILT Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of FEIG and TILT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FEIG vs. TILT - Drawdown Comparison

The maximum FEIG drawdown since its inception was -22.26%, smaller than the maximum TILT drawdown of -38.46%. Use the drawdown chart below to compare losses from any high point for FEIG and TILT.


Loading charts...

Drawdown Indicators


FEIGTILTDifference

Max Drawdown

Largest peak-to-trough decline

-22.26%

-38.46%

+16.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-8.51%

+5.70%

Max Drawdown (3Y)

Largest decline over 3 years

-6.67%

-19.85%

+13.18%

Max Drawdown (5Y)

Largest decline over 5 years

-24.12%

Max Drawdown (10Y)

Largest decline over 10 years

-38.46%

Current Drawdown

Current decline from peak

-1.36%

-1.90%

+0.54%

Average Drawdown

Average peak-to-trough decline

-9.42%

-4.22%

-5.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

1.97%

-1.03%

Volatility

FEIG vs. TILT - Volatility Comparison

The current volatility for FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) is 1.20%, while FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) has a volatility of 4.31%. This indicates that FEIG experiences smaller price fluctuations and is considered to be less risky than TILT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FEIGTILTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

4.31%

-3.11%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

9.58%

-6.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

12.69%

-8.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.37%

17.44%

-10.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.37%

18.75%

-11.38%

FEIG vs. TILT - Expense Ratio Comparison

FEIG has a 0.12% expense ratio, which is lower than TILT's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FEIG vs. TILT - Dividend Comparison

FEIG's dividend yield for the trailing twelve months is around 4.74%, more than TILT's 1.10% yield.


PositionTTM20252024202320222021202020192018201720162015
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
4.74%4.84%4.65%4.21%2.99%0.55%0.00%0.00%0.00%0.00%0.00%0.00%
TILT
FlexShares Morningstar US Market Factor Tilt Index Fund
1.10%1.15%1.23%1.44%1.60%1.16%1.49%1.54%1.97%1.55%1.60%1.98%

Frequently Asked Questions


FEIG and TILT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TILT has higher volatility (4.31%) compared to FEIG (1.20%). In terms of maximum drawdown, FEIG dropped -22.26% vs TILT's -38.46%.

On 3-year performance, TILT leads with 19.88% vs 4.96% for FEIG. On fees, FEIG is cheaper at 0.12% per year. On volatility, FEIG has been the lower-risk option at 1.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TILT has performed better with a 19.88% return vs 4.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FEIG is cheaper with a 0.12% expense ratio, compared with 0.25% for TILT.

FEIG has the higher dividend yield at 4.74%, compared with 1.10% for TILT.

FEIG is categorized as Corporate Bonds, while TILT is Large Cap Blend Equities. FEIG tracks Northern Trust ESG & Climate Investment Grade U.S. Corporate Core TR, while TILT tracks Morningstar US Market Factor Tilt Index. Their fees differ too: 0.12% for FEIG and 0.25% for TILT.

TILT currently has the higher Sharpe Ratio (2.04 vs 1.11), 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.

Portfolio Optimizer

Find the right allocation for FEIG and TILT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer