FSTZX vs. TDTF
Compare and contrast key facts about Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (FSTZX) and FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF).
FSTZX is managed by Fidelity. It was launched on Jan 17, 2022. TDTF is a passively managed fund by Northern Trust that tracks the performance of the iBoxx 5-Year Target Duration TIPS. It was launched on Sep 19, 2011.
Performance
FSTZX vs. TDTF - Performance Comparison
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FSTZX vs. TDTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FSTZX Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund | 1.02% | 5.99% | 4.87% | 4.67% | -2.83% | 1.32% |
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 0.61% | 7.83% | 2.40% | 4.10% | -9.73% | 0.89% |
Returns By Period
In the year-to-date period, FSTZX achieves a 1.02% return, which is significantly higher than TDTF's 0.61% return.
FSTZX
- 1D
- 0.30%
- 1M
- -0.00%
- YTD
- 1.02%
- 6M
- 1.30%
- 1Y
- 3.95%
- 3Y*
- 4.75%
- 5Y*
- —
- 10Y*
- —
TDTF
- 1D
- 0.08%
- 1M
- -0.92%
- YTD
- 0.61%
- 6M
- 0.78%
- 1Y
- 3.85%
- 3Y*
- 3.71%
- 5Y*
- 2.01%
- 10Y*
- 2.88%
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FSTZX vs. TDTF - Expense Ratio Comparison
FSTZX has a 0.00% expense ratio, which is lower than TDTF's 0.18% 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%.
Return for Risk
FSTZX vs. TDTF — Risk / Return Rank
FSTZX
TDTF
FSTZX vs. TDTF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (FSTZX) and FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF). 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.
| FSTZX | TDTF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | 1.02 | +1.03 |
Sortino ratioReturn per unit of downside risk | 3.11 | 1.45 | +1.67 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.19 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 4.22 | 1.65 | +2.57 |
Martin ratioReturn relative to average drawdown | 14.91 | 6.16 | +8.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSTZX | TDTF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 1.02 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.35 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.14 | 0.46 | +0.68 |
Correlation
The correlation between FSTZX and TDTF is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FSTZX vs. TDTF - Dividend Comparison
FSTZX's dividend yield for the trailing twelve months is around 3.98%, less than TDTF's 4.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSTZX Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund | 3.98% | 4.02% | 2.78% | 2.54% | 5.25% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 4.37% | 4.58% | 3.98% | 3.97% | 7.60% | 4.55% | 1.13% | 1.80% | 2.60% | 2.20% | 1.51% | 0.21% |
Drawdowns
FSTZX vs. TDTF - Drawdown Comparison
The maximum FSTZX drawdown since its inception was -5.30%, smaller than the maximum TDTF drawdown of -12.02%. Use the drawdown chart below to compare losses from any high point for FSTZX and TDTF.
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Drawdown Indicators
| FSTZX | TDTF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.30% | -12.02% | +6.72% |
Max Drawdown (1Y)Largest decline over 1 year | -1.03% | -2.56% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.02% | — |
Current DrawdownCurrent decline from peak | -0.30% | -0.92% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -1.13% | -2.94% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.29% | 0.69% | -0.40% |
Volatility
FSTZX vs. TDTF - Volatility Comparison
The current volatility for Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (FSTZX) is 0.58%, while FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) has a volatility of 1.15%. This indicates that FSTZX experiences smaller price fluctuations and is considered to be less risky than TDTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSTZX | TDTF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 1.15% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 1.07% | 2.11% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.99% | 3.82% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.83% | 5.70% | -2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.83% | 5.08% | -2.25% |