LIAE vs. TDTF
LIAE (LifeX 2050 Inflation-Protected Longevity Income ETF) and TDTF (FlexShares iBoxx 5-Year Target Duration TIPS Index Fund) are both Inflation-Protected Bonds funds. LIAE is actively managed, while TDTF is passively managed. Over the past year, LIAE returned 4.97% vs 5.07% for TDTF. Their correlation of 0.84 suggests significant overlap in exposure. LIAE charges 0.25%/yr vs 0.18%/yr for TDTF.
Performance
LIAE vs. TDTF - Performance Comparison
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Returns By Period
In the year-to-date period, LIAE achieves a 0.84% return, which is significantly lower than TDTF's 1.52% return.
LIAE
- 1D
- -0.32%
- 1M
- 0.26%
- YTD
- 0.84%
- 6M
- 0.10%
- 1Y
- 4.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TDTF
- 1D
- -0.13%
- 1M
- -0.44%
- YTD
- 1.52%
- 6M
- 1.18%
- 1Y
- 5.07%
- 3Y*
- 4.56%
- 5Y*
- 1.72%
- 10Y*
- 2.93%
LIAE vs. TDTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LIAE LifeX 2050 Inflation-Protected Longevity Income ETF | 0.84% | 6.08% | -6.04% |
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 1.52% | 7.83% | -2.73% |
Correlation
The correlation between LIAE and TDTF is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2024 | 0.84 |
The correlation between LIAE and TDTF has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.
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Return for Risk
LIAE vs. TDTF — Risk / Return Rank
LIAE
TDTF
LIAE vs. TDTF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX 2050 Inflation-Protected Longevity Income ETF (LIAE) 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.
| LIAE | TDTF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.30 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 3.22 | -1.86 |
| Martin ratioReturn relative to average drawdown | 3.43 | 10.66 | -7.23 |
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
| LIAE | TDTF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.67 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.30 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.47 | -0.43 |
Drawdowns
LIAE vs. TDTF - Drawdown Comparison
The maximum LIAE drawdown since its inception was -7.03%, smaller than the maximum TDTF drawdown of -12.02%. Use the drawdown chart below to compare losses from any high point for LIAE and TDTF.
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Drawdown Indicators
| LIAE | TDTF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.03% | -12.02% | +4.99% |
Max Drawdown (1Y)Largest decline over 1 year | -3.68% | -1.58% | -2.10% |
Max Drawdown (3Y)Largest decline over 3 years | — | -3.79% | — |
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 | -1.41% | -0.57% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -2.91% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 0.48% | +0.97% |
Volatility
LIAE vs. TDTF - Volatility Comparison
LifeX 2050 Inflation-Protected Longevity Income ETF (LIAE) has a higher volatility of 1.46% compared to FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) at 0.73%. This indicates that LIAE's price experiences larger fluctuations and is considered to be riskier 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
| LIAE | TDTF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 0.73% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 3.86% | 1.97% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.55% | 3.06% | +2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.58% | 5.69% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.58% | 5.07% | +1.51% |
LIAE vs. TDTF - Expense Ratio Comparison
LIAE has a 0.25% expense ratio, which is higher than TDTF'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
LIAE vs. TDTF - Dividend Comparison
LIAE's dividend yield for the trailing twelve months is around 9.72%, more than TDTF's 4.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LIAE LifeX 2050 Inflation-Protected Longevity Income ETF | 9.72% | 10.56% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 4.71% | 4.58% | 3.98% | 3.97% | 7.60% | 4.55% | 1.13% | 1.80% | 2.60% | 2.20% | 1.51% | 0.21% |
Frequently Asked Questions
LIAE and TDTF have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIAE has higher volatility (1.46%) compared to TDTF (0.73%). In terms of maximum drawdown, LIAE dropped -7.03% vs TDTF's -12.02%.
On 1-year performance, TDTF leads with 5.07% vs 4.97% for LIAE. On fees, TDTF is cheaper at 0.18% per year. On volatility, TDTF has been the lower-risk option at 0.73%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TDTF has performed better with a 5.07% return vs 4.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TDTF is cheaper with a 0.18% expense ratio, compared with 0.25% for LIAE.
LIAE has the higher dividend yield at 9.72%, compared with 4.71% for TDTF.
They also come from different issuers: Stone Ridge and Northern Trust. Their fees differ too: 0.25% for LIAE and 0.18% for TDTF.
TDTF currently has the higher Sharpe Ratio (1.67 vs 0.90), 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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