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QLC vs. TDTF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QLC vs. TDTF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares US Quality Large Cap Index Fund (QLC) and FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QLC achieves a 11.39% return, which is significantly higher than TDTF's 1.52% return. Over the past 10 years, QLC has outperformed TDTF with an annualized return of 14.83%, while TDTF has yielded a comparatively lower 2.93% annualized return.


QLC

1D
-0.74%
1M
5.38%
YTD
11.39%
6M
11.88%
1Y
33.09%
3Y*
25.39%
5Y*
15.29%
10Y*
14.83%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QLC vs. TDTF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QLC
FlexShares US Quality Large Cap Index Fund
11.39%23.26%26.71%26.02%-17.21%28.46%13.64%24.51%-8.12%21.73%
TDTF
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
1.52%7.83%2.40%4.10%-9.73%5.54%9.98%7.99%-0.82%1.93%

Correlation

The correlation between QLC and TDTF is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.14

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

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2015

0.03

The correlation between QLC and TDTF shifts across timeframes, from 0.03 (all time) to 0.15 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

QLC vs. TDTF — Risk / Return Rank

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

QLC
QLC Risk / Return Rank: 8181
Overall Rank
QLC Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
QLC Sortino Ratio Rank: 8282
Sortino Ratio Rank
QLC Omega Ratio Rank: 8080
Omega Ratio Rank
QLC Calmar Ratio Rank: 7575
Calmar Ratio Rank
QLC Martin Ratio Rank: 8585
Martin Ratio Rank

TDTF
TDTF Risk / Return Rank: 5454
Overall Rank
TDTF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TDTF Sortino Ratio Rank: 5252
Sortino Ratio Rank
TDTF Omega Ratio Rank: 4848
Omega Ratio Rank
TDTF Calmar Ratio Rank: 6565
Calmar Ratio Rank
TDTF Martin Ratio Rank: 6060
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.

QLC vs. TDTF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares US Quality Large Cap Index Fund (QLC) 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.


QLCTDTFDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.48

1.30

+0.18

Calmar ratioReturn relative to maximum drawdown

3.76

3.22

+0.54

Martin ratioReturn relative to average drawdown

17.59

10.66

+6.93

QLC vs. TDTF - Sharpe Ratio Comparison

The current QLC Sharpe Ratio is 2.69, which is higher than the TDTF Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of QLC and TDTF, 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


QLCTDTFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

1.67

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.30

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.58

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.47

+0.32

Drawdowns

QLC vs. TDTF - Drawdown Comparison

The maximum QLC drawdown since its inception was -35.86%, which is greater than TDTF's maximum drawdown of -12.02%. Use the drawdown chart below to compare losses from any high point for QLC and TDTF.


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Drawdown Indicators


QLCTDTFDifference

Max Drawdown

Largest peak-to-trough decline

-35.86%

-12.02%

-23.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.84%

-1.58%

-7.26%

Max Drawdown (3Y)

Largest decline over 3 years

-18.49%

-3.79%

-14.70%

Max Drawdown (5Y)

Largest decline over 5 years

-23.81%

-12.02%

-11.79%

Max Drawdown (10Y)

Largest decline over 10 years

-35.86%

-12.02%

-23.84%

Current Drawdown

Current decline from peak

-0.74%

-0.57%

-0.17%

Average Drawdown

Average peak-to-trough decline

-4.54%

-2.91%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

0.48%

+1.41%

Volatility

QLC vs. TDTF - Volatility Comparison

FlexShares US Quality Large Cap Index Fund (QLC) has a higher volatility of 2.94% compared to FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) at 0.73%. This indicates that QLC'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


QLCTDTFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

0.73%

+2.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

1.97%

+7.54%

Volatility (1Y)

Calculated over the trailing 1-year period

12.38%

3.06%

+9.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

5.69%

+11.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

5.07%

+13.35%

QLC vs. TDTF - Expense Ratio Comparison

QLC 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

QLC vs. TDTF - Dividend Comparison

QLC's dividend yield for the trailing twelve months is around 0.88%, less than TDTF's 4.71% yield.


PositionTTM20252024202320222021202020192018201720162015
QLC
FlexShares US Quality Large Cap Index Fund
0.88%0.94%1.03%1.26%1.46%0.96%1.40%1.91%1.82%1.29%1.80%0.64%
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


QLC and TDTF have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QLC has higher volatility (2.94%) compared to TDTF (0.73%). In terms of maximum drawdown, QLC dropped -35.86% vs TDTF's -12.02%.

On 10-year performance, QLC leads with 14.83% vs 2.93% for TDTF. 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 10-year period, QLC has performed better with a 14.83% return vs 2.93%. 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 QLC.

TDTF has the higher dividend yield at 4.71%, compared with 0.88% for QLC.

QLC is categorized as Large Cap Blend Equities, while TDTF is Inflation-Protected Bonds. QLC tracks Northern Trust Quality Large Cap Index, while TDTF tracks iBoxx 5-Year Target Duration TIPS. Their fees differ too: 0.25% for QLC and 0.18% for TDTF.

QLC currently has the higher Sharpe Ratio (2.69 vs 1.67), 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

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