PortfoliosLab logoPortfoliosLab logo
TDTF vs. CPII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDTF vs. CPII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) and American Beacon Ionic Inflation Protection ETF (CPII). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TDTF achieves a 1.01% return, which is significantly lower than CPII's 2.82% return.


TDTF

1D
0.11%
1M
-0.12%
6M
0.53%
YTD
1.01%
1Y
2.01%
3Y*
4.41%
5Y*
1.18%
10Y*
2.82%
ALL TIME*
2.23%

CPII

1D
-0.26%
1M
-0.16%
6M
2.09%
YTD
2.82%
1Y
2.39%
3Y*
3.90%
5Y*
10Y*
ALL TIME*
3.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.02K$4.64K$25.91K
$3.31M$3.20M$4.11M

TDTF vs. CPII - Yearly Performance Comparison


2026 (YTD)2025202420232022
TDTF
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
1.01%7.83%2.40%4.10%-2.86%
CPII
American Beacon Ionic Inflation Protection ETF
2.82%2.76%6.05%1.79%1.04%

Correlation

The correlation between TDTF and CPII is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.03

Correlation (3Y)
Balances recent behavior with more history.

-0.26

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2022

-0.22

The correlation between TDTF and CPII shifts across timeframes, from -0.26 (3 years) to 0.03 (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

TDTF vs. CPII — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TDTF
TDTF Risk / Return Rank: 2828
Overall Rank
TDTF Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TDTF Sortino Ratio Rank: 2424
Sortino Ratio Rank
TDTF Omega Ratio Rank: 2323
Omega Ratio Rank
TDTF Calmar Ratio Rank: 3434
Calmar Ratio Rank
TDTF Martin Ratio Rank: 3131
Martin Ratio Rank

CPII
CPII Risk / Return Rank: 2828
Overall Rank
CPII Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CPII Sortino Ratio Rank: 2626
Sortino Ratio Rank
CPII Omega Ratio Rank: 2727
Omega Ratio Rank
CPII Calmar Ratio Rank: 3131
Calmar Ratio Rank
CPII Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TDTF vs. CPII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) and American Beacon Ionic Inflation Protection ETF (CPII). 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.


TDTFCPIIDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.12

1.14

-0.02

Calmar ratioReturn relative to maximum drawdown

1.28

1.13

+0.15

Martin ratioReturn relative to average drawdown

3.21

2.69

+0.53

TDTF vs. CPII - Sharpe Ratio Comparison

The current TDTF Sharpe Ratio is 0.67, which is comparable to the CPII Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of TDTF and CPII, 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

TDTF vs. CPII - Drawdown Comparison

The maximum TDTF drawdown since its inception was -12.02%, which is greater than CPII's maximum drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for TDTF and CPII.


Loading charts...

Drawdown Indicators


TDTFCPIIDifference

Max Drawdown

Largest peak-to-trough decline

-12.02%

-6.40%

-5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-1.58%

-2.13%

+0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-3.40%

-4.39%

+0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

Max Drawdown (10Y)

Largest decline over 10 years

-12.02%

Current Drawdown

Current decline from peak

-1.07%

-1.79%

+0.72%

Average Drawdown

Average peak-to-trough decline

-2.89%

-1.61%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.89%

-0.26%

Volatility

TDTF vs. CPII - Volatility Comparison

The current volatility for FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) is 0.71%, while American Beacon Ionic Inflation Protection ETF (CPII) has a volatility of 1.00%. This indicates that TDTF experiences smaller price fluctuations and is considered to be less risky than CPII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TDTFCPIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

1.00%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

2.94%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

3.01%

3.31%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.68%

5.84%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.07%

5.84%

-0.77%

TDTF vs. CPII - Expense Ratio Comparison

TDTF has a 0.18% expense ratio, which is lower than CPII's 0.74% expense ratio.


Dividends

TDTF vs. CPII - Dividend Comparison

TDTF's dividend yield for the trailing twelve months is around 5.84%, more than CPII's 4.40% yield.


PositionTTM20252024202320222021202020192018201720162015
CPII
American Beacon Ionic Inflation Protection ETF
4.40%4.20%5.47%5.86%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDTF
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
5.84%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


TDTF and CPII have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPII has higher volatility (1.00%) compared to TDTF (0.71%). In terms of maximum drawdown, TDTF dropped -12.02% vs CPII's -6.40%.

On 3-year performance, TDTF leads with 4.41% vs 3.90% for CPII. On fees, TDTF is cheaper at 0.18% per year. On volatility, TDTF has been the lower-risk option at 0.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TDTF has performed better with a 4.41% return vs 3.90%. 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 0.74% for CPII.

TDTF has the higher dividend yield at 5.84%, compared with 4.40% for CPII.

They also come from different issuers: Northern Trust and American Beacon. Their fees differ too: 0.18% for TDTF and 0.74% for CPII.

CPII currently has the higher Sharpe Ratio (0.73 vs 0.67), 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

Find the right allocation for TDTF and CPII

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