TDTF vs. FSTZX
Compare and contrast key facts about FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) and Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (FSTZX).
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. FSTZX is managed by Fidelity. It was launched on Jan 17, 2022.
Performance
TDTF vs. FSTZX - Performance Comparison
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TDTF vs. FSTZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 0.50% | 7.83% | 2.40% | 4.10% | -9.73% | 0.89% |
FSTZX Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund | 1.02% | 5.99% | 4.87% | 4.67% | -2.83% | 1.32% |
Returns By Period
In the year-to-date period, TDTF achieves a 0.50% return, which is significantly lower than FSTZX's 1.02% return.
TDTF
- 1D
- -0.10%
- 1M
- -0.84%
- YTD
- 0.50%
- 6M
- 0.44%
- 1Y
- 3.86%
- 3Y*
- 3.67%
- 5Y*
- 1.99%
- 10Y*
- 2.87%
FSTZX
- 1D
- 0.00%
- 1M
- 0.10%
- YTD
- 1.02%
- 6M
- 1.20%
- 1Y
- 3.95%
- 3Y*
- 4.75%
- 5Y*
- —
- 10Y*
- —
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TDTF vs. FSTZX - Expense Ratio Comparison
TDTF has a 0.18% expense ratio, which is higher than FSTZX's 0.00% 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%.
Return for Risk
TDTF vs. FSTZX — Risk / Return Rank
TDTF
FSTZX
TDTF vs. FSTZX - 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 Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (FSTZX). 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.
| TDTF | FSTZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 2.00 | -0.98 |
Sortino ratioReturn per unit of downside risk | 1.45 | 3.04 | -1.59 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.44 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 3.92 | -2.46 |
Martin ratioReturn relative to average drawdown | 5.43 | 13.81 | -8.38 |
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
| TDTF | FSTZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 2.00 | -0.98 |
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 | 0.46 | 1.14 | -0.68 |
Correlation
The correlation between TDTF and FSTZX 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
TDTF vs. FSTZX - Dividend Comparison
TDTF's dividend yield for the trailing twelve months is around 3.82%, less than FSTZX's 3.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 3.82% | 4.58% | 3.98% | 3.97% | 7.60% | 4.55% | 1.13% | 1.80% | 2.60% | 2.20% | 1.51% | 0.21% |
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% |
Drawdowns
TDTF vs. FSTZX - Drawdown Comparison
The maximum TDTF drawdown since its inception was -12.02%, which is greater than FSTZX's maximum drawdown of -5.30%. Use the drawdown chart below to compare losses from any high point for TDTF and FSTZX.
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Drawdown Indicators
| TDTF | FSTZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.02% | -5.30% | -6.72% |
Max Drawdown (1Y)Largest decline over 1 year | -2.56% | -1.03% | -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 | -1.03% | -0.30% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -2.94% | -1.13% | -1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.29% | +0.40% |
Volatility
TDTF vs. FSTZX - Volatility Comparison
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) has a higher volatility of 1.15% compared to Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (FSTZX) at 0.57%. This indicates that TDTF's price experiences larger fluctuations and is considered to be riskier than FSTZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDTF | FSTZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 0.57% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 2.11% | 1.07% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.81% | 1.99% | +1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.70% | 2.83% | +2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.08% | 2.83% | +2.25% |