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TDTF vs. GBIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDTF vs. GBIAX - 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 Nationwide Bond Index Fund (GBIAX). The values are adjusted to include any dividend payments, if applicable.

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TDTF vs. GBIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TDTF
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
0.50%7.83%2.40%4.10%-9.73%5.54%9.98%7.99%-0.82%1.93%
GBIAX
Nationwide Bond Index Fund
-0.40%6.54%0.44%5.03%-14.06%-2.38%6.60%8.08%-0.74%2.89%

Returns By Period

In the year-to-date period, TDTF achieves a 0.50% return, which is significantly higher than GBIAX's -0.40% return. Over the past 10 years, TDTF has outperformed GBIAX with an annualized return of 2.87%, while GBIAX has yielded a comparatively lower 0.91% annualized 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%

GBIAX

1D
0.21%
1M
-1.63%
YTD
-0.40%
6M
0.20%
1Y
3.11%
3Y*
2.83%
5Y*
-0.58%
10Y*
0.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDTF vs. GBIAX - Expense Ratio Comparison

TDTF has a 0.18% expense ratio, which is lower than GBIAX's 0.64% expense ratio.


Return for Risk

TDTF vs. GBIAX — Risk / Return Rank

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

TDTF
TDTF Risk / Return Rank: 5252
Overall Rank
TDTF Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
TDTF Sortino Ratio Rank: 5252
Sortino Ratio Rank
TDTF Omega Ratio Rank: 4646
Omega Ratio Rank
TDTF Calmar Ratio Rank: 5454
Calmar Ratio Rank
TDTF Martin Ratio Rank: 5353
Martin Ratio Rank

GBIAX
GBIAX Risk / Return Rank: 3030
Overall Rank
GBIAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GBIAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
GBIAX Omega Ratio Rank: 1919
Omega Ratio Rank
GBIAX Calmar Ratio Rank: 4949
Calmar Ratio Rank
GBIAX Martin Ratio Rank: 3131
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.

TDTF vs. GBIAX - 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 Nationwide Bond Index Fund (GBIAX). 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.


TDTFGBIAXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.77

+0.25

Sortino ratio

Return per unit of downside risk

1.45

1.10

+0.35

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.05

Calmar ratio

Return relative to maximum drawdown

1.46

1.40

+0.07

Martin ratio

Return relative to average drawdown

5.43

3.85

+1.57

TDTF vs. GBIAX - Sharpe Ratio Comparison

The current TDTF Sharpe Ratio is 1.02, which is higher than the GBIAX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of TDTF and GBIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TDTFGBIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.77

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

-0.10

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.18

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.73

-0.27

Correlation

The correlation between TDTF and GBIAX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TDTF vs. GBIAX - Dividend Comparison

TDTF's dividend yield for the trailing twelve months is around 3.82%, more than GBIAX's 2.97% yield.


TTM20252024202320222021202020192018201720162015
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%
GBIAX
Nationwide Bond Index Fund
2.97%3.18%3.07%2.57%1.59%3.02%1.79%2.27%2.29%1.93%2.15%2.43%

Drawdowns

TDTF vs. GBIAX - Drawdown Comparison

The maximum TDTF drawdown since its inception was -12.02%, smaller than the maximum GBIAX drawdown of -20.26%. Use the drawdown chart below to compare losses from any high point for TDTF and GBIAX.


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Drawdown Indicators


TDTFGBIAXDifference

Max Drawdown

Largest peak-to-trough decline

-12.02%

-20.26%

+8.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.56%

-2.73%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

-19.07%

+7.05%

Max Drawdown (10Y)

Largest decline over 10 years

-12.02%

-20.26%

+8.24%

Current Drawdown

Current decline from peak

-1.03%

-6.78%

+5.75%

Average Drawdown

Average peak-to-trough decline

-2.94%

-3.02%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.99%

-0.30%

Volatility

TDTF vs. GBIAX - Volatility Comparison

The current volatility for FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) is 1.15%, while Nationwide Bond Index Fund (GBIAX) has a volatility of 1.54%. This indicates that TDTF experiences smaller price fluctuations and is considered to be less risky than GBIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDTFGBIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.54%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

2.62%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

4.36%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

5.98%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

4.94%

+0.14%