TDTF vs. JCPI
Compare and contrast key facts about FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) and JPMorgan Inflation Managed Bond ETF (JCPI).
TDTF and JCPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. JCPI is an actively managed fund by JPMorgan. It was launched on Mar 31, 2010.
Performance
TDTF vs. JCPI - Performance Comparison
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TDTF vs. JCPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 0.50% | 7.83% | 2.40% | 4.10% | -6.00% |
JCPI JPMorgan Inflation Managed Bond ETF | 0.36% | 7.10% | 4.70% | 5.04% | -5.53% |
Returns By Period
In the year-to-date period, TDTF achieves a 0.50% return, which is significantly higher than JCPI's 0.36% 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%
JCPI
- 1D
- -0.33%
- 1M
- -0.83%
- YTD
- 0.36%
- 6M
- 0.10%
- 1Y
- 3.67%
- 3Y*
- 4.41%
- 5Y*
- —
- 10Y*
- —
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TDTF vs. JCPI - Expense Ratio Comparison
TDTF has a 0.18% expense ratio, which is lower than JCPI's 0.25% expense ratio. Despite the difference, 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. JCPI — Risk / Return Rank
TDTF
JCPI
TDTF vs. JCPI - 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 JPMorgan Inflation Managed Bond ETF (JCPI). 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 | JCPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.99 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.43 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.39 | +0.08 |
Martin ratioReturn relative to average drawdown | 5.43 | 5.40 | +0.02 |
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 | JCPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.99 | +0.03 |
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 | 0.62 | -0.16 |
Correlation
The correlation between TDTF and JCPI is 0.84, 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. JCPI - Dividend Comparison
TDTF's dividend yield for the trailing twelve months is around 3.82%, more than JCPI's 3.65% 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% |
JCPI JPMorgan Inflation Managed Bond ETF | 3.65% | 3.93% | 3.98% | 3.45% | 3.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TDTF vs. JCPI - Drawdown Comparison
The maximum TDTF drawdown since its inception was -12.02%, which is greater than JCPI's maximum drawdown of -7.85%. Use the drawdown chart below to compare losses from any high point for TDTF and JCPI.
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Drawdown Indicators
| TDTF | JCPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.02% | -7.85% | -4.17% |
Max Drawdown (1Y)Largest decline over 1 year | -2.56% | -2.77% | +0.21% |
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% | -1.13% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -2.94% | -1.93% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.71% | -0.02% |
Volatility
TDTF vs. JCPI - Volatility Comparison
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) and JPMorgan Inflation Managed Bond ETF (JCPI) have volatilities of 1.15% and 1.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDTF | JCPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 1.17% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.11% | 1.96% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.81% | 3.73% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.70% | 4.55% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.08% | 4.55% | +0.53% |