PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
TDTF vs. VABS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

TDTF vs. VABS

Last updated May 12, 2025

Compare and contrast key facts about FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) and Virtus Newfleet ABS/MBS ETF (VABS).

TDTF and VABS 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. VABS is an actively managed fund by Virtus Investment Partners. It was launched on Feb 9, 2021.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TDTF or VABS.

Correlation

The correlation between TDTF and VABS is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

TDTF vs. VABS - 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 Virtus Newfleet ABS/MBS ETF (VABS). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

TDTF:

4.15%

VABS:

2.67%

Max Drawdown

TDTF:

-0.33%

VABS:

-0.21%

Current Drawdown

TDTF:

-0.29%

VABS:

-0.02%

Returns By Period

TDTF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VABS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

TDTF vs. VABS - Expense Ratio Comparison

TDTF has a 0.18% expense ratio, which is lower than VABS's 0.39% expense ratio.

VABS
Virtus Newfleet ABS/MBS ETF
TDTF
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund

Risk-Adjusted Performance

TDTF vs. VABS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TDTF
The Risk-Adjusted Performance Rank of TDTF is 8989
Overall Rank
The Sharpe Ratio Rank of TDTF is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of TDTF is 9292
Sortino Ratio Rank
The Omega Ratio Rank of TDTF is 9191
Omega Ratio Rank
The Calmar Ratio Rank of TDTF is 8282
Calmar Ratio Rank
The Martin Ratio Rank of TDTF is 8585
Martin Ratio Rank
VABS
The Risk-Adjusted Performance Rank of VABS is 9898
Overall Rank
The Sharpe Ratio Rank of VABS is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of VABS is 9898
Sortino Ratio Rank
The Omega Ratio Rank of VABS is 9898
Omega Ratio Rank
The Calmar Ratio Rank of VABS is 9797
Calmar Ratio Rank
The Martin Ratio Rank of VABS is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TDTF vs. VABS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) and Virtus Newfleet ABS/MBS ETF (VABS). 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.

No data
No data
No data
No data
No data

Loading data...

Dividends

TDTF vs. VABS - Dividend Comparison

TDTF's dividend yield for the trailing twelve months is around 4.20%, less than VABS's 5.12% yield.

TTM20242023202220212020201920182017201620152014
TDTF
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund		4.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VABS
Virtus Newfleet ABS/MBS ETF		5.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TDTF vs. VABS - Drawdown Comparison

The maximum TDTF drawdown since its inception was -0.33%, which is greater than VABS's maximum drawdown of -0.21%. Use the drawdown chart below to compare losses from any high point for TDTF and VABS. For additional features, visit the drawdowns tool.

Loading data...

Volatility

TDTF vs. VABS - Volatility Comparison

Loading data...