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TDTT vs. BNDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDTT vs. BNDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) and FlexShares Core Select Bond Fund (BNDC). The values are adjusted to include any dividend payments, if applicable.

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TDTT vs. BNDC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
0.69%6.67%3.96%4.40%-4.58%5.49%6.84%5.74%0.25%0.43%
BNDC
FlexShares Core Select Bond Fund
0.06%7.29%0.86%5.36%-13.54%-2.01%8.66%9.57%-1.49%3.97%

Returns By Period

In the year-to-date period, TDTT achieves a 0.69% return, which is significantly higher than BNDC's 0.06% return.


TDTT

1D
-0.06%
1M
-0.14%
YTD
0.69%
6M
0.85%
1Y
3.66%
3Y*
4.29%
5Y*
3.00%
10Y*
3.03%

BNDC

1D
-0.04%
1M
-1.27%
YTD
0.06%
6M
0.66%
1Y
4.03%
3Y*
3.39%
5Y*
-0.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDTT vs. BNDC - Expense Ratio Comparison

TDTT has a 0.18% expense ratio, which is lower than BNDC's 0.35% expense ratio.


Return for Risk

TDTT vs. BNDC — Risk / Return Rank

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

TDTT
TDTT Risk / Return Rank: 8181
Overall Rank
TDTT Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
TDTT Sortino Ratio Rank: 8484
Sortino Ratio Rank
TDTT Omega Ratio Rank: 8080
Omega Ratio Rank
TDTT Calmar Ratio Rank: 8484
Calmar Ratio Rank
TDTT Martin Ratio Rank: 7575
Martin Ratio Rank

BNDC
BNDC Risk / Return Rank: 4747
Overall Rank
BNDC Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BNDC Sortino Ratio Rank: 4343
Sortino Ratio Rank
BNDC Omega Ratio Rank: 3636
Omega Ratio Rank
BNDC Calmar Ratio Rank: 6262
Calmar Ratio Rank
BNDC Martin Ratio Rank: 4747
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.

TDTT vs. BNDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) and FlexShares Core Select Bond Fund (BNDC). 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.


TDTTBNDCDifference

Sharpe ratio

Return per unit of total volatility

1.56

0.88

+0.68

Sortino ratio

Return per unit of downside risk

2.31

1.26

+1.05

Omega ratio

Gain probability vs. loss probability

1.32

1.16

+0.17

Calmar ratio

Return relative to maximum drawdown

2.64

1.70

+0.94

Martin ratio

Return relative to average drawdown

8.57

4.79

+3.78

TDTT vs. BNDC - Sharpe Ratio Comparison

The current TDTT Sharpe Ratio is 1.56, which is higher than the BNDC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of TDTT and BNDC, 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


TDTTBNDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

0.88

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

-0.00

+0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.21

+0.46

Correlation

The correlation between TDTT and BNDC is 0.51, 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

TDTT vs. BNDC - Dividend Comparison

TDTT's dividend yield for the trailing twelve months is around 3.70%, less than BNDC's 4.27% yield.


TTM2025202420232022202120202019201820172016
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
3.70%4.52%4.01%3.88%6.97%4.53%1.15%1.91%2.48%1.88%1.01%
BNDC
FlexShares Core Select Bond Fund
4.27%4.16%3.81%3.19%2.64%1.72%2.61%2.89%2.86%2.50%0.64%

Drawdowns

TDTT vs. BNDC - Drawdown Comparison

The maximum TDTT drawdown since its inception was -6.97%, smaller than the maximum BNDC drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for TDTT and BNDC.


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Drawdown Indicators


TDTTBNDCDifference

Max Drawdown

Largest peak-to-trough decline

-6.97%

-18.80%

+11.83%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-2.61%

+1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-6.97%

-18.60%

+11.63%

Max Drawdown (10Y)

Largest decline over 10 years

-6.97%

Current Drawdown

Current decline from peak

-0.51%

-3.35%

+2.84%

Average Drawdown

Average peak-to-trough decline

-1.62%

-7.43%

+5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.93%

-0.50%

Volatility

TDTT vs. BNDC - Volatility Comparison

The current volatility for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) is 0.65%, while FlexShares Core Select Bond Fund (BNDC) has a volatility of 1.53%. This indicates that TDTT experiences smaller price fluctuations and is considered to be less risky than BNDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDTTBNDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

1.53%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

2.69%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

2.35%

4.61%

-2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.68%

6.06%

-2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.38%

8.11%

-4.73%