TDTT vs. JCPI
Compare and contrast key facts about FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) and JPMorgan Inflation Managed Bond ETF (JCPI).
TDTT and JCPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TDTT is a passively managed fund by Northern Trust that tracks the performance of the iBoxx 3-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
TDTT vs. JCPI - Performance Comparison
Loading graphics...
TDTT vs. JCPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 0.69% | 6.67% | 3.96% | 4.40% | -3.34% |
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, TDTT achieves a 0.69% return, which is significantly higher than JCPI's 0.36% 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%
JCPI
- 1D
- -0.33%
- 1M
- -0.83%
- YTD
- 0.36%
- 6M
- 0.10%
- 1Y
- 3.67%
- 3Y*
- 4.41%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TDTT vs. JCPI - Expense Ratio Comparison
TDTT 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
TDTT vs. JCPI — Risk / Return Rank
TDTT
JCPI
TDTT vs. JCPI - 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 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.
| TDTT | JCPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 0.99 | +0.57 |
Sortino ratioReturn per unit of downside risk | 2.31 | 1.43 | +0.89 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.19 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.39 | +1.25 |
Martin ratioReturn relative to average drawdown | 8.57 | 5.40 | +3.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TDTT | JCPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 0.99 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 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 | 0.62 | +0.05 |
Correlation
The correlation between TDTT and JCPI is 0.80, 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
TDTT vs. JCPI - Dividend Comparison
TDTT's dividend yield for the trailing twelve months is around 3.70%, more than JCPI's 3.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
TDTT vs. JCPI - Drawdown Comparison
The maximum TDTT drawdown since its inception was -6.97%, smaller than the maximum JCPI drawdown of -7.85%. Use the drawdown chart below to compare losses from any high point for TDTT and JCPI.
Loading graphics...
Drawdown Indicators
| TDTT | JCPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.97% | -7.85% | +0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -2.77% | +1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -6.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -6.97% | — | — |
Current DrawdownCurrent decline from peak | -0.51% | -1.13% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -1.62% | -1.93% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 0.71% | -0.28% |
Volatility
TDTT vs. JCPI - Volatility Comparison
The current volatility for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) is 0.65%, while JPMorgan Inflation Managed Bond ETF (JCPI) has a volatility of 1.17%. This indicates that TDTT experiences smaller price fluctuations and is considered to be less risky than JCPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TDTT | JCPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.65% | 1.17% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 1.19% | 1.96% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.35% | 3.73% | -1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.68% | 4.55% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.38% | 4.55% | -1.17% |