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TDTT vs. RINF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDTT vs. RINF - 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 ProShares Inflation Expectations ETF (RINF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TDTT achieves a 1.36% return, which is significantly lower than RINF's 3.08% return. Over the past 10 years, TDTT has underperformed RINF with an annualized return of 3.04%, while RINF has yielded a comparatively higher 4.71% annualized return.


TDTT

1D
-0.07%
1M
0.10%
6M
1.06%
YTD
1.36%
1Y
2.49%
3Y*
4.78%
5Y*
2.53%
10Y*
3.04%
ALL TIME*
2.20%

RINF

1D
-0.09%
1M
1.37%
6M
2.73%
YTD
3.08%
1Y
4.58%
3Y*
3.55%
5Y*
6.04%
10Y*
4.71%
ALL TIME*
1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$103.67K$116.51K$133.64K
$4.63M$4.98M$5.09M

TDTT vs. RINF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
1.36%6.67%3.96%4.40%-4.58%5.49%6.84%5.74%0.25%0.43%
RINF
ProShares Inflation Expectations ETF
3.08%1.64%9.79%0.21%8.77%16.20%1.98%1.82%-0.79%-1.70%

Correlation

The correlation between TDTT and RINF is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.02

Correlation (3Y)
Balances recent behavior with more history.

-0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.06

Correlation (10Y)
Provides a long-term view across more market conditions.

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2012

0.12

The correlation between TDTT and RINF shifts across timeframes, from -0.12 (3 years) to 0.14 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

TDTT vs. RINF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TDTT
TDTT Risk / Return Rank: 5858
Overall Rank
TDTT Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
TDTT Sortino Ratio Rank: 5656
Sortino Ratio Rank
TDTT Omega Ratio Rank: 5656
Omega Ratio Rank
TDTT Calmar Ratio Rank: 7171
Calmar Ratio Rank
TDTT Martin Ratio Rank: 5555
Martin Ratio Rank

RINF
RINF Risk / Return Rank: 4444
Overall Rank
RINF Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
RINF Sortino Ratio Rank: 4343
Sortino Ratio Rank
RINF Omega Ratio Rank: 4040
Omega Ratio Rank
RINF Calmar Ratio Rank: 5454
Calmar Ratio Rank
RINF Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TDTT vs. RINF - 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 ProShares Inflation Expectations ETF (RINF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TDTTRINFDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.26

1.19

+0.07

Calmar ratioReturn relative to maximum drawdown

2.58

2.01

+0.57

Martin ratioReturn relative to average drawdown

6.86

4.97

+1.89

TDTT vs. RINF - Sharpe Ratio Comparison

The current TDTT Sharpe Ratio is 1.37, which is comparable to the RINF Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of TDTT and RINF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TDTT vs. RINF - Drawdown Comparison

The maximum TDTT drawdown since its inception was -6.97%, smaller than the maximum RINF drawdown of -43.51%. Use the drawdown chart below to compare losses from any high point for TDTT and RINF.


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Drawdown Indicators


TDTTRINFDifference

Max Drawdown

Largest peak-to-trough decline

-6.97%

-43.51%

+36.54%

Max Drawdown (1Y)

Largest decline over 1 year

-0.97%

-2.29%

+1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

-9.62%

+8.09%

Max Drawdown (5Y)

Largest decline over 5 years

-6.97%

-13.58%

+6.61%

Max Drawdown (10Y)

Largest decline over 10 years

-6.97%

-29.18%

+22.21%

Current Drawdown

Current decline from peak

-0.58%

-0.09%

-0.49%

Average Drawdown

Average peak-to-trough decline

-1.59%

-16.28%

+14.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.92%

-0.56%

Volatility

TDTT vs. RINF - Volatility Comparison

The current volatility for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) is 0.55%, while ProShares Inflation Expectations ETF (RINF) has a volatility of 1.47%. This indicates that TDTT experiences smaller price fluctuations and is considered to be less risky than RINF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDTTRINFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.55%

1.47%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

1.44%

3.13%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

1.83%

4.21%

-2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.66%

12.50%

-8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.38%

12.54%

-9.16%

TDTT vs. RINF - Expense Ratio Comparison

TDTT has a 0.18% expense ratio, which is lower than RINF's 0.30% expense ratio.


Dividends

TDTT vs. RINF - Dividend Comparison

TDTT's dividend yield for the trailing twelve months is around 5.61%, more than RINF's 3.64% yield.


PositionTTM20252024202320222021202020192018201720162015
RINF
ProShares Inflation Expectations ETF
3.64%3.89%4.68%5.07%1.15%2.76%0.82%1.90%2.47%2.99%1.09%1.83%
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
5.61%4.52%4.01%3.88%6.97%4.53%1.15%1.91%2.48%1.88%1.01%0.00%

Frequently Asked Questions


TDTT and RINF have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RINF has higher volatility (1.47%) compared to TDTT (0.55%). In terms of maximum drawdown, TDTT dropped -6.97% vs RINF's -43.51%.

On 10-year performance, RINF leads with 4.71% vs 3.04% for TDTT. On fees, TDTT is cheaper at 0.18% per year. On volatility, TDTT has been the lower-risk option at 0.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RINF has performed better with a 4.71% return vs 3.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TDTT is cheaper with a 0.18% expense ratio, compared with 0.30% for RINF.

TDTT has the higher dividend yield at 5.61%, compared with 3.64% for RINF.

TDTT tracks iBoxx 3-Year Target Duration TIPS, while RINF tracks FTSE 30-Year TIPS (Treasury Rate-Hedged) Index. They also come from different issuers: Northern Trust and ProShares. Their fees differ too: 0.18% for TDTT and 0.30% for RINF.

TDTT currently has the higher Sharpe Ratio (1.37 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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