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TDTT vs. SCHQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TDTT and SCHQ is 0.43, 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.


-0.50.00.51.00.4

Performance

TDTT vs. SCHQ - 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 Schwab Long-Term U.S. Treasury ETF (SCHQ). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.70%
-25.93%
TDTT
SCHQ

Key characteristics

Sharpe Ratio

TDTT:

1.45

SCHQ:

-0.47

Sortino Ratio

TDTT:

2.11

SCHQ:

-0.56

Omega Ratio

TDTT:

1.27

SCHQ:

0.94

Calmar Ratio

TDTT:

1.65

SCHQ:

-0.14

Martin Ratio

TDTT:

6.69

SCHQ:

-1.01

Ulcer Index

TDTT:

0.56%

SCHQ:

5.96%

Daily Std Dev

TDTT:

2.59%

SCHQ:

12.96%

Max Drawdown

TDTT:

-6.97%

SCHQ:

-46.13%

Current Drawdown

TDTT:

-1.40%

SCHQ:

-39.31%

Returns By Period

In the year-to-date period, TDTT achieves a 3.78% return, which is significantly higher than SCHQ's -5.60% return.


TDTT

YTD

3.78%

1M

-0.31%

6M

1.99%

1Y

3.78%

5Y*

3.20%

10Y*

2.47%

SCHQ

YTD

-5.60%

1M

-1.49%

6M

-2.97%

1Y

-5.65%

5Y*

-5.21%

10Y*

N/A

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. SCHQ - Expense Ratio Comparison

TDTT has a 0.18% expense ratio, which is higher than SCHQ's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
Expense ratio chart for TDTT: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for SCHQ: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

TDTT vs. SCHQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) and Schwab Long-Term U.S. Treasury ETF (SCHQ). 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.


Sharpe ratio
The chart of Sharpe ratio for TDTT, currently valued at 1.45, compared to the broader market0.002.004.001.45-0.47
The chart of Sortino ratio for TDTT, currently valued at 2.11, compared to the broader market-2.000.002.004.006.008.0010.002.11-0.56
The chart of Omega ratio for TDTT, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.270.94
The chart of Calmar ratio for TDTT, currently valued at 1.65, compared to the broader market0.005.0010.0015.001.65-0.14
The chart of Martin ratio for TDTT, currently valued at 6.69, compared to the broader market0.0020.0040.0060.0080.00100.006.69-1.01
TDTT
SCHQ

The current TDTT Sharpe Ratio is 1.45, which is higher than the SCHQ Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of TDTT and SCHQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.45
-0.47
TDTT
SCHQ

Dividends

TDTT vs. SCHQ - Dividend Comparison

TDTT's dividend yield for the trailing twelve months is around 4.02%, less than SCHQ's 4.54% yield.


TTM20232022202120202019201820172016201520142013
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
4.02%3.88%6.97%4.53%1.15%1.91%2.48%1.88%1.01%0.00%0.85%0.19%
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.54%3.79%2.88%1.69%1.52%0.44%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TDTT vs. SCHQ - Drawdown Comparison

The maximum TDTT drawdown since its inception was -6.97%, smaller than the maximum SCHQ drawdown of -46.13%. Use the drawdown chart below to compare losses from any high point for TDTT and SCHQ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.40%
-39.31%
TDTT
SCHQ

Volatility

TDTT vs. SCHQ - Volatility Comparison

The current volatility for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) is 0.67%, while Schwab Long-Term U.S. Treasury ETF (SCHQ) has a volatility of 3.89%. This indicates that TDTT experiences smaller price fluctuations and is considered to be less risky than SCHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.67%
3.89%
TDTT
SCHQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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