PortfoliosLab logoPortfoliosLab logo
TDTT vs. SDCP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDTT vs. SDCP - 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 Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TDTT vs. SDCP - Yearly Performance Comparison


2026 (YTD)202520242023
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
0.69%6.67%3.96%1.98%
SDCP
Virtus Newfleet Short Duration Core Plus Bond ETF
0.48%5.37%5.24%1.98%

Returns By Period

In the year-to-date period, TDTT achieves a 0.69% return, which is significantly higher than SDCP's 0.48% 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%

SDCP

1D
0.06%
1M
-0.40%
YTD
0.48%
6M
1.64%
1Y
4.39%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. SDCP - Expense Ratio Comparison

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


Return for Risk

TDTT vs. SDCP — 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

SDCP
SDCP Risk / Return Rank: 9696
Overall Rank
SDCP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SDCP Sortino Ratio Rank: 9797
Sortino Ratio Rank
SDCP Omega Ratio Rank: 9797
Omega Ratio Rank
SDCP Calmar Ratio Rank: 9898
Calmar Ratio Rank
SDCP Martin Ratio Rank: 9696
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. SDCP - 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 Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP). 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.


TDTTSDCPDifference

Sharpe ratio

Return per unit of total volatility

1.56

2.36

-0.79

Sortino ratio

Return per unit of downside risk

2.31

3.67

-1.36

Omega ratio

Gain probability vs. loss probability

1.32

1.56

-0.24

Calmar ratio

Return relative to maximum drawdown

2.64

5.59

-2.95

Martin ratio

Return relative to average drawdown

8.57

18.33

-9.76

TDTT vs. SDCP - Sharpe Ratio Comparison

The current TDTT Sharpe Ratio is 1.56, which is lower than the SDCP Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of TDTT and SDCP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TDTTSDCPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

2.36

-0.79

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

2.66

-1.99

Correlation

The correlation between TDTT and SDCP is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TDTT vs. SDCP - Dividend Comparison

TDTT's dividend yield for the trailing twelve months is around 3.70%, less than SDCP's 5.27% 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%
SDCP
Virtus Newfleet Short Duration Core Plus Bond ETF
5.27%5.16%5.25%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TDTT vs. SDCP - Drawdown Comparison

The maximum TDTT drawdown since its inception was -6.97%, which is greater than SDCP's maximum drawdown of -1.00%. Use the drawdown chart below to compare losses from any high point for TDTT and SDCP.


Loading graphics...

Drawdown Indicators


TDTTSDCPDifference

Max Drawdown

Largest peak-to-trough decline

-6.97%

-1.00%

-5.97%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-0.82%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-6.97%

Max Drawdown (10Y)

Largest decline over 10 years

-6.97%

Current Drawdown

Current decline from peak

-0.51%

-0.48%

-0.03%

Average Drawdown

Average peak-to-trough decline

-1.62%

-0.18%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.25%

+0.18%

Volatility

TDTT vs. SDCP - Volatility Comparison

FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) has a higher volatility of 0.65% compared to Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP) at 0.40%. This indicates that TDTT's price experiences larger fluctuations and is considered to be riskier than SDCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TDTTSDCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

0.40%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

0.94%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

2.35%

1.88%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.68%

2.10%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.38%

2.10%

+1.28%