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TDTT vs. TDTF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDTT vs. TDTF - 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 iBoxx 5-Year Target Duration TIPS Index Fund (TDTF). 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 1.76% return, which is significantly higher than TDTF's 1.52% return. Over the past 10 years, TDTT has outperformed TDTF with an annualized return of 3.10%, while TDTF has yielded a comparatively lower 2.94% annualized return.


TDTT

1D
-0.04%
1M
-0.02%
YTD
1.76%
6M
1.79%
1Y
4.44%
3Y*
4.93%
5Y*
2.84%
10Y*
3.10%

TDTF

1D
0.00%
1M
-0.28%
YTD
1.52%
6M
1.29%
1Y
4.72%
3Y*
4.46%
5Y*
1.72%
10Y*
2.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDTT vs. TDTF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
1.76%6.67%3.96%4.40%-4.58%5.49%6.84%5.74%0.25%0.43%
TDTF
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
1.52%7.83%2.40%4.10%-9.73%5.54%9.98%7.99%-0.82%1.93%

Correlation

The correlation between TDTT and TDTF is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2011

0.81

The correlation between TDTT and TDTF shifts across timeframes, from 0.81 (all time) to 0.91 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TDTT vs. TDTF — Risk / Return Rank

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

TDTT
TDTT Risk / Return Rank: 8383
Overall Rank
TDTT Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TDTT Sortino Ratio Rank: 8989
Sortino Ratio Rank
TDTT Omega Ratio Rank: 8282
Omega Ratio Rank
TDTT Calmar Ratio Rank: 8787
Calmar Ratio Rank
TDTT Martin Ratio Rank: 8181
Martin Ratio Rank

TDTF
TDTF Risk / Return Rank: 5252
Overall Rank
TDTF Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TDTF Sortino Ratio Rank: 4949
Sortino Ratio Rank
TDTF Omega Ratio Rank: 4545
Omega Ratio Rank
TDTF Calmar Ratio Rank: 6161
Calmar Ratio Rank
TDTF Martin Ratio Rank: 5858
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. TDTF - 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 iBoxx 5-Year Target Duration TIPS Index Fund (TDTF). 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.


TDTTTDTFDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.63

Omega ratioGain probability vs. loss probability

1.49

1.28

+0.21

Calmar ratioReturn relative to maximum drawdown

4.93

3.00

+1.93

Martin ratioReturn relative to average drawdown

16.04

10.06

+5.98

TDTT vs. TDTF - Sharpe Ratio Comparison

The current TDTT Sharpe Ratio is 2.43, which is higher than the TDTF Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of TDTT and TDTF, 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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Sharpe Ratios by Period


TDTTTDTFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

1.56

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.30

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.58

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.47

+0.22

Drawdowns

TDTT vs. TDTF - Drawdown Comparison

The maximum TDTT drawdown since its inception was -6.97%, smaller than the maximum TDTF drawdown of -12.02%. Use the drawdown chart below to compare losses from any high point for TDTT and TDTF.


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Drawdown Indicators


TDTTTDTFDifference

Max Drawdown

Largest peak-to-trough decline

-6.97%

-12.02%

+5.05%

Max Drawdown (1Y)

Largest decline over 1 year

-0.90%

-1.58%

+0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

-3.79%

+2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-6.97%

-12.02%

+5.05%

Max Drawdown (10Y)

Largest decline over 10 years

-6.97%

-12.02%

+5.05%

Current Drawdown

Current decline from peak

-0.18%

-0.57%

+0.39%

Average Drawdown

Average peak-to-trough decline

-1.60%

-2.91%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.48%

-0.20%

Volatility

TDTT vs. TDTF - Volatility Comparison

The current volatility for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) is 0.45%, while FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) has a volatility of 0.71%. This indicates that TDTT experiences smaller price fluctuations and is considered to be less risky than TDTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDTTTDTFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

0.71%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

1.21%

1.97%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

1.84%

3.05%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.67%

5.69%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.38%

5.07%

-1.69%

TDTT vs. TDTF - Expense Ratio Comparison

Both TDTT and TDTF have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

TDTT vs. TDTF - Dividend Comparison

TDTT's dividend yield for the trailing twelve months is around 4.55%, less than TDTF's 4.71% yield.


PositionTTM20252024202320222021202020192018201720162015
TDTF
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
4.71%4.58%3.98%3.97%7.60%4.55%1.13%1.80%2.60%2.20%1.51%0.21%
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
4.55%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 TDTF have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TDTF has higher volatility (0.71%) compared to TDTT (0.45%). In terms of maximum drawdown, TDTT dropped -6.97% vs TDTF's -12.02%.

On 10-year performance, TDTT leads with 3.10% vs 2.94% for TDTF. Both ETFs have the same 0.18% expense ratio. On volatility, TDTT has been the lower-risk option at 0.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TDTT has performed better with a 3.10% return vs 2.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TDTT and TDTF have the same expense ratio: 0.18% per year.

TDTF has the higher dividend yield at 4.71%, compared with 4.55% for TDTT.

TDTT tracks iBoxx 3-Year Target Duration TIPS, while TDTF tracks iBoxx 5-Year Target Duration TIPS.

TDTT currently has the higher Sharpe Ratio (2.43 vs 1.56), 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.

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