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

Correlation

The correlation between TDTT and TLH 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. TLH - 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 iShares 10-20 Year Treasury Bond ETF (TLH). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.06%
-2.14%
TDTT
TLH

Key characteristics

Sharpe Ratio

TDTT:

1.45

TLH:

-0.33

Sortino Ratio

TDTT:

2.11

TLH:

-0.38

Omega Ratio

TDTT:

1.27

TLH:

0.96

Calmar Ratio

TDTT:

1.65

TLH:

-0.10

Martin Ratio

TDTT:

6.69

TLH:

-0.77

Ulcer Index

TDTT:

0.56%

TLH:

4.98%

Daily Std Dev

TDTT:

2.59%

TLH:

11.57%

Max Drawdown

TDTT:

-6.97%

TLH:

-41.14%

Current Drawdown

TDTT:

-1.40%

TLH:

-33.41%

Returns By Period

In the year-to-date period, TDTT achieves a 3.78% return, which is significantly higher than TLH's -3.73% return. Over the past 10 years, TDTT has outperformed TLH with an annualized return of 2.47%, while TLH has yielded a comparatively lower -0.46% annualized return.


TDTT

YTD

3.78%

1M

-0.31%

6M

1.99%

1Y

3.78%

5Y*

3.20%

10Y*

2.47%

TLH

YTD

-3.73%

1M

-1.18%

6M

-1.91%

1Y

-3.14%

5Y*

-4.29%

10Y*

-0.46%

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. TLH - Expense Ratio Comparison

TDTT has a 0.18% expense ratio, which is higher than TLH's 0.15% 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 TLH: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

TDTT vs. TLH - 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 iShares 10-20 Year Treasury Bond ETF (TLH). 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 market0.002.004.001.45-0.33
The chart of Sortino ratio for TDTT, currently valued at 2.11, compared to the broader market-2.000.002.004.006.008.0010.002.11-0.38
The chart of Omega ratio for TDTT, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.270.96
The chart of Calmar ratio for TDTT, currently valued at 1.65, compared to the broader market0.005.0010.0015.001.65-0.10
The chart of Martin ratio for TDTT, currently valued at 6.69, compared to the broader market0.0020.0040.0060.0080.00100.006.69-0.77
TDTT
TLH

The current TDTT Sharpe Ratio is 1.45, which is higher than the TLH Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of TDTT and TLH, 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
-0.33
TDTT
TLH

Dividends

TDTT vs. TLH - Dividend Comparison

TDTT's dividend yield for the trailing twelve months is around 4.02%, less than TLH's 4.26% 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%
TLH
iShares 10-20 Year Treasury Bond ETF
4.26%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%2.12%2.41%

Drawdowns

TDTT vs. TLH - Drawdown Comparison

The maximum TDTT drawdown since its inception was -6.97%, smaller than the maximum TLH drawdown of -41.14%. Use the drawdown chart below to compare losses from any high point for TDTT and TLH. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.40%
-33.41%
TDTT
TLH

Volatility

TDTT vs. TLH - Volatility Comparison

The current volatility for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) is 0.67%, while iShares 10-20 Year Treasury Bond ETF (TLH) has a volatility of 3.36%. This indicates that TDTT experiences smaller price fluctuations and is considered to be less risky than TLH 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%JulyAugustSeptemberOctoberNovemberDecember
0.67%
3.36%
TDTT
TLH
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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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