TDTT vs. VTP
TDTT (FlexShares iBoxx 3-Year Target Duration TIPS Index Fund) and VTP (Vanguard Total Inflation-Protected Securities ETF) are both Inflation-Protected Bonds funds - TDTT tracks the iBoxx 3-Year Target Duration TIPS while VTP tracks the ICE U.S. Treasury Inflation Linked Bond Index 0-5. Both are passively managed. A 0.78 correlation means they provide meaningful diversification when combined. TDTT charges 0.18%/yr vs 0.05%/yr for VTP.
Performance
TDTT vs. VTP - Performance Comparison
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Returns By Period
In the year-to-date period, TDTT achieves a 1.17% return, which is significantly lower than VTP's 1.27% return.
TDTT
- 1D
- 0.15%
- 1M
- -0.35%
- YTD
- 1.17%
- 6M
- 1.30%
- 1Y
- 3.35%
- 3Y*
- 4.80%
- 5Y*
- 2.80%
- 10Y*
- 3.00%
VTP
- 1D
- 0.17%
- 1M
- -0.07%
- YTD
- 1.27%
- 6M
- 1.19%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TDTT vs. VTP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 1.17% | 2.02% |
VTP Vanguard Total Inflation-Protected Securities ETF | 1.27% | 2.46% |
Correlation
The correlation between TDTT and VTP is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.78 |
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Return for Risk
TDTT vs. VTP — Risk / Return Rank
TDTT
VTP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TDTT vs. VTP - 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 Vanguard Total Inflation-Protected Securities ETF (VTP). 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.
| TDTT | VTP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.34 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | — | — |
| Martin ratioReturn relative to average drawdown | 10.60 | — | — |
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Drawdowns
TDTT vs. VTP - Drawdown Comparison
The maximum TDTT drawdown since its inception was -6.97%, which is greater than VTP's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for TDTT and VTP.
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Drawdown Indicators
| TDTT | VTP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.97% | -1.92% | -5.05% |
Max Drawdown (1Y)Largest decline over 1 year | -0.97% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -1.53% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -6.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -6.97% | — | — |
Current DrawdownCurrent decline from peak | -0.76% | -0.58% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -1.59% | -0.52% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | — | — |
Volatility
TDTT vs. VTP - Volatility Comparison
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Volatility by Period
| TDTT | VTP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 1.41% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 3.35% | -1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.66% | 3.35% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.38% | 3.35% | +0.03% |
TDTT vs. VTP - Expense Ratio Comparison
TDTT has a 0.18% expense ratio, which is higher than VTP'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%.
Dividends
TDTT vs. VTP - Dividend Comparison
TDTT's dividend yield for the trailing twelve months is around 4.57%, more than VTP's 1.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 4.57% | 4.52% | 4.01% | 3.88% | 6.97% | 4.53% | 1.15% | 1.91% | 2.48% | 1.88% | 1.01% |
VTP Vanguard Total Inflation-Protected Securities ETF | 1.62% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TDTT and VTP have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VTP is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VTP is cheaper with a 0.05% expense ratio, compared with 0.18% for TDTT.
TDTT has the higher dividend yield at 4.57%, compared with 1.62% for VTP.
TDTT tracks iBoxx 3-Year Target Duration TIPS, while VTP tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5. They also come from different issuers: Northern Trust and Vanguard. Their fees differ too: 0.18% for TDTT and 0.05% for VTP.
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