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 1.81% return, which is significantly higher than VTP's 1.55% return.
TDTT
- 1D
- 0.00%
- 1M
- -0.06%
- YTD
- 1.81%
- 6M
- 1.77%
- 1Y
- 4.65%
- 3Y*
- 5.00%
- 5Y*
- 2.85%
- 10Y*
- 3.11%
VTP
- 1D
- -0.16%
- 1M
- -0.08%
- YTD
- 1.55%
- 6M
- 1.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TDTT vs. VTP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 1.81% | 1.85% |
VTP Vanguard Total Inflation-Protected Securities ETF | 1.55% | 2.27% |
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 10, 2025 | 0.78 |
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Return for Risk
TDTT vs. VTP — Risk / Return Rank
TDTT
VTP
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.
| TDTT | VTP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.51 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 5.17 | — | — |
| Martin ratioReturn relative to average drawdown | 16.59 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TDTT | VTP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.31 | -0.62 |
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 | -0.90% | — | — |
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 | -0.14% | -0.30% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -1.60% | -0.52% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | — | — |
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 | 0.46% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 1.21% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.85% | 3.26% | -1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.67% | 3.26% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.38% | 3.26% | +0.12% |
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 4.54%, more than VTP's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 4.54% | 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 | 1.61% | 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 4.54%, compared with 1.61% 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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