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TILT vs. AVIE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TILT vs. AVIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) and Avantis Inflation Focused Equity ETF (AVIE). The values are adjusted to include any dividend payments, if applicable.

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TILT vs. AVIE - Yearly Performance Comparison


2026 (YTD)2025202420232022
TILT
FlexShares Morningstar US Market Factor Tilt Index Fund
-2.73%16.59%19.88%24.70%6.71%
AVIE
Avantis Inflation Focused Equity ETF
11.28%11.37%6.17%4.19%14.70%

Returns By Period

In the year-to-date period, TILT achieves a -2.73% return, which is significantly lower than AVIE's 11.28% return.


TILT

1D
2.64%
1M
-4.75%
YTD
-2.73%
6M
0.23%
1Y
18.78%
3Y*
17.01%
5Y*
9.89%
10Y*
12.78%

AVIE

1D
0.70%
1M
-2.00%
YTD
11.28%
6M
16.70%
1Y
15.15%
3Y*
12.31%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TILT vs. AVIE - Expense Ratio Comparison

Both TILT and AVIE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

TILT vs. AVIE — Risk / Return Rank

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

TILT
TILT Risk / Return Rank: 6262
Overall Rank
TILT Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TILT Sortino Ratio Rank: 6060
Sortino Ratio Rank
TILT Omega Ratio Rank: 6464
Omega Ratio Rank
TILT Calmar Ratio Rank: 5959
Calmar Ratio Rank
TILT Martin Ratio Rank: 7070
Martin Ratio Rank

AVIE
AVIE Risk / Return Rank: 5454
Overall Rank
AVIE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AVIE Sortino Ratio Rank: 5656
Sortino Ratio Rank
AVIE Omega Ratio Rank: 5959
Omega Ratio Rank
AVIE Calmar Ratio Rank: 5555
Calmar Ratio Rank
AVIE Martin Ratio Rank: 4242
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.

TILT vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) and Avantis Inflation Focused Equity ETF (AVIE). 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.


TILTAVIEDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.04

-0.03

Sortino ratio

Return per unit of downside risk

1.53

1.44

+0.09

Omega ratio

Gain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

1.48

1.40

+0.08

Martin ratio

Return relative to average drawdown

7.08

4.02

+3.06

TILT vs. AVIE - Sharpe Ratio Comparison

The current TILT Sharpe Ratio is 1.01, which is comparable to the AVIE Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of TILT and AVIE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TILTAVIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.04

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

1.06

-0.28

Correlation

The correlation between TILT and AVIE is 0.66, 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.


Dividends

TILT vs. AVIE - Dividend Comparison

TILT's dividend yield for the trailing twelve months is around 1.22%, less than AVIE's 1.47% yield.


TTM20252024202320222021202020192018201720162015
TILT
FlexShares Morningstar US Market Factor Tilt Index Fund
1.22%1.15%1.23%1.44%1.60%1.16%1.49%1.54%1.97%1.55%1.60%1.98%
AVIE
Avantis Inflation Focused Equity ETF
1.47%1.75%1.89%3.72%0.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TILT vs. AVIE - Drawdown Comparison

The maximum TILT drawdown since its inception was -38.46%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for TILT and AVIE.


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Drawdown Indicators


TILTAVIEDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-12.39%

-26.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.06%

-11.53%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-24.12%

Max Drawdown (10Y)

Largest decline over 10 years

-38.46%

Current Drawdown

Current decline from peak

-6.09%

-2.09%

-4.00%

Average Drawdown

Average peak-to-trough decline

-4.27%

-3.10%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

4.02%

-1.29%

Volatility

TILT vs. AVIE - Volatility Comparison

FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) has a higher volatility of 5.13% compared to Avantis Inflation Focused Equity ETF (AVIE) at 3.07%. This indicates that TILT's price experiences larger fluctuations and is considered to be riskier than AVIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TILTAVIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

3.07%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

7.36%

+2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.69%

14.66%

+4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

13.10%

+4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.75%

13.10%

+5.65%