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TIP vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TIP and BND is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

TIP vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares TIPS Bond ETF (TIP) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

65.00%70.00%75.00%80.00%85.00%NovemberDecember2025FebruaryMarchApril
82.98%
69.53%
TIP
BND

Key characteristics

Sharpe Ratio

TIP:

1.49

BND:

1.33

Sortino Ratio

TIP:

2.07

BND:

1.93

Omega Ratio

TIP:

1.27

BND:

1.23

Calmar Ratio

TIP:

0.63

BND:

0.52

Martin Ratio

TIP:

4.47

BND:

3.43

Ulcer Index

TIP:

1.56%

BND:

2.05%

Daily Std Dev

TIP:

4.68%

BND:

5.31%

Max Drawdown

TIP:

-14.56%

BND:

-18.84%

Current Drawdown

TIP:

-4.46%

BND:

-6.87%

Returns By Period

In the year-to-date period, TIP achieves a 3.73% return, which is significantly higher than BND's 2.74% return. Over the past 10 years, TIP has outperformed BND with an annualized return of 2.22%, while BND has yielded a comparatively lower 1.43% annualized return.


TIP

YTD

3.73%

1M

0.61%

6M

2.50%

1Y

7.36%

5Y*

1.37%

10Y*

2.22%

BND

YTD

2.74%

1M

0.67%

6M

1.94%

1Y

7.62%

5Y*

-0.84%

10Y*

1.43%

*Annualized

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TIP vs. BND - Expense Ratio Comparison

TIP has a 0.19% expense ratio, which is higher than BND's 0.03% 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%.


Expense ratio chart for TIP: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TIP: 0.19%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

TIP vs. BND — Risk-Adjusted Performance Rank

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

TIP
The Risk-Adjusted Performance Rank of TIP is 8383
Overall Rank
The Sharpe Ratio Rank of TIP is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of TIP is 8989
Sortino Ratio Rank
The Omega Ratio Rank of TIP is 8787
Omega Ratio Rank
The Calmar Ratio Rank of TIP is 7070
Calmar Ratio Rank
The Martin Ratio Rank of TIP is 8282
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 7979
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TIP vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) and Vanguard Total Bond Market ETF (BND). 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.


The chart of Sharpe ratio for TIP, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.00
TIP: 1.49
BND: 1.33
The chart of Sortino ratio for TIP, currently valued at 2.07, compared to the broader market-2.000.002.004.006.008.00
TIP: 2.07
BND: 1.93
The chart of Omega ratio for TIP, currently valued at 1.27, compared to the broader market0.501.001.502.002.50
TIP: 1.27
BND: 1.23
The chart of Calmar ratio for TIP, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.00
TIP: 0.63
BND: 0.52
The chart of Martin ratio for TIP, currently valued at 4.47, compared to the broader market0.0020.0040.0060.00
TIP: 4.47
BND: 3.43

The current TIP Sharpe Ratio is 1.49, which is comparable to the BND Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of TIP and BND, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.49
1.33
TIP
BND

Dividends

TIP vs. BND - Dividend Comparison

TIP's dividend yield for the trailing twelve months is around 3.03%, less than BND's 3.69% yield.


TTM20242023202220212020201920182017201620152014
TIP
iShares TIPS Bond ETF
3.03%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

TIP vs. BND - Drawdown Comparison

The maximum TIP drawdown since its inception was -14.56%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for TIP and BND. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%NovemberDecember2025FebruaryMarchApril
-4.46%
-6.87%
TIP
BND

Volatility

TIP vs. BND - Volatility Comparison

iShares TIPS Bond ETF (TIP) has a higher volatility of 2.31% compared to Vanguard Total Bond Market ETF (BND) at 2.19%. This indicates that TIP's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
2.31%
2.19%
TIP
BND