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

Correlation

The correlation between TIP and IEF is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

TIP vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares TIPS Bond ETF (TIP) and iShares 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

90.00%95.00%100.00%105.00%JulyAugustSeptemberOctoberNovemberDecember
100.63%
91.38%
TIP
IEF

Key characteristics

Sharpe Ratio

TIP:

0.29

IEF:

-0.07

Sortino Ratio

TIP:

0.43

IEF:

-0.06

Omega Ratio

TIP:

1.05

IEF:

0.99

Calmar Ratio

TIP:

0.12

IEF:

-0.02

Martin Ratio

TIP:

1.00

IEF:

-0.18

Ulcer Index

TIP:

1.33%

IEF:

2.86%

Daily Std Dev

TIP:

4.58%

IEF:

6.73%

Max Drawdown

TIP:

-14.56%

IEF:

-23.93%

Current Drawdown

TIP:

-7.91%

IEF:

-17.25%

Returns By Period

In the year-to-date period, TIP achieves a 1.64% return, which is significantly higher than IEF's -0.46% return. Over the past 10 years, TIP has outperformed IEF with an annualized return of 2.11%, while IEF has yielded a comparatively lower 0.74% annualized return.


TIP

YTD

1.64%

1M

-0.75%

6M

0.65%

1Y

1.71%

5Y*

1.67%

10Y*

2.11%

IEF

YTD

-0.46%

1M

-0.42%

6M

0.28%

1Y

-0.35%

5Y*

-1.44%

10Y*

0.74%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TIP vs. IEF - Expense Ratio Comparison

TIP has a 0.19% expense ratio, which is higher than IEF'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%.


TIP
iShares TIPS Bond ETF
Expense ratio chart for TIP: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for IEF: 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

TIP vs. IEF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) and iShares 7-10 Year Treasury Bond ETF (IEF). 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 TIP, currently valued at 0.29, compared to the broader market0.002.004.000.29-0.07
The chart of Sortino ratio for TIP, currently valued at 0.43, compared to the broader market-2.000.002.004.006.008.0010.000.43-0.06
The chart of Omega ratio for TIP, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.050.99
The chart of Calmar ratio for TIP, currently valued at 0.12, compared to the broader market0.005.0010.0015.000.12-0.02
The chart of Martin ratio for TIP, currently valued at 1.00, compared to the broader market0.0020.0040.0060.0080.00100.001.00-0.18
TIP
IEF

The current TIP Sharpe Ratio is 0.29, which is higher than the IEF Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of TIP and IEF, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.29
-0.07
TIP
IEF

Dividends

TIP vs. IEF - Dividend Comparison

TIP's dividend yield for the trailing twelve months is around 2.52%, less than IEF's 3.61% yield.


TTM20232022202120202019201820172016201520142013
TIP
iShares TIPS Bond ETF
2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%1.15%
IEF
iShares 7-10 Year Treasury Bond ETF
3.61%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%1.77%

Drawdowns

TIP vs. IEF - Drawdown Comparison

The maximum TIP drawdown since its inception was -14.56%, smaller than the maximum IEF drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for TIP and IEF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-7.91%
-17.25%
TIP
IEF

Volatility

TIP vs. IEF - Volatility Comparison

The current volatility for iShares TIPS Bond ETF (TIP) is 1.25%, while iShares 7-10 Year Treasury Bond ETF (IEF) has a volatility of 1.89%. This indicates that TIP experiences smaller price fluctuations and is considered to be less risky than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.25%
1.89%
TIP
IEF
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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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