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TIP vs. IIBAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIP vs. IIBAX - Performance Comparison

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

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Returns By Period

In the year-to-date period, TIP achieves a 1.39% return, which is significantly higher than IIBAX's -0.05% return. Over the past 10 years, TIP has outperformed IIBAX with an annualized return of 2.50%, while IIBAX has yielded a comparatively lower 1.74% annualized return.


TIP

1D
0.36%
1M
-0.22%
YTD
1.39%
6M
1.25%
1Y
4.90%
3Y*
3.82%
5Y*
0.91%
10Y*
2.50%

IIBAX

1D
-0.11%
1M
0.02%
YTD
-0.05%
6M
0.21%
1Y
3.74%
3Y*
4.37%
5Y*
-0.17%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIP vs. IIBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIP
iShares TIPS Bond ETF
1.39%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%
IIBAX
Voya Intermediate Bond Fund
-0.05%6.42%2.65%7.04%-15.11%-1.79%7.75%9.57%-0.59%4.48%

Correlation

The correlation between TIP and IIBAX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2003

0.72

The correlation between TIP and IIBAX has been stable across timeframes, ranging from 0.72 to 0.82 - a consistent structural relationship.

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Return for Risk

TIP vs. IIBAX — Risk / Return Rank

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

TIP
TIP Risk / Return Rank: 5454
Overall Rank
TIP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 5757
Sortino Ratio Rank
TIP Omega Ratio Rank: 4949
Omega Ratio Rank
TIP Calmar Ratio Rank: 6060
Calmar Ratio Rank
TIP Martin Ratio Rank: 5353
Martin Ratio Rank

IIBAX
IIBAX Risk / Return Rank: 2020
Overall Rank
IIBAX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IIBAX Sortino Ratio Rank: 2020
Sortino Ratio Rank
IIBAX Omega Ratio Rank: 1818
Omega Ratio Rank
IIBAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
IIBAX Martin Ratio Rank: 1919
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.

TIP vs. IIBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) and Voya Intermediate Bond Fund (IIBAX). 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.


TIPIIBAXDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.26

1.19

+0.07

Calmar ratioReturn relative to maximum drawdown

2.49

1.44

+1.05

Martin ratioReturn relative to average drawdown

7.44

4.12

+3.32

TIP vs. IIBAX - Sharpe Ratio Comparison

The current TIP Sharpe Ratio is 1.45, which is higher than the IIBAX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of TIP and IIBAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TIP vs. IIBAX - Drawdown Comparison

The maximum TIP drawdown since its inception was -14.57%, smaller than the maximum IIBAX drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for TIP and IIBAX.


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Drawdown Indicators


TIPIIBAXDifference

Max Drawdown

Largest peak-to-trough decline

-14.57%

-20.34%

+5.77%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-3.10%

+1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-4.54%

-6.12%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

-20.01%

+5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

-20.34%

+5.83%

Current Drawdown

Current decline from peak

-0.47%

-2.56%

+2.09%

Average Drawdown

Average peak-to-trough decline

-3.43%

-2.88%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

1.05%

-0.39%

Volatility

TIP vs. IIBAX - Volatility Comparison

The current volatility for iShares TIPS Bond ETF (TIP) is 1.03%, while Voya Intermediate Bond Fund (IIBAX) has a volatility of 1.53%. This indicates that TIP experiences smaller price fluctuations and is considered to be less risky than IIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIPIIBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.53%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

3.14%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

4.30%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

6.00%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

5.03%

+0.71%

TIP vs. IIBAX - Expense Ratio Comparison

TIP has a 0.18% expense ratio, which is lower than IIBAX's 0.69% expense ratio.


Dividends

TIP vs. IIBAX - Dividend Comparison

TIP's dividend yield for the trailing twelve months is around 3.76%, more than IIBAX's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
IIBAX
Voya Intermediate Bond Fund
3.60%3.43%4.50%4.05%1.98%2.03%4.69%3.23%2.93%2.88%2.96%2.45%
TIP
iShares TIPS Bond ETF
3.76%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


TIP and IIBAX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IIBAX has higher volatility (1.53%) compared to TIP (1.03%). In terms of maximum drawdown, TIP dropped -14.57% vs IIBAX's -20.34%.

TIP currently has the higher Sharpe Ratio (1.45 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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