TIPD vs. TDTF
TIPD (Northern Trust 2055 Inflation-Linked Distributing Ladder ETF) and TDTF (FlexShares iBoxx 5-Year Target Duration TIPS Index Fund) are both Inflation-Protected Bonds funds from Northern Trust. TIPD is actively managed, while TDTF is passively managed. Their correlation of 0.80 suggests significant overlap in exposure. TIPD charges 0.10%/yr vs 0.18%/yr for TDTF.
Performance
TIPD vs. TDTF - Performance Comparison
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Returns By Period
In the year-to-date period, TIPD achieves a -0.94% return, which is significantly lower than TDTF's 0.70% return.
TIPD
- 1D
- -0.41%
- 1M
- -1.47%
- 6M
- -1.21%
- YTD
- -0.94%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
TDTF
- 1D
- -0.23%
- 1M
- 0.07%
- 6M
- 0.77%
- YTD
- 0.70%
- 1Y
- 2.70%
- 3Y*
- 4.16%
- 5Y*
- 1.17%
- 10Y*
- 2.80%
- ALL TIME*
- 2.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.63M | $3.23M | $4.12M | |
| $20.92K | $17.52K | $11.98K |
TIPD vs. TDTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TIPD Northern Trust 2055 Inflation-Linked Distributing Ladder ETF | -0.94% | 1.97% |
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 0.70% | 1.26% |
Correlation
The correlation between TIPD and TDTF is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 19, 2025 | 0.80 |
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Return for Risk
TIPD vs. TDTF — Risk / Return Rank
TIPD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TDTF
TIPD vs. TDTF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Trust 2055 Inflation-Linked Distributing Ladder ETF (TIPD) and FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF). 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.
| TIPD | TDTF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.15 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.71 | — |
| Martin ratioReturn relative to average drawdown | — | 4.58 | — |
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Drawdowns
TIPD vs. TDTF - Drawdown Comparison
The maximum TIPD drawdown since its inception was -4.01%, smaller than the maximum TDTF drawdown of -12.02%. Use the drawdown chart below to compare losses from any high point for TIPD and TDTF.
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Drawdown Indicators
| TIPD | TDTF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.01% | -12.02% | +8.01% |
Max Drawdown (1Y)Largest decline over 1 year | — | -1.58% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -3.63% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.02% | — |
Current DrawdownCurrent decline from peak | -3.64% | -1.37% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -2.89% | +1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.59% | — |
Volatility
TIPD vs. TDTF - Volatility Comparison
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Volatility by Period
| TIPD | TDTF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.86% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.28% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.10% | 3.15% | +2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.10% | 5.68% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.10% | 5.07% | +1.03% |
TIPD vs. TDTF - Expense Ratio Comparison
TIPD has a 0.10% expense ratio, which is lower than TDTF's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
TIPD vs. TDTF - Dividend Comparison
TIPD's dividend yield for the trailing twelve months is around 6.95%, more than TDTF's 5.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 5.38% | 4.58% | 3.98% | 3.97% | 7.60% | 4.55% | 1.13% | 1.80% | 2.60% | 2.20% | 1.51% | 0.21% |
TIPD Northern Trust 2055 Inflation-Linked Distributing Ladder ETF | 6.95% | 1.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TIPD and TDTF have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TIPD is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TIPD is cheaper with a 0.10% expense ratio, compared with 0.18% for TDTF.
TIPD has the higher dividend yield at 6.95%, compared with 5.38% for TDTF.
Their fees differ too: 0.10% for TIPD and 0.18% for TDTF.
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