TLDTX vs. STIP
Compare and contrast key facts about T. Rowe Price U.S. Limited Duration TIPS Index Fund (TLDTX) and iShares 0-5 Year TIPS Bond ETF (STIP).
TLDTX is managed by T. Rowe Price. It was launched on Nov 1, 2020. STIP is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Dec 1, 2010.
Performance
TLDTX vs. STIP - Performance Comparison
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TLDTX vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TLDTX T. Rowe Price U.S. Limited Duration TIPS Index Fund | 0.68% | 6.32% | 1.16% | 3.23% | -4.84% | 5.08% | 1.50% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.02% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 1.23% |
Returns By Period
In the year-to-date period, TLDTX achieves a 0.68% return, which is significantly lower than STIP's 1.02% return.
TLDTX
- 1D
- 0.33%
- 1M
- -0.22%
- YTD
- 0.68%
- 6M
- 0.98%
- 1Y
- 3.48%
- 3Y*
- 3.15%
- 5Y*
- 2.01%
- 10Y*
- —
STIP
- 1D
- 0.05%
- 1M
- 0.11%
- YTD
- 1.02%
- 6M
- 1.38%
- 1Y
- 3.99%
- 3Y*
- 4.69%
- 5Y*
- 3.49%
- 10Y*
- 3.11%
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TLDTX vs. STIP - Expense Ratio Comparison
TLDTX has a 0.21% expense ratio, which is higher than STIP's 0.06% 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%.
Return for Risk
TLDTX vs. STIP — Risk / Return Rank
TLDTX
STIP
TLDTX vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. Limited Duration TIPS Index Fund (TLDTX) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.
| TLDTX | STIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 2.19 | -1.40 |
Sortino ratioReturn per unit of downside risk | 1.17 | 3.34 | -2.17 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.47 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 4.30 | -3.05 |
Martin ratioReturn relative to average drawdown | 2.58 | 14.63 | -12.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TLDTX | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 2.19 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 1.27 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 1.05 | -0.52 |
Correlation
The correlation between TLDTX and STIP is 0.89, 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.
Dividends
TLDTX vs. STIP - Dividend Comparison
TLDTX's dividend yield for the trailing twelve months is around 4.44%, more than STIP's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TLDTX T. Rowe Price U.S. Limited Duration TIPS Index Fund | 4.44% | 4.66% | 1.63% | 4.09% | 6.45% | 4.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.93% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% |
Drawdowns
TLDTX vs. STIP - Drawdown Comparison
The maximum TLDTX drawdown since its inception was -7.24%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for TLDTX and STIP.
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Drawdown Indicators
| TLDTX | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.24% | -5.50% | -1.74% |
Max Drawdown (1Y)Largest decline over 1 year | -3.28% | -0.95% | -2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -7.24% | -5.50% | -1.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.50% | — |
Current DrawdownCurrent decline from peak | -2.28% | -0.24% | -2.04% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -1.00% | -1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 0.28% | +1.30% |
Volatility
TLDTX vs. STIP - Volatility Comparison
T. Rowe Price U.S. Limited Duration TIPS Index Fund (TLDTX) has a higher volatility of 0.67% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.59%. This indicates that TLDTX's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLDTX | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.67% | 0.59% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 4.54% | 0.97% | +3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.92% | 1.83% | +3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.66% | 2.76% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.53% | 2.45% | +2.08% |