TLTD vs. VIIGX
Compare and contrast key facts about FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) and Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX).
TLTD is a passively managed fund by Northern Trust that tracks the performance of the Morningstar Developed Markets ex-US Factor Tilt Index. It was launched on Sep 28, 2012. VIIGX is managed by Vanguard. It was launched on Mar 19, 2010.
Performance
TLTD vs. VIIGX - Performance Comparison
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TLTD vs. VIIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt | 1.50% | 39.69% | 4.78% | 17.19% | -13.74% | 12.84% | 4.21% | 21.26% | -17.57% | 26.27% |
VIIGX Vanguard Intermediate-Term Treasury Index Fund Institutional Shares | -0.19% | 7.38% | 1.62% | 4.39% | -10.65% | -2.38% | 7.65% | 6.32% | 1.36% | 1.60% |
Returns By Period
In the year-to-date period, TLTD achieves a 1.50% return, which is significantly higher than VIIGX's -0.19% return. Over the past 10 years, TLTD has outperformed VIIGX with an annualized return of 9.23%, while VIIGX has yielded a comparatively lower 1.36% annualized return.
TLTD
- 1D
- 3.03%
- 1M
- -8.32%
- YTD
- 1.50%
- 6M
- 7.64%
- 1Y
- 30.17%
- 3Y*
- 17.62%
- 5Y*
- 9.49%
- 10Y*
- 9.23%
VIIGX
- 1D
- 0.48%
- 1M
- -1.80%
- YTD
- -0.19%
- 6M
- 0.88%
- 1Y
- 3.94%
- 3Y*
- 3.35%
- 5Y*
- 0.38%
- 10Y*
- 1.36%
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TLTD vs. VIIGX - Expense Ratio Comparison
TLTD has a 0.39% expense ratio, which is higher than VIIGX's 0.05% expense ratio.
Return for Risk
TLTD vs. VIIGX — Risk / Return Rank
TLTD
VIIGX
TLTD vs. VIIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) and Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX). 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.
| TLTD | VIIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.78 | 1.09 | +0.69 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.63 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.20 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.97 | +0.47 |
Martin ratioReturn relative to average drawdown | 9.90 | 6.15 | +3.75 |
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
| TLTD | VIIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 1.09 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.07 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.31 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.50 | -0.01 |
Correlation
The correlation between TLTD and VIIGX is -0.08. 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.
Dividends
TLTD vs. VIIGX - Dividend Comparison
TLTD's dividend yield for the trailing twelve months is around 3.29%, less than VIIGX's 3.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt | 3.29% | 3.44% | 3.88% | 3.39% | 2.76% | 3.44% | 2.04% | 3.46% | 3.16% | 2.71% | 2.93% | 2.56% |
VIIGX Vanguard Intermediate-Term Treasury Index Fund Institutional Shares | 3.48% | 3.78% | 3.97% | 2.71% | 1.73% | 1.91% | 2.23% | 2.23% | 2.07% | 1.68% | 1.64% | 1.72% |
Drawdowns
TLTD vs. VIIGX - Drawdown Comparison
The maximum TLTD drawdown since its inception was -40.62%, which is greater than VIIGX's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for TLTD and VIIGX.
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Drawdown Indicators
| TLTD | VIIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.62% | -15.96% | -24.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -2.39% | -9.72% |
Max Drawdown (5Y)Largest decline over 5 years | -28.96% | -15.09% | -13.87% |
Max Drawdown (10Y)Largest decline over 10 years | -40.62% | -15.96% | -24.66% |
Current DrawdownCurrent decline from peak | -8.61% | -1.80% | -6.81% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -3.44% | -4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 0.76% | +2.22% |
Volatility
TLTD vs. VIIGX - Volatility Comparison
FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) has a higher volatility of 7.39% compared to Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) at 1.41%. This indicates that TLTD's price experiences larger fluctuations and is considered to be riskier than VIIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLTD | VIIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 1.41% | +5.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 2.29% | +8.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 3.83% | +13.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.84% | 5.32% | +10.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 4.45% | +12.31% |