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TMH vs. IBIH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMH vs. IBIH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toyota Motor Corporation ADRhedged (TMH) and iShares iBonds Oct 2031 Term TIPS ETF (IBIH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TMH

1D
0.63%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

IBIH

1D
0.13%
1M
-0.17%
YTD
0.89%
6M
0.93%
1Y
3.73%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMH vs. IBIH - Yearly Performance Comparison


Correlation

The correlation between TMH and IBIH is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 28, 2026

0.57

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Return for Risk

TMH vs. IBIH — Risk / Return Rank

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

TMH

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IBIH
IBIH Risk / Return Rank: 4141
Overall Rank
IBIH Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IBIH Sortino Ratio Rank: 3737
Sortino Ratio Rank
IBIH Omega Ratio Rank: 3434
Omega Ratio Rank
IBIH Calmar Ratio Rank: 5151
Calmar Ratio Rank
IBIH Martin Ratio Rank: 4646
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.

TMH vs. IBIH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation ADRhedged (TMH) and iShares iBonds Oct 2031 Term TIPS ETF (IBIH). 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.


TMHIBIHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

2.20

Martin ratioReturn relative to average drawdown

6.72

TMH vs. IBIH - Sharpe Ratio Comparison


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Drawdowns

TMH vs. IBIH - Drawdown Comparison

The maximum TMH drawdown since its inception was -10.20%, which is greater than IBIH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for TMH and IBIH.


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Drawdown Indicators


TMHIBIHDifference

Max Drawdown

Largest peak-to-trough decline

-10.20%

-3.94%

-6.26%

Max Drawdown (1Y)

Largest decline over 1 year

-1.70%

Current Drawdown

Current decline from peak

-9.63%

-1.32%

-8.31%

Average Drawdown

Average peak-to-trough decline

-5.98%

-0.96%

-5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

Volatility

TMH vs. IBIH - Volatility Comparison


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Volatility by Period


TMHIBIHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

Volatility (6M)

Calculated over the trailing 6-month period

2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

25.57%

3.23%

+22.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.57%

4.93%

+20.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.57%

4.93%

+20.64%

TMH vs. IBIH - Expense Ratio Comparison

TMH has a 0.19% expense ratio, which is higher than IBIH's 0.10% 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%.


Dividends

TMH vs. IBIH - Dividend Comparison

TMH's dividend yield for the trailing twelve months is around 5.24%, more than IBIH's 3.93% yield.


PositionTTM202520242023
IBIH
iShares iBonds Oct 2031 Term TIPS ETF
3.93%4.68%4.34%0.70%
TMH
Toyota Motor Corporation ADRhedged
5.24%0.00%0.00%0.00%

Frequently Asked Questions


TMH and IBIH have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBIH is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBIH is cheaper with a 0.10% expense ratio, compared with 0.19% for TMH.

TMH has the higher dividend yield at 5.24%, compared with 3.93% for IBIH.

TMH is categorized as Consumer Discretionary Equities, while IBIH is Inflation-Protected Bonds. TMH tracks Toyota Motor Corporation Local Shares Total Return, while IBIH tracks ICE 2031 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: ADRhedged and iShares. Their fees differ too: 0.19% for TMH and 0.10% for IBIH.

Portfolio Optimizer

Find the right allocation for TMH and IBIH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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