BHK vs TLTD

Comparison between BlackRock Core Bond Trust (BHK, ETF) and FLEXSHARES MORNINGSTAR DEVELOPED MARKETS EX-US FACTOR TILT INDEX FUND (TLTD, ETF).

5-Year PerformanceTLTD has outperformed BHK, delivering a return of +11.2% compared to -2.4%

BHK vs TLTD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BHK(ETF)	TLTD(ETF)
Net Assets	$671M	$670M
Expense Ratio	N/A	0.39%
Max Drawdown	48.25%	44.58%
Sharpe Ratio	0.07	1.27
5Y Beta	0.25	0.70
5Y Dividends CAGR	2.54%	17.49%

Net Assets

Winner

BHK

$671M

TLTD

$670M

Expense Ratio

BHK

N/A

TLTD

0.39%

Max Drawdown

BHK

48.25%

Winner

TLTD

44.58%

Sharpe Ratio

BHK

0.07

Winner

TLTD

1.27

5Y Beta

Winner

BHK

0.25

TLTD

0.70

5Y Dividends CAGR

BHK

2.54%

Winner

TLTD

17.49%

BHK vs TLTD - Historical Returns

Returns include dividend reinvestment.

Period	BHK	TLTD
1 month	+3.10%	+6.34%
3 months	+3.99%	+5.48%
6 months	-0.41%	+4.41%
1 year	+3.64%	+25.20%
5 years(CAGR)	-2.44%	+11.24%
10 years(CAGR)	+2.98%	+10.02%
Max(CAGR)	+5.71%	+8.65%

BHK

+3.10%

Winner

TLTD

+6.34%

BHK

+3.99%

Winner

TLTD

+5.48%

BHK

-0.41%

Winner

TLTD

+4.41%

BHK

+3.64%

Winner

TLTD

+25.20%

5Y(CAGR)

BHK

-2.44%

Winner

TLTD

+11.24%

10Y(CAGR)

BHK

+2.98%

Winner

TLTD

+10.02%

Max(CAGR)

BHK

+5.71%

Winner

TLTD

+8.65%

BHK vs TLTD - Annual Returns (2001 - 2026)

Returns include dividend reinvestment.

Year	BHK	TLTD
2026	+1.46%	+14.70%
2025	+2.74%	+39.87%
2024	+5.09%	+5.94%
2023	+12.20%	+16.61%
2022	-31.36%	-14.24%
2021	+7.34%	+12.78%
2020	+17.96%	+3.29%
2019	+25.49%	+21.55%
2018	-7.86%	-18.30%
2017	+14.36%	+25.61%
2016	+9.56%	+6.81%
2015	+2.20%	-1.07%
2014	+10.30%	-5.04%
2013	-9.83%	+19.26%
2012	+16.61%	+5.81%
2011	+14.84%	N/A
2010	+13.91%	N/A
2009	+14.66%	N/A
2008	-1.63%	N/A
2007	-1.69%	N/A
2006	+3.09%	N/A
2005	+5.27%	N/A
2004	+8.43%	N/A
2003	+9.16%	N/A
2002	+0.16%	N/A
2001	+0.00%	N/A

BHK vs TLTD Drawdown Comparison

The maximum drawdown for BHK was -39.44%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The maximum drawdown for TLTD was -40.60%, occurring on Mar 23, 2020. Recovery took 741 trading sessions.

The current BHK drawdown is -17.38%.

Rank	BHK	TLTD
#1	-39.44% Sep 15, 2021 - Oct 20, 2022	-40.60% Jan 26, 2018 - Jan 6, 2021
#2	-30.60% May 27, 2008 - Jul 24, 2009	-28.93% Sep 3, 2021 - Mar 1, 2024
#3	-23.65% Feb 24, 2020 - Jun 10, 2020	-24.90% Jul 2, 2014 - Apr 25, 2017
#4	-19.31% Nov 12, 2012 - Jan 9, 2015	-13.10% Mar 19, 2025 - Apr 28, 2025
#5	-12.30% Mar 18, 2004 - Sep 2, 2004	-12.11% Feb 26, 2026 - Jul 30, 2026
#6	-12.05% Sep 28, 2010 - Sep 12, 2011	-10.13% May 21, 2013 - Aug 13, 2013
#7	-11.84% Dec 27, 2001 - Sep 18, 2002	-8.83% Sep 26, 2024 - Mar 5, 2025
#8	-10.75% Sep 12, 2005 - Oct 5, 2006	-7.25% Jul 16, 2024 - Aug 21, 2024
#9	-10.56% Jun 13, 2003 - Mar 18, 2004	-6.34% Jan 21, 2014 - Feb 24, 2014
#10	-10.13% Aug 31, 2016 - May 18, 2017	-6.16% Jun 14, 2021 - Sep 3, 2021
#11	-9.68% Jan 2, 2018 - Mar 8, 2019	-4.90% Oct 17, 2012 - Dec 4, 2012
#12	-9.47% May 7, 2007 - Jan 15, 2008	-4.76% Nov 12, 2025 - Nov 28, 2025
#13	-9.06% Apr 24, 2015 - Mar 9, 2016	-4.29% Mar 27, 2024 - May 9, 2024
#14	-8.50% Jan 25, 2021 - Jun 15, 2021	-4.09% Jan 8, 2021 - Feb 8, 2021
#15	-8.48% Jan 24, 2008 - Apr 23, 2008	-3.91% Aug 27, 2024 - Sep 19, 2024

Correlation

Correlation between BHK and TLTD is 0.66 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.66

-101

Dividend Comparison (2002 - 2026)

BHK vs TLTD dividend yield comparison.

Year	BHK	TLTD
2026	6.57%	1.48%
2025	9.33%	3.44%
2024	8.75%	3.88%
2023	8.39%	3.39%
2022	8.08%	2.76%
2021	6.50%	3.44%
2020	5.17%	2.04%
2019	5.44%	3.46%
2018	6.53%	3.16%
2017	5.68%	2.71%
2016	6.36%	2.93%
2015	7.18%	2.56%
2014	8.33%	3.14%
2013	7.09%	1.14%
2012	6.25%	0.21%
2011	6.08%	0.00%
2010	7.13%	0.00%
2009	8.34%	0.00%
2008	7.15%	0.00%
2007	6.89%	0.00%
2006	6.81%	0.00%
2005	11.53%	0.00%
2004	9.58%	0.00%
2003	9.72%	0.00%
2002	8.92%	0.00%