TDTF vs BALI

Comparison between FLEXSHARES IBOXX 5-YEAR TARGET DURATION TIPS INDEX FUND (TDTF, ETF) and BlackRock Advantage Large Cap Income ETF (BALI, ETF).

TDTF vs BALI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TDTF(ETF)	BALI(ETF)
Net Assets	$1B	$1.10B
Expense Ratio	0.18%	0.35%
Max Drawdown	20.88%	18.92%
Sharpe Ratio	0.63	2.18
5Y Beta	0.02	0.82
P/E Ratio	N/A	25.03
Forward P/E	N/A	20.15
5Y Dividends CAGR	26.77%	N/A
5Y EPS CAGR	N/A	25.82%
Debt to Equity	N/A	-15.37%
P/S Ratio	N/A	2.88
P/B Ratio	N/A	5.08

Net Assets

TDTF

$1B

Winner

BALI

$1.10B

Expense Ratio

Winner

TDTF

0.18%

BALI

0.35%

Max Drawdown

TDTF

20.88%

Winner

BALI

18.92%

Sharpe Ratio

TDTF

0.63

Winner

BALI

2.18

5Y Beta

Winner

TDTF

0.02

BALI

0.82

P/E Ratio

TDTF

N/A

BALI

25.03

Forward P/E

TDTF

N/A

BALI

20.15

5Y Dividends CAGR

TDTF

26.77%

BALI

N/A

5Y EPS CAGR

TDTF

N/A

BALI

25.82%

Debt to Equity

TDTF

N/A

BALI

-15.37%

P/S Ratio

TDTF

N/A

BALI

2.88

P/B Ratio

TDTF

N/A

BALI

5.08

TDTF vs BALI - Historical Returns

Returns include dividend reinvestment.

Period	TDTF	BALI
1 month	+1.00%	+6.70%
3 months	+1.38%	+6.31%
6 months	+1.69%	+9.51%
1 year	+6.51%	+26.11%
5 years(CAGR)	+1.83%	N/A
10 years(CAGR)	+3.01%	N/A
Max(CAGR)	+2.31%	+21.61%

TDTF

+1.00%

Winner

BALI

+6.70%

TDTF

+1.38%

Winner

BALI

+6.31%

TDTF

+1.69%

Winner

BALI

+9.51%

TDTF

+6.51%

Winner

BALI

+26.11%

5Y(CAGR)

TDTF

+1.83%

BALI

N/A

10Y(CAGR)

TDTF

+3.01%

BALI

N/A

Max(CAGR)

TDTF

+2.31%

Winner

BALI

+21.61%

TDTF vs BALI - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	TDTF	BALI
2026	+2.23%	+8.72%
2025	+7.74%	+14.52%
2024	+2.49%	+22.61%
2023	+3.79%	+9.51%
2022	-9.44%	N/A
2021	+5.37%	N/A
2020	+9.63%	N/A
2019	+7.99%	N/A
2018	-0.66%	N/A
2017	+1.85%	N/A
2016	+3.95%	N/A
2015	-0.97%	N/A
2014	-0.56%	N/A
2013	-4.95%	N/A
2012	+5.67%	N/A
2011	+0.65%	N/A

TDTF vs BALI Drawdown Comparison

The maximum drawdown for TDTF was -12.00%, occurring on Nov 3, 2022. Recovery took 771 trading sessions.

The maximum drawdown for BALI was -16.62%, occurring on Apr 8, 2025. Recovery took 139 trading sessions.

The current TDTF drawdown is -0.02%. The current BALI drawdown is -0.06%.

Rank	TDTF	BALI
#1	-12.00% Mar 8, 2022 - Apr 3, 2025	-16.62% Dec 5, 2024 - Jun 30, 2025
#2	-9.60% Mar 5, 2020 - Apr 15, 2020	-7.74% Jul 16, 2024 - Sep 19, 2024
#3	-6.85% Sep 14, 2012 - Sep 7, 2017	-6.71% Feb 25, 2026 - Apr 14, 2026
#4	-4.11% Nov 17, 2021 - Mar 7, 2022	-5.26% Oct 16, 2023 - Nov 7, 2023
#5	-3.08% Sep 7, 2017 - Feb 20, 2019	-4.79% Mar 28, 2024 - May 14, 2024
#6	-2.56% Apr 3, 2025 - Jun 24, 2025	-3.64% Nov 11, 2025 - Nov 28, 2025
#7	-2.21% Feb 10, 2021 - Apr 28, 2021	-2.77% Oct 8, 2025 - Oct 27, 2025
#8	-2.09% Nov 18, 2011 - Jan 25, 2012	-2.24% Jul 25, 2025 - Aug 8, 2025
#9	-1.98% Sep 22, 2011 - Nov 1, 2011	-2.16% Feb 2, 2026 - Feb 25, 2026
#10	-1.89% Aug 29, 2019 - Jan 3, 2020	-2.13% Oct 18, 2024 - Nov 6, 2024
#11	-1.77% Apr 15, 2020 - Jun 1, 2020	-2.07% Dec 11, 2025 - Dec 23, 2025
#12	-1.58% Feb 27, 2026 - Apr 14, 2026	-2.03% Nov 11, 2024 - Nov 26, 2024
#13	-1.25% Feb 28, 2012 - Apr 11, 2012	-1.96% Jan 12, 2026 - Jan 26, 2026
#14	-1.24% May 10, 2021 - Jul 2, 2021	-1.68% May 21, 2024 - Jun 5, 2024
#15	-1.19% Jul 31, 2012 - Aug 28, 2012	-1.55% Oct 29, 2025 - Nov 11, 2025

Correlation

Correlation between TDTF and BALI is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2011 - 2026)

TDTF vs BALI dividend yield comparison.

Year	TDTF	BALI
2026	0.81%	2.82%
2025	4.58%	8.51%
2024	3.98%	7.13%
2023	3.97%	2.13%
2022	7.60%	0.00%
2021	4.55%	0.00%
2020	1.13%	0.00%
2019	1.80%	0.00%
2018	2.60%	0.00%
2017	2.20%	0.00%
2016	1.51%	0.00%
2015	0.21%	0.00%
2014	1.23%	0.00%
2013	0.17%	0.00%
2012	1.43%	0.00%
2011	0.21%	0.00%