TDTF vs BBAG

Comparison between FLEXSHARES IBOXX 5-YEAR TARGET DURATION TIPS INDEX FUND (TDTF, ETF) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG, ETF).

5-Year PerformanceTDTF has outperformed BBAG, delivering a return of +1.8% compared to +0.1%

TDTF vs BBAG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TDTF(ETF)	BBAG(ETF)
Net Assets	$1B	$1.10B
Expense Ratio	0.18%	0.03%
Max Drawdown	20.88%	23.99%
Sharpe Ratio	0.52	0.36
5Y Beta	0.02	0.04
5Y Dividends CAGR	26.77%	13.34%

Net Assets

TDTF

$1B

Winner

BBAG

$1.10B

Expense Ratio

TDTF

0.18%

Winner

BBAG

0.03%

Max Drawdown

Winner

TDTF

20.88%

BBAG

23.99%

Sharpe Ratio

Winner

TDTF

0.52

BBAG

0.36

5Y Beta

Winner

TDTF

0.02

BBAG

0.04

5Y Dividends CAGR

Winner

TDTF

26.77%

BBAG

13.34%

TDTF vs BBAG - Historical Returns

Returns include dividend reinvestment.

Period	TDTF	BBAG
1 month	+1.09%	+0.02%
3 months	+1.30%	+0.06%
6 months	+1.98%	+0.89%
1 year	+5.73%	+5.56%
5 years(CAGR)	+1.82%	+0.09%
10 years(CAGR)	+3.02%	N/A
Max(CAGR)	+2.31%	+1.92%

Winner

TDTF

+1.09%

BBAG

+0.02%

Winner

TDTF

+1.30%

BBAG

+0.06%

Winner

TDTF

+1.98%

BBAG

+0.89%

Winner

TDTF

+5.73%

BBAG

+5.56%

5Y(CAGR)

Winner

TDTF

+1.82%

BBAG

+0.09%

10Y(CAGR)

TDTF

+3.02%

BBAG

N/A

Max(CAGR)

Winner

TDTF

+2.31%

BBAG

+1.92%

TDTF vs BBAG - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	TDTF	BBAG
2026	+2.21%	+0.60%
2025	+7.74%	+7.20%
2024	+2.49%	+1.62%
2023	+3.79%	+4.81%
2022	-9.44%	-12.62%
2021	+5.37%	-1.75%
2020	+9.63%	+6.90%
2019	+7.99%	+8.08%
2018	-0.66%	+1.00%
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 BBAG Drawdown Comparison

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

The maximum drawdown for BBAG was -18.74%, occurring on Oct 21, 2022. This drawdown has not yet recovered.

The current TDTF drawdown is -0.04%. The current BBAG drawdown is -2.52%.

Rank	TDTF	BBAG
#1	-12.00% Mar 8, 2022 - Apr 3, 2025	-18.74% Aug 6, 2020 - Oct 21, 2022
#2	-9.60% Mar 5, 2020 - Apr 15, 2020	-9.69% Mar 9, 2020 - Jun 10, 2020
#3	-6.85% Sep 14, 2012 - Sep 7, 2017	-2.18% Sep 4, 2019 - Jan 22, 2020
#4	-4.11% Nov 17, 2021 - Mar 7, 2022	-0.90% Jan 3, 2019 - Jan 31, 2019
#5	-3.08% Sep 7, 2017 - Feb 20, 2019	-0.88% Jul 3, 2019 - Aug 1, 2019
#6	-2.56% Apr 3, 2025 - Jun 24, 2025	-0.78% Mar 27, 2019 - May 13, 2019
#7	-2.21% Feb 10, 2021 - Apr 28, 2021	-0.74% Jan 31, 2020 - Feb 20, 2020
#8	-2.09% Nov 18, 2011 - Jan 25, 2012	-0.63% Aug 15, 2019 - Aug 27, 2019
#9	-1.98% Sep 22, 2011 - Nov 1, 2011	-0.60% Feb 26, 2019 - Mar 7, 2019
#10	-1.89% Aug 29, 2019 - Jan 3, 2020	-0.43% Jan 31, 2019 - Feb 7, 2019
#11	-1.77% Apr 15, 2020 - Jun 1, 2020	-0.43% Dec 19, 2018 - Dec 28, 2018
#12	-1.58% Feb 27, 2026 - Apr 14, 2026	-0.39% Feb 8, 2019 - Feb 19, 2019
#13	-1.25% Feb 28, 2012 - Apr 11, 2012	-0.31% May 15, 2019 - May 23, 2019
#14	-1.24% May 10, 2021 - Jul 2, 2021	-0.29% Jun 11, 2020 - Jun 19, 2020
#15	-1.19% Jul 31, 2012 - Aug 28, 2012	-0.27% Jun 3, 2019 - Jun 13, 2019

Correlation

Correlation between TDTF and BBAG is 0.48 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.48

-101

Dividend Comparison (2011 - 2026)

TDTF vs BBAG dividend yield comparison.

Year	TDTF	BBAG
2026	0.81%	1.41%
2025	4.58%	4.29%
2024	3.98%	4.25%
2023	3.97%	3.60%
2022	7.60%	2.23%
2021	4.55%	1.44%
2020	1.13%	2.26%
2019	1.80%	2.92%
2018	2.60%	0.16%
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%