TDTF vs BBN

Comparison between FLEXSHARES IBOXX 5-YEAR TARGET DURATION TIPS INDEX FUND (TDTF, ETF) and BlackRock Taxable Municipal Bond Trust (BBN, ETF).

5-Year PerformanceTDTF has outperformed BBN, delivering a return of +1.8% compared to -2.0%

TDTF vs BBN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TDTF(ETF)	BBN(ETF)
Net Assets	$1B	$1.10B
Expense Ratio	0.18%	N/A
Max Drawdown	20.88%	47.35%
Sharpe Ratio	0.52	0.47
5Y Beta	0.02	0.14
5Y Dividends CAGR	26.77%	-1.79%

Net Assets

TDTF

$1B

Winner

BBN

$1.10B

Expense Ratio

TDTF

0.18%

BBN

N/A

Max Drawdown

Winner

TDTF

20.88%

BBN

47.35%

Sharpe Ratio

Winner

TDTF

0.52

BBN

0.47

5Y Beta

Winner

TDTF

0.02

BBN

0.14

5Y Dividends CAGR

Winner

TDTF

26.77%

BBN

-1.79%

TDTF vs BBN - Historical Returns

Returns include dividend reinvestment.

Period	TDTF	BBN
1 month	+1.09%	-0.69%
3 months	+1.30%	+0.03%
6 months	+1.98%	-2.80%
1 year	+5.73%	+8.69%
5 years(CAGR)	+1.82%	-2.01%
10 years(CAGR)	+3.02%	+2.76%
Max(CAGR)	+2.31%	+5.65%

Winner

TDTF

+1.09%

BBN

-0.69%

Winner

TDTF

+1.30%

BBN

+0.03%

Winner

TDTF

+1.98%

BBN

-2.80%

TDTF

+5.73%

Winner

BBN

+8.69%

5Y(CAGR)

Winner

TDTF

+1.82%

BBN

-2.01%

10Y(CAGR)

Winner

TDTF

+3.02%

BBN

+2.76%

Max(CAGR)

TDTF

+2.31%

Winner

BBN

+5.65%

TDTF vs BBN - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	TDTF	BBN
2026	+2.21%	+1.32%
2025	+7.74%	+8.65%
2024	+2.49%	+5.90%
2023	+3.79%	+1.05%
2022	-9.44%	-30.35%
2021	+5.37%	+4.19%
2020	+9.63%	+15.34%
2019	+7.99%	+24.63%
2018	-0.66%	-2.70%
2017	+1.85%	+14.37%
2016	+3.95%	+9.49%
2015	-0.97%	+2.31%
2014	-0.56%	+25.88%
2013	-4.95%	-9.34%
2012	+5.67%	+14.55%
2011	+0.65%	+30.41%
2010	N/A	-10.94%

TDTF vs BBN Drawdown Comparison

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

The maximum drawdown for BBN was -38.38%, occurring on Oct 25, 2023. This drawdown has not yet recovered.

The current TDTF drawdown is -0.04%. The current BBN drawdown is -18.11%.

Rank	TDTF	BBN
#1	-12.00% Mar 8, 2022 - Apr 3, 2025	-38.38% Sep 15, 2021 - Oct 25, 2023
#2	-9.60% Mar 5, 2020 - Apr 15, 2020	-22.76% Mar 6, 2020 - Jul 24, 2020
#3	-6.85% Sep 14, 2012 - Sep 7, 2017	-17.90% Mar 6, 2013 - Jun 16, 2014
#4	-4.11% Nov 17, 2021 - Mar 7, 2022	-17.43% Aug 10, 2016 - Aug 22, 2017
#5	-3.08% Sep 7, 2017 - Feb 20, 2019	-15.13% Sep 17, 2010 - Jul 5, 2011
#6	-2.56% Apr 3, 2025 - Jun 24, 2025	-12.99% Feb 2, 2015 - Jan 11, 2016
#7	-2.21% Feb 10, 2021 - Apr 28, 2021	-11.77% Dec 29, 2020 - Aug 2, 2021
#8	-2.09% Nov 18, 2011 - Jan 25, 2012	-11.60% Jan 4, 2018 - Jan 25, 2019
#9	-1.98% Sep 22, 2011 - Nov 1, 2011	-7.66% Sep 4, 2019 - Jan 15, 2020
#10	-1.89% Aug 29, 2019 - Jan 3, 2020	-6.45% Mar 12, 2012 - Apr 27, 2012
#11	-1.77% Apr 15, 2020 - Jun 1, 2020	-6.16% Aug 1, 2012 - Mar 4, 2013
#12	-1.58% Feb 27, 2026 - Apr 14, 2026	-5.79% Jul 5, 2011 - Aug 3, 2011
#13	-1.25% Feb 28, 2012 - Apr 11, 2012	-5.55% Feb 26, 2020 - Mar 6, 2020
#14	-1.24% May 10, 2021 - Jul 2, 2021	-5.21% May 13, 2016 - Jun 13, 2016
#15	-1.19% Jul 31, 2012 - Aug 28, 2012	-5.21% Aug 7, 2020 - Sep 2, 2020

Correlation

Correlation between TDTF and BBN is 0.81 which considered as a strong positive correlation - the stocks tend to move together.

0.81

-101

Dividend Comparison (2010 - 2026)

TDTF vs BBN dividend yield comparison.

Year	TDTF	BBN
2026	0.81%	2.45%
2025	4.58%	7.01%
2024	3.98%	6.92%
2023	3.97%	7.16%
2022	7.60%	7.91%
2021	4.55%	5.45%
2020	1.13%	5.05%
2019	1.80%	5.66%
2018	2.60%	7.09%
2017	2.20%	6.82%
2016	1.51%	7.32%
2015	0.21%	7.54%
2014	1.23%	7.14%
2013	0.17%	8.26%
2012	1.43%	6.91%
2011	0.21%	6.86%
2010	0.00%	2.73%