TILT vs TAGG

Comparison between FLEXSHARES MORNINGSTAR US MARKET FACTOR TILT INDEX FUND (TILT, ETF) and T. ROWE PRICE QM U.S. BOND ETF (TAGG, ETF).

5-Year PerformanceTILT has outperformed TAGG, delivering a return of +11.9% compared to +0.2%

TILT vs TAGG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TILT(ETF)	TAGG(ETF)
Net Assets	$2.20B	$2.30B
Expense Ratio	0.25%	0.08%
Max Drawdown	38.78%	21.31%
Sharpe Ratio	1.59	-0.37
5Y Beta	0.96	0.03
P/E Ratio	24.13	N/A
Forward P/E	16.73	N/A
5Y Dividends CAGR	7.70%	N/A
5Y EPS CAGR	22.08%	N/A
Debt to Equity	55.65%	N/A
P/S Ratio	2.02	N/A
P/B Ratio	3.27	N/A

Net Assets

TILT

$2.20B

Winner

TAGG

$2.30B

Expense Ratio

TILT

0.25%

Winner

TAGG

0.08%

Max Drawdown

TILT

38.78%

Winner

TAGG

21.31%

Sharpe Ratio

Winner

TILT

1.59

TAGG

-0.37

5Y Beta

TILT

0.96

Winner

TAGG

0.03

P/E Ratio

TILT

24.13

TAGG

N/A

Forward P/E

TILT

16.73

TAGG

N/A

5Y Dividends CAGR

TILT

7.70%

TAGG

N/A

5Y EPS CAGR

TILT

22.08%

TAGG

N/A

Debt to Equity

TILT

55.65%

TAGG

N/A

P/S Ratio

TILT

2.02

TAGG

N/A

P/B Ratio

TILT

3.27

TAGG

N/A

TILT vs TAGG - Historical Returns

Returns include dividend reinvestment.

Period	TILT	TAGG
1 month	+2.25%	-0.87%
3 months	+5.71%	-0.66%
6 months	+10.91%	-0.72%
1 year	+25.67%	+2.40%
5 years(CAGR)	+11.89%	+0.17%
10 years(CAGR)	+13.84%	N/A
Max(CAGR)	+14.70%	+0.17%

Winner

TILT

+2.25%

TAGG

-0.87%

Winner

TILT

+5.71%

TAGG

-0.66%

Winner

TILT

+10.91%

TAGG

-0.72%

Winner

TILT

+25.67%

TAGG

+2.40%

5Y(CAGR)

Winner

TILT

+11.89%

TAGG

+0.17%

10Y(CAGR)

TILT

+13.84%

TAGG

N/A

Max(CAGR)

Winner

TILT

+14.70%

TAGG

+0.17%

TILT vs TAGG - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	TILT	TAGG
2026	+14.18%	-0.11%
2025	+16.78%	+7.35%
2024	+20.52%	+2.10%
2023	+25.13%	+5.30%
2022	-17.73%	-12.04%
2021	+29.40%	+0.01%
2020	+15.43%	N/A
2019	+28.62%	N/A
2018	-9.38%	N/A
2017	+17.29%	N/A
2016	+18.75%	N/A
2015	-1.72%	N/A
2014	+11.48%	N/A
2013	+32.34%	N/A
2012	+14.64%	N/A
2011	+14.01%	N/A

TILT vs TAGG Drawdown Comparison

The maximum drawdown for TILT was -38.44%, occurring on Mar 23, 2020. Recovery took 137 trading sessions.

The maximum drawdown for TAGG was -17.27%, occurring on Oct 20, 2022. Recovery took 987 trading sessions.

The current TILT drawdown is -0.62%. The current TAGG drawdown is -2.29%.

Rank	TILT	TAGG
#1	-38.44% Feb 19, 2020 - Sep 2, 2020	-17.27% Nov 9, 2021 - Oct 16, 2025
#2	-24.12% Jan 4, 2022 - Dec 14, 2023	-3.19% Feb 27, 2026 - May 19, 2026
#3	-21.48% Sep 20, 2018 - Jul 12, 2019	-1.08% Oct 27, 2025 - Nov 26, 2025
#4	-19.85% Dec 4, 2024 - Jul 2, 2025	-1.01% Oct 1, 2021 - Nov 5, 2021
#5	-17.59% Jun 23, 2015 - Jul 14, 2016	-0.88% Nov 26, 2025 - Jan 14, 2026
#6	-11.02% Mar 27, 2012 - Sep 6, 2012	-0.62% Jan 14, 2026 - Feb 5, 2026
#7	-10.02% Jan 26, 2018 - Aug 6, 2018	-0.21% Nov 5, 2021 - Nov 9, 2021
#8	-9.51% Oct 28, 2011 - Jan 6, 2012	-0.19% Oct 22, 2025 - Oct 27, 2025
#9	-9.05% Sep 2, 2020 - Oct 12, 2020	-0.17% Feb 10, 2026 - Feb 12, 2026
#10	-8.50% Feb 9, 2026 - Apr 15, 2026	-0.15% Feb 17, 2026 - Feb 23, 2026
#11	-8.38% Sep 2, 2014 - Nov 6, 2014	-0.14% Feb 6, 2026 - Feb 10, 2026
#12	-8.33% Sep 14, 2012 - Jan 2, 2013	-0.07% Feb 23, 2026 - Feb 26, 2026
#13	-8.31% Jul 16, 2024 - Sep 19, 2024	-0.07% Oct 16, 2025 - Oct 20, 2025
#14	-6.95% Jul 26, 2019 - Oct 28, 2019	N/A
#15	-6.89% Oct 12, 2020 - Nov 5, 2020	N/A

Correlation

Correlation between TILT and TAGG is 0.76 which considered as a strong positive correlation - the stocks tend to move together.

0.76

-101

Dividend Comparison (2011 - 2026)

TILT vs TAGG dividend yield comparison.

Year	TILT	TAGG
2026	0.45%	2.59%
2025	1.15%	4.36%
2024	1.23%	4.36%
2023	1.44%	3.48%
2022	1.60%	3.67%
2021	1.16%	0.33%
2020	1.49%	0.00%
2019	1.54%	0.00%
2018	1.97%	0.00%
2017	1.55%	0.00%
2016	1.60%	0.00%
2015	1.98%	0.00%
2014	1.33%	0.00%
2013	0.98%	0.00%
2012	1.11%	0.00%
2011	0.46%	0.00%