TLTD vs BHK

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

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

TLTD vs BHK - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

TLTD

$670M

Winner

BHK

$671M

Expense Ratio

TLTD

0.39%

BHK

N/A

Max Drawdown

Winner

TLTD

44.58%

BHK

48.25%

Sharpe Ratio

Winner

TLTD

1.27

BHK

0.07

5Y Beta

TLTD

0.70

Winner

BHK

0.25

5Y Dividends CAGR

Winner

TLTD

17.49%

BHK

2.54%

TLTD vs BHK - Historical Returns

Returns include dividend reinvestment.

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

Winner

TLTD

+6.34%

BHK

+3.10%

Winner

TLTD

+5.48%

BHK

+3.99%

Winner

TLTD

+4.41%

BHK

-0.41%

Winner

TLTD

+25.20%

BHK

+3.64%

5Y(CAGR)

Winner

TLTD

+11.24%

BHK

-2.44%

10Y(CAGR)

Winner

TLTD

+10.02%

BHK

+2.98%

Max(CAGR)

Winner

TLTD

+8.65%

BHK

+5.71%

TLTD vs BHK - Annual Returns (2001 - 2026)

Returns include dividend reinvestment.

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

TLTD vs BHK Drawdown Comparison

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

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

The current BHK drawdown is -17.38%.

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

Correlation

Correlation between TLTD and BHK 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)

TLTD vs BHK dividend yield comparison.

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