Performance analysis of TDTF (FLEXSHARES IBOXX 5-YEAR TARGET DURATION TIPS INDEX FUND)
Annual Return
Over the past 3 years, TDTF has had an average annual return of +4.56%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, TDTF has had an average annual return of +1.72%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, TDTF has had an average annual return of +2.94%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Sep 22, 2011, TDTF has had an average annual return of +2.26%, underperforming the benchmark SPY, which returned +15.79% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +1.53% | +7.83% | +2.40% | +4.11% | -9.70% | +5.54% | +9.97% | +7.99% | -0.81% | +1.93% | +4.42% | -0.33% |
| 2014 | 2013 | 2012 | 2011 | ||||||||
| -0.52% | -5.28% | +5.45% | +0.65% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.61% | +0.94% | -0.93% | +1.27% | -0.07% | -0.28% | +1.53% | ||||||
| 2025 | +1.29% | +2.04% | +1.06% | +0.58% | -0.42% | +0.85% | +0.30% | +1.92% | -0.19% | +0.19% | +0.41% | -0.43% | +7.83% |
| 2024 | +0.59% | -1.26% | +0.77% | -1.48% | +1.71% | +0.81% | +1.80% | +0.70% | +1.41% | -1.70% | +0.41% | -1.29% | +2.40% |
| 2023 | +1.99% | -1.53% | +3.24% | +0.17% | -1.37% | -0.71% | +0.41% | -0.74% | -1.54% | -0.52% | +2.44% | +2.35% | +4.11% |
| 2022 | -1.62% | +0.99% | -1.96% | -1.36% | -0.31% | -2.84% | +4.55% | -2.73% | -6.10% | +1.12% | +1.86% | -1.36% | -9.70% |
| 2021 | +0.63% | -1.14% | +0.07% | +1.55% | +0.85% | +0.11% | +2.76% | -0.30% | -0.62% | +0.74% | +0.13% | +0.68% | +5.54% |
| 2020 | +1.75% | +0.77% | -1.60% | +2.13% | +0.88% | +1.09% | +1.98% | +1.43% | -0.50% | -0.51% | +0.85% | +1.34% | +9.97% |
| 2019 | +1.37% | -0.08% | +1.84% | +0.32% | +1.49% | +1.20% | +0.18% | +1.56% | -0.89% | -0.05% | +0.06% | +0.75% | +7.99% |
| 2018 | -1.05% | -0.72% | +0.89% | -0.06% | +0.34% | +0.58% | -0.58% | +0.64% | -0.91% | -1.16% | +0.55% | +0.69% | -0.81% |
| 2017 | +0.80% | +0.11% | +0.25% | +0.22% | +0.14% | -0.96% | +0.66% | +0.68% | -0.67% | +0.16% | -0.07% | +0.60% | +1.93% |
Drawdown analysis of TDTF (FLEXSHARES IBOXX 5-YEAR TARGET DURATION TIPS INDEX FUND)
The maximum drawdown for the TDTF was -12.00%, occurring on Nov 3, 2022. Recovery took 604 trading sessions.
The current TDTF drawdown is -0.57%.
Since Sep 22, 2011 TDTF has experienced the following drawdowns:
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.00% | Mar 8, 2022 | 167 | Nov 3, 2022 | 604 | Apr 3, 2025 | 771 |
| -9.60% | Mar 5, 2020 | 9 | Mar 18, 2020 | 19 | Apr 15, 2020 | 28 |
| -6.85% | Sep 14, 2012 | 243 | Sep 5, 2013 | 1009 | Sep 7, 2017 | 1252 |
| -4.12% | Nov 17, 2021 | 58 | Feb 10, 2022 | 16 | Mar 7, 2022 | 74 |
| -3.08% | Sep 7, 2017 | 296 | Nov 8, 2018 | 68 | Feb 20, 2019 | 364 |
| -2.56% | Apr 3, 2025 | 6 | Apr 11, 2025 | 49 | Jun 24, 2025 | 55 |
| -2.21% | Feb 10, 2021 | 10 | Feb 25, 2021 | 43 | Apr 28, 2021 | 53 |
| -2.08% | Nov 18, 2011 | 13 | Dec 8, 2011 | 31 | Jan 25, 2012 | 44 |
| -1.98% | Sep 22, 2011 | 15 | Oct 13, 2011 | 13 | Nov 1, 2011 | 28 |
| -1.89% | Aug 29, 2019 | 10 | Sep 13, 2019 | 77 | Jan 3, 2020 | 87 |
| -1.77% | Apr 15, 2020 | 3 | Apr 20, 2020 | 29 | Jun 1, 2020 | 32 |
| -1.58% | Feb 27, 2026 | 19 | Mar 26, 2026 | 15 | Apr 17, 2026 | 34 |
| -1.26% | Feb 28, 2012 | 14 | Mar 19, 2012 | 16 | Apr 11, 2012 | 30 |
| -1.24% | May 10, 2021 | 26 | Jun 16, 2021 | 12 | Jul 2, 2021 | 38 |
| -1.20% | Jul 31, 2012 | 13 | Aug 17, 2012 | 7 | Aug 28, 2012 | 20 |
| -1.19% | Aug 31, 2020 | 49 | Nov 9, 2020 | 17 | Dec 3, 2020 | 66 |
| -1.18% | Sep 9, 2021 | 13 | Sep 28, 2021 | 20 | Oct 26, 2021 | 33 |
| -1.05% | Aug 3, 2021 | 13 | Aug 20, 2021 | 13 | Sep 9, 2021 | 26 |
| -1.02% | Oct 27, 2021 | 3 | Nov 1, 2021 | 5 | Nov 8, 2021 | 8 |
| -0.99% | May 1, 2026 | 12 | May 19, 2026 | Ongoing | Ongoing | Ongoing |
| -0.95% | Oct 24, 2025 | 8 | Nov 5, 2025 | 64 | Feb 9, 2026 | 72 |
| -0.93% | Feb 2, 2012 | 11 | Feb 17, 2012 | 5 | Feb 27, 2012 | 16 |
| -0.91% | Nov 4, 2011 | 9 | Nov 17, 2011 | 1 | Nov 18, 2011 | 10 |
| -0.88% | Jun 15, 2012 | 5 | Jun 22, 2012 | 12 | Jul 11, 2012 | 17 |
| -0.80% | Apr 26, 2019 | 4 | May 2, 2019 | 7 | May 13, 2019 | 11 |