Inflation
US 1-10YR Gov’t Inflation - Linked Bond Index
Intermediate TIPS Offer More Efficient Means of Inflation Protection
Intermediate TIPS reduce interest rate risk and long-term return expectation and lower expected risk, with the additional benefit of a higher historical correlation to the Consumer Price Index (CPI), an aggregate measure of consumer goods and services commonly used for identifying periods of inflation or deflation.
Learn moreBroad TIPS | Intermediate TIPS | |
Long-Term Expected Return | -0.02% | 0.4% |
Long-Term Expected Risk | 1.5% | 1.2% |
Yield to Worst (%) | 1.34 | 1.19 |
Option Adjusted Duration (Years) | 4.44 | 2.07 |
Historical Correlation to CPI | 0.16 | 0.25 |