LTPZ vs TIP: returns, Sharpe ratio and drawdown

Over the past year, TIP returned -0.90% against -7.69% for LTPZ. Over five years, TIP averaged +0.03% a year, compared with -7.39% for LTPZ. LTPZ had the higher Sharpe ratio over the past year (-1.25 vs -1.48), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -3.95% for TIP and -13.83% for LTPZ. Dividends over the past year came to 6.24% of LTPZ's price, against 4.43% for TIP.