TILT Performance — FlexShares Morningstar US Market Factor Tilt Index Fund
Data updated: 2026-09-25
TILT returned +11.89% year to date and +22.47% over one year to Jul 2026. Annualised returns are +17.78% over 3 years and +11.54% over 5 years. The fund beat its US Large Blend category average: $100 invested three years ago grew to $163, against $153 for the category, and to $122 over one year, against $116. Volatility over the past three years was 13.62% a year. In the 12 months to Jul 2026 the fund took in a net $90.5M, and assets reached $2.19B.
TILT Growth of $100
What $100 invested in FlexShares Morningstar US Market Factor Tilt Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | TILT | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $122 | $116 |
| 3 years (Aug 2023 – Jul 2026) | $163 | $153 |
| 5 years (Aug 2021 – Jul 2026) | $173 | $159 |
| Since data start (Aug 2019 – Jul 2026) | $259 | $226 |
TILT Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +11.89% |
| 1 year | +22.47% |
| 3 years (annualised) | +17.78% |
| 5 years (annualised) | +11.54% |
TILT Annual Returns
Calendar-year total returns of FlexShares Morningstar US Market Factor Tilt Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +11.89% |
| 2025 | +16.40% |
| 2024 | +19.94% |
| 2023 | +24.65% |
| 2022 | −17.15% |
| 2021 | +27.49% |
| 2020 | +16.10% |
| 2019 (Aug–Dec) | +8.36% |
TILT Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.2% | +0.1% | −4.7% | +9.4% | +4.1% | +0.6% | +0.3% | — | — | — | — | — |
| 2025 | +3.3% | −2.1% | −5.7% | −1.6% | +5.9% | +4.9% | +2.0% | +3.4% | +2.8% | +1.7% | +1.0% | +0.2% |
| 2024 | +0.1% | +4.8% | +3.8% | −4.9% | +4.6% | +1.7% | +3.5% | +1.4% | +1.7% | −0.8% | +7.2% | −4.2% |
| 2023 | +7.9% | −2.4% | +0.5% | +0.5% | −0.3% | +7.5% | +4.5% | −2.4% | −4.8% | −3.6% | +9.4% | +6.8% |
| 2022 | −5.3% | −1.6% | +2.6% | −8.5% | +0.6% | −9.0% | +9.5% | −3.5% | −9.5% | +9.2% | +5.3% | −6.0% |
| 2021 | +0.7% | +4.8% | +4.4% | +4.7% | +1.2% | +1.2% | +0.8% | +2.7% | −4.0% | +6.0% | −1.8% | +4.2% |
| 2020 | −1.9% | −8.9% | −17.5% | +13.9% | +5.2% | +2.2% | +4.8% | +6.8% | −3.6% | −0.8% | +14.4% | +5.1% |
| 2019 | — | — | — | — | — | — | — | −3.2% | +2.5% | +2.2% | +3.8% | +3.0% |
TILT Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 13.62%
- 3-year Sharpe ratio: 0.97 (vs 4.5% risk-free rate)
- Best month: +9.37% (Apr 2026)
- Worst month: −5.70% (Mar 2025)
TILT Fund Flows
Monthly money in and out of FlexShares Morningstar US Market Factor Tilt Index Fund, from SEC Form N-PORT.
- 12-month net flow: $90.5M
- 12-month gross sales (incl. reinvestments): $259.4M
- Sales ÷ redemptions: 1.54×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $0 | $27.6M | −$27.6M |
| Jun 2026 | $55.1M | $54.8M | $290K |
| May 2026 | $79.3M | $0 | $79.3M |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $12.4M | $0 | $12.4M |
| Feb 2026 | $51.0M | $0 | $51.0M |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $61.6M | $62.3M | −$683K |
| Nov 2025 | $0 | $12.4M | −$12.4M |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $0 | $11.8M | −$11.8M |
| Aug 2025 | $0 | $0 | $0 |
TILT Assets Under Management
Net assets of FlexShares Morningstar US Market Factor Tilt Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $2.19B |
| 2026-04-30 | $2.03B |
| 2026-01-31 | $1.89B |
| 2025-10-31 | $1.85B |
| 2025-07-31 | $1.73B |
| 2025-04-30 | $1.59B |
| 2025-01-31 | $1.78B |
| 2024-10-31 | $1.69B |
| 2024-07-31 | $1.67B |
| 2024-04-30 | $1.54B |
| 2024-01-31 | $1.52B |
| 2023-10-31 | $1.34B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.