The current NAV of Tata CRISIL IBX Gilt Index - April 2026 Index Fund(IDCW Payout) is ₹12.28, as of 15th July 2025.

The Tata CRISIL IBX Gilt Index - April 2026 Index Fund(IDCW Payout) was launched on 30th September 2022. This mutual fund's past returns are as follows:

• 1 Year Returns: 7.79%

The top sectors Tata CRISIL IBX Gilt Index - April 2026 Index Fund(IDCW Payout) has invested in are as follows:

• G-Sec | 98.19%
• Others | 1.61%
• Miscellaneous | 0.20%

This data is as on 15th July 2025.

The top 5 holdings for Tata CRISIL IBX Gilt Index - April 2026 Index Fund(IDCW Payout) are as follows:

• GOI - 5.63% (12/04/2026) | 66.97%
• GOI - 7.59% (11/01/2026) | 15.17%
• GOI - 7.27% (08/04/2026) | 8.14%
• GOI - 6.99% (17/04/2026) | 7.91%
• CASH / NET CURRENT ASSET | 1.61%

This data is as on 15th July 2025.

The asset allocation for Tata CRISIL IBX Gilt Index - April 2026 Index Fund(IDCW Payout) is as follows:

• Government Securities | 98.19%
• Cash & Equivalents | 1.81%

This data is as on 15th July 2025.

The AUM (i.e. assets under management) of Tata CRISIL IBX Gilt Index - April 2026 Index Fund(IDCW Payout) is ₹931.95 Cr as of 15th July 2025.

The expense ratio of Tata CRISIL IBX Gilt Index - April 2026 Index Fund(IDCW Payout) Plan is 0.12 as of 15th July 2025.

The volatility or standard deviation for the Tata CRISIL IBX Gilt Index - April 2026 Index Fund(IDCW Payout) is 0.53

Standard deviation measures the volatility or risk associated with the returns of a mutual fund. A higher standard deviation indicates higher volatility, suggesting that the returns of the mutual fund are more spread out from the average. On the other hand, a lower standard deviation implies lower volatility and a more stable performance.

The Sharpe ratio for the Tata CRISIL IBX Gilt Index - April 2026 Index Fund(IDCW Payout) is 6.91

The Sharpe ratio is a measure of risk-adjusted return that evaluates the performance of a mutual fund, by adjusting for its risk. Higher Sharpe ratio indicates a better risk-adjusted performance. A positive Sharpe ratio indicates that the MF has provided a return in excess of the risk-free rate for the amount of risk taken. Conversely, a negative Sharpe ratio suggests that the MF did not adequately compensate for the risk.

The Sortino Ratio for the Tata CRISIL IBX Gilt Index - April 2026 Index Fund(IDCW Payout) is 1.00

The Sortino ratio of a mutual fund is a measure of its risk-adjusted return, considering only downside volatility. It helps investors evaluate how well a fund is performing relative to its downside risk. A higher Sortino ratio (value >1) means the fund generates better returns for the downside risk taken.