We study non-linear sigma models on target manifolds with constant (positive or negative) curvature using the functional renormalization group and the background field method. We pay particular attention to the splitting Ward identities associated to the invariance under reparametrization of the background field. Implementing these Ward identities imposes to use the curvature as a formal expansion parameter, which allows us to close the flow equation of the (scale-dependent) effective action consistently to first order in the curvature. We shed new light on previous work using the background field method.