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ASG vs. TLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASG and TLT is -0.27. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

ASG vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty All-Star Growth (ASG) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ASG:

0.29

TLT:

-0.31

Sortino Ratio

ASG:

0.63

TLT:

-0.31

Omega Ratio

ASG:

1.08

TLT:

0.96

Calmar Ratio

ASG:

0.20

TLT:

-0.10

Martin Ratio

ASG:

0.92

TLT:

-0.52

Ulcer Index

ASG:

8.42%

TLT:

8.15%

Daily Std Dev

ASG:

23.68%

TLT:

14.52%

Max Drawdown

ASG:

-63.67%

TLT:

-48.35%

Current Drawdown

ASG:

-26.74%

TLT:

-44.14%

Returns By Period

In the year-to-date period, ASG achieves a -3.66% return, which is significantly lower than TLT's -2.50% return. Over the past 10 years, ASG has outperformed TLT with an annualized return of 10.29%, while TLT has yielded a comparatively lower -1.02% annualized return.


ASG

YTD

-3.66%

1M

17.04%

6M

-4.17%

1Y

6.74%

3Y*

5.78%

5Y*

7.20%

10Y*

10.29%

TLT

YTD

-2.50%

1M

-2.00%

6M

-5.12%

1Y

-4.48%

3Y*

-7.65%

5Y*

-10.29%

10Y*

-1.02%

*Annualized

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Liberty All-Star Growth

Risk-Adjusted Performance

ASG vs. TLT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASG
The Risk-Adjusted Performance Rank of ASG is 6060
Overall Rank
The Sharpe Ratio Rank of ASG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ASG is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ASG is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ASG is 6161
Calmar Ratio Rank
The Martin Ratio Rank of ASG is 6363
Martin Ratio Rank

TLT
The Risk-Adjusted Performance Rank of TLT is 99
Overall Rank
The Sharpe Ratio Rank of TLT is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of TLT is 77
Sortino Ratio Rank
The Omega Ratio Rank of TLT is 88
Omega Ratio Rank
The Calmar Ratio Rank of TLT is 1111
Calmar Ratio Rank
The Martin Ratio Rank of TLT is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ASG vs. TLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Growth (ASG) and iShares 20+ Year Treasury Bond ETF (TLT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current ASG Sharpe Ratio is 0.29, which is higher than the TLT Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of ASG and TLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ASG vs. TLT - Dividend Comparison

ASG's dividend yield for the trailing twelve months is around 8.81%, more than TLT's 4.51% yield.


TTM20242023202220212020201920182017201620152014
ASG
Liberty All-Star Growth
8.81%8.32%8.14%10.14%11.33%7.68%7.08%10.48%7.58%11.48%16.81%6.40%
TLT
iShares 20+ Year Treasury Bond ETF
4.51%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%

Drawdowns

ASG vs. TLT - Drawdown Comparison

The maximum ASG drawdown since its inception was -63.67%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for ASG and TLT. For additional features, visit the drawdowns tool.


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Volatility

ASG vs. TLT - Volatility Comparison

Liberty All-Star Growth (ASG) has a higher volatility of 6.63% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.73%. This indicates that ASG's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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