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BTAL vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTAL vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGF U.S. Market Neutral Anti-Beta Fund (BTAL) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTAL achieves a -23.84% return, which is significantly lower than BIL's 1.66% return. Over the past 10 years, BTAL has underperformed BIL with an annualized return of -5.40%, while BIL has yielded a comparatively higher 2.20% annualized return.


BTAL

1D
-2.92%
1M
-10.46%
YTD
-23.84%
6M
-22.94%
1Y
-38.64%
3Y*
-13.54%
5Y*
-6.13%
10Y*
-5.40%

BIL

1D
0.04%
1M
0.29%
YTD
1.66%
6M
1.75%
1Y
3.85%
3Y*
4.63%
5Y*
3.45%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTAL vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-23.84%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.66%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between BTAL and BIL is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2011

0.02

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Return for Risk

BTAL vs. BIL — Risk / Return Rank

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

BTAL
BTAL Risk / Return Rank: 00
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 00
Sortino Ratio Rank
BTAL Omega Ratio Rank: 00
Omega Ratio Rank
BTAL Calmar Ratio Rank: 00
Calmar Ratio Rank
BTAL Martin Ratio Rank: 00
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BTAL vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGF U.S. Market Neutral Anti-Beta Fund (BTAL) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BTALBILDifference
Sharpe ratioReturn per unit of total volatility

-21.23

Sortino ratioReturn per unit of downside risk

-176.85

Omega ratioGain probability vs. loss probability

0.72

87.91

-87.19

Calmar ratioReturn relative to maximum drawdown

-1.00

355.36

-356.36

Martin ratioReturn relative to average drawdown

-1.84

2,817.85

-2,819.68

BTAL vs. BIL - Sharpe Ratio Comparison

The current BTAL Sharpe Ratio is -1.70, which is lower than the BIL Sharpe Ratio of 19.53. The chart below compares the historical Sharpe Ratios of BTAL and BIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BTAL vs. BIL - Drawdown Comparison

The maximum BTAL drawdown since its inception was -52.53%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for BTAL and BIL.


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Drawdown Indicators


BTALBILDifference

Max Drawdown

Largest peak-to-trough decline

-52.53%

-0.78%

-51.75%

Max Drawdown (1Y)

Largest decline over 1 year

-38.64%

-0.01%

-38.63%

Max Drawdown (3Y)

Largest decline over 3 years

-47.64%

-0.01%

-47.63%

Max Drawdown (5Y)

Largest decline over 5 years

-47.64%

-0.09%

-47.55%

Max Drawdown (10Y)

Largest decline over 10 years

-52.53%

-0.21%

-52.32%

Current Drawdown

Current decline from peak

-52.53%

0.00%

-52.53%

Average Drawdown

Average peak-to-trough decline

-22.04%

-0.26%

-21.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.94%

0.00%

+20.94%

Volatility

BTAL vs. BIL - Volatility Comparison

AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a higher volatility of 8.68% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that BTAL's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTALBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.68%

0.07%

+8.61%

Volatility (6M)

Calculated over the trailing 6-month period

16.70%

0.14%

+16.56%

Volatility (1Y)

Calculated over the trailing 1-year period

22.64%

0.20%

+22.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.05%

0.26%

+18.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

0.26%

+17.12%

BTAL vs. BIL - Expense Ratio Comparison

BTAL has a 1.40% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

BTAL vs. BIL - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 3.27%, less than BIL's 3.85% yield.


PositionTTM2025202420232022202120202019201820172016
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.85%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
3.27%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%0.00%0.00%

Frequently Asked Questions


BTAL and BIL have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (8.68%) compared to BIL (0.07%). In terms of maximum drawdown, BTAL dropped -52.53% vs BIL's -0.78%.

On 10-year performance, BIL leads with 2.20% vs -5.40% for BTAL. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BIL has performed better with a 2.20% return vs -5.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIL is cheaper with a 0.14% expense ratio, compared with 1.40% for BTAL.

BIL has the higher dividend yield at 3.85%, compared with 3.27% for BTAL.

BTAL is categorized as Equity Market Neutral, while BIL is Government Bonds. They also come from different issuers: AGF and State Street. Their fees differ too: 1.40% for BTAL and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.53 vs -1.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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