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BTAL vs. TFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTAL vs. TFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and iShares Treasury Floating Rate Bond ETF (TFLO). 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 -18.69% return, which is significantly lower than TFLO's 1.65% return. Over the past 10 years, BTAL has underperformed TFLO with an annualized return of -4.76%, while TFLO has yielded a comparatively higher 2.37% annualized return.


BTAL

1D
-2.26%
1M
-2.66%
YTD
-18.69%
6M
-16.94%
1Y
-35.41%
3Y*
-12.18%
5Y*
-4.53%
10Y*
-4.76%

TFLO

1D
0.04%
1M
0.29%
YTD
1.65%
6M
1.92%
1Y
4.01%
3Y*
4.72%
5Y*
3.65%
10Y*
2.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTAL vs. TFLO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
-18.69%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%
TFLO
iShares Treasury Floating Rate Bond ETF
1.65%4.22%5.34%5.12%1.99%-0.02%0.43%2.04%1.76%1.01%

Correlation

The correlation between BTAL and TFLO is -0.01, 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

-0.01

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

0.03

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

0.04

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

0.02

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2014

0.01

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Return for Risk

BTAL vs. TFLO — 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: 11
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
Martin Ratio Rank

TFLO
TFLO Risk / Return Rank: 100100
Overall Rank
TFLO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TFLO Sortino Ratio Rank: 100100
Sortino Ratio Rank
TFLO Omega Ratio Rank: 100100
Omega Ratio Rank
TFLO Calmar Ratio Rank: 100100
Calmar Ratio Rank
TFLO 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. TFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and iShares Treasury Floating Rate Bond ETF (TFLO). 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.


BTALTFLODifference
Sharpe ratioReturn per unit of total volatility

-15.82

Sortino ratioReturn per unit of downside risk

-53.90

Omega ratioGain probability vs. loss probability

0.74

14.07

-13.33

Calmar ratioReturn relative to maximum drawdown

-0.95

203.31

-204.26

Martin ratioReturn relative to average drawdown

-1.62

831.80

-833.42

BTAL vs. TFLO - Sharpe Ratio Comparison

The current BTAL Sharpe Ratio is -1.61, which is lower than the TFLO Sharpe Ratio of 14.21. The chart below compares the historical Sharpe Ratios of BTAL and TFLO, 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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Sharpe Ratios by Period


BTALTFLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.61

14.21

-15.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

10.35

-10.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.28

5.23

-5.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.99

-1.22

Drawdowns

BTAL vs. TFLO - Drawdown Comparison

The maximum BTAL drawdown since its inception was -50.28%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for BTAL and TFLO.


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Drawdown Indicators


BTALTFLODifference

Max Drawdown

Largest peak-to-trough decline

-50.28%

-5.01%

-45.27%

Max Drawdown (1Y)

Largest decline over 1 year

-37.50%

-0.02%

-37.48%

Max Drawdown (3Y)

Largest decline over 3 years

-45.16%

-0.04%

-45.12%

Max Drawdown (5Y)

Largest decline over 5 years

-45.16%

-0.13%

-45.03%

Max Drawdown (10Y)

Largest decline over 10 years

-50.28%

-0.16%

-50.12%

Current Drawdown

Current decline from peak

-49.32%

0.00%

-49.32%

Average Drawdown

Average peak-to-trough decline

-21.98%

-0.10%

-21.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.90%

0.00%

+21.90%

Volatility

BTAL vs. TFLO - Volatility Comparison

AGFiQ US Market Neutral Anti-Beta Fund (BTAL) has a higher volatility of 7.68% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.07%. This indicates that BTAL's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTALTFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

0.07%

+7.61%

Volatility (6M)

Calculated over the trailing 6-month period

15.98%

0.20%

+15.78%

Volatility (1Y)

Calculated over the trailing 1-year period

22.07%

0.28%

+21.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.86%

0.35%

+18.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.29%

0.46%

+16.83%

BTAL vs. TFLO - Expense Ratio Comparison

BTAL has a 2.11% expense ratio, which is higher than TFLO's 0.15% expense ratio.


Dividends

BTAL vs. TFLO - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 3.06%, less than TFLO's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
3.06%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%0.00%0.00%0.00%
TFLO
iShares Treasury Floating Rate Bond ETF
3.90%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%

Frequently Asked Questions


BTAL and TFLO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (7.68%) compared to TFLO (0.07%). In terms of maximum drawdown, BTAL dropped -50.28% vs TFLO's -5.01%.

On 10-year performance, TFLO leads with 2.37% vs -4.76% for BTAL. On fees, TFLO is cheaper at 0.15% per year. On volatility, TFLO 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, TFLO has performed better with a 2.37% return vs -4.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TFLO is cheaper with a 0.15% expense ratio, compared with 2.11% for BTAL.

TFLO has the higher dividend yield at 3.90%, compared with 3.06% for BTAL.

BTAL is categorized as Long-Short, while TFLO is Government Bonds. BTAL tracks Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index, while TFLO tracks Bloomberg U.S. Treasury Floating Rate Index. They also come from different issuers: AGF and iShares. Their fees differ too: 2.11% for BTAL and 0.15% for TFLO.

TFLO currently has the higher Sharpe Ratio (14.21 vs -1.61), 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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