BX vs. TFLO
BX (Blackstone Inc.) is a stock, while TFLO (iShares Treasury Floating Rate Bond ETF) is Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Index. Over the past 10 years, BX returned 21.86%/yr vs 2.38%/yr for TFLO. At a correlation of -0.03, they often move in opposite directions.
Performance
BX vs. TFLO - Performance Comparison
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Returns By Period
In the year-to-date period, BX achieves a -25.16% return, which is significantly lower than TFLO's 1.79% return. Over the past 10 years, BX has outperformed TFLO with an annualized return of 21.86%, while TFLO has yielded a comparatively lower 2.38% annualized return.
BX
- 1D
- -5.90%
- 1M
- -4.66%
- YTD
- -25.16%
- 6M
- -25.85%
- 1Y
- -18.71%
- 3Y*
- 12.17%
- 5Y*
- 6.34%
- 10Y*
- 21.86%
TFLO
- 1D
- -0.02%
- 1M
- 0.29%
- YTD
- 1.79%
- 6M
- 1.87%
- 1Y
- 3.93%
- 3Y*
- 4.72%
- 5Y*
- 3.68%
- 10Y*
- 2.38%
BX vs. TFLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | -25.16% | -7.84% | 35.07% | 82.75% | -40.01% | 107.11% | 19.78% | 96.33% | 0.10% | 27.34% |
TFLO iShares Treasury Floating Rate Bond ETF | 1.79% | 4.22% | 5.34% | 5.12% | 1.99% | -0.02% | 0.43% | 2.04% | 1.76% | 1.01% |
Correlation
The correlation between BX and TFLO is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2014 | -0.03 |
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Return for Risk
BX vs. TFLO — Risk / Return Rank
BX
TFLO
BX vs. TFLO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone Inc. (BX) 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.
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.
| BX | TFLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -14.37 | ||
| Sortino ratioReturn per unit of downside risk | -49.32 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 13.02 | -12.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 199.14 | -199.56 |
| Martin ratioReturn relative to average drawdown | -0.76 | 788.97 | -789.72 |
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Drawdowns
BX vs. TFLO - Drawdown Comparison
The maximum BX drawdown since its inception was -88.09%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for BX and TFLO.
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Drawdown Indicators
| BX | TFLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.09% | -5.01% | -83.08% |
Max Drawdown (1Y)Largest decline over 1 year | -44.76% | -0.02% | -44.74% |
Max Drawdown (3Y)Largest decline over 3 years | -46.50% | -0.04% | -46.46% |
Max Drawdown (5Y)Largest decline over 5 years | -49.29% | -0.13% | -49.16% |
Max Drawdown (10Y)Largest decline over 10 years | -49.29% | -0.16% | -49.13% |
Current DrawdownCurrent decline from peak | -40.25% | -0.02% | -40.23% |
Average DrawdownAverage peak-to-trough decline | -26.40% | -0.10% | -26.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.83% | 0.00% | +24.83% |
Volatility
BX vs. TFLO - Volatility Comparison
Blackstone Inc. (BX) has a higher volatility of 13.66% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.09%. This indicates that BX'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
| BX | TFLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.66% | 0.09% | +13.57% |
Volatility (6M)Calculated over the trailing 6-month period | 29.32% | 0.20% | +29.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.54% | 0.29% | +35.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.55% | 0.36% | +39.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.81% | 0.46% | +35.35% |
Dividends
BX vs. TFLO - Dividend Comparison
BX's dividend yield for the trailing twelve months is around 4.40%, more than TFLO's 3.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | 4.40% | 3.04% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 6.14% | 11.76% |
TFLO iShares Treasury Floating Rate Bond ETF | 3.89% | 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
BX and TFLO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BX has higher volatility (13.66%) compared to TFLO (0.09%). In terms of maximum drawdown, BX dropped -88.09% vs TFLO's -5.01%.
TFLO currently has the higher Sharpe Ratio (13.84 vs -0.53), 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.
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