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DCI vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DCI vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Donaldson Company, Inc. (DCI) 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, DCI achieves a 9.00% return, which is significantly higher than BIL's 2.10% return. Over the past 10 years, DCI has outperformed BIL with an annualized return of 11.85%, while BIL has yielded a comparatively lower 2.24% annualized return.


DCI

1D
1.89%
1M
7.78%
6M
-4.48%
YTD
9.00%
1Y
37.37%
3Y*
17.51%
5Y*
9.23%
10Y*
11.85%
ALL TIME*
14.64%

BIL

1D
0.01%
1M
0.28%
6M
1.78%
YTD
2.10%
1Y
3.78%
3Y*
4.54%
5Y*
3.54%
10Y*
2.24%
ALL TIME*
1.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$915.12M$889.94M$918.56M
$58.08M$64.55M$66.93M

DCI vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCI
Donaldson Company, Inc.
9.00%33.71%4.62%12.80%0.96%7.56%-1.41%34.98%-9.95%18.17%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
2.10%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between DCI and BIL is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.09

Correlation (3Y)
Balances recent behavior with more history.

-0.06

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.02

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.01

Correlation (All Time)
Calculated using the full available price history since May 30, 2007

-0.01

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Return for Risk

DCI vs. BIL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DCI
DCI Risk / Return Rank: 7777
Overall Rank
DCI Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DCI Sortino Ratio Rank: 7979
Sortino Ratio Rank
DCI Omega Ratio Rank: 8181
Omega Ratio Rank
DCI Calmar Ratio Rank: 7373
Calmar Ratio Rank
DCI Martin Ratio Rank: 6969
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) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DCI vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Donaldson Company, Inc. (DCI) 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.


DCIBILDifference
Sharpe ratioReturn per unit of total volatility

-17.79

Sortino ratioReturn per unit of downside risk

-149.99

Omega ratioGain probability vs. loss probability

1.27

68.82

-67.55

Calmar ratioReturn relative to maximum drawdown

1.44

346.53

-345.09

Martin ratioReturn relative to average drawdown

2.72

2,457.45

-2,454.73

DCI vs. BIL - Sharpe Ratio Comparison

The current DCI Sharpe Ratio is 1.38, which is lower than the BIL Sharpe Ratio of 19.17. The chart below compares the historical Sharpe Ratios of DCI 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

DCI vs. BIL - Drawdown Comparison

The maximum DCI drawdown since its inception was -56.90%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for DCI and BIL.


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Drawdown Indicators


DCIBILDifference

Max Drawdown

Largest peak-to-trough decline

-56.90%

-0.78%

-56.12%

Max Drawdown (1Y)

Largest decline over 1 year

-26.05%

-0.01%

-26.04%

Max Drawdown (3Y)

Largest decline over 3 years

-26.05%

-0.01%

-26.04%

Max Drawdown (5Y)

Largest decline over 5 years

-32.20%

-0.08%

-32.12%

Max Drawdown (10Y)

Largest decline over 10 years

-42.72%

-0.21%

-42.51%

Current Drawdown

Current decline from peak

-12.60%

0.00%

-12.60%

Average Drawdown

Average peak-to-trough decline

-11.11%

-0.26%

-10.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.78%

0.00%

+13.78%

Volatility

DCI vs. BIL - Volatility Comparison

Donaldson Company, Inc. (DCI) has a higher volatility of 6.90% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.06%. This indicates that DCI'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


DCIBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

0.06%

+6.84%

Volatility (6M)

Calculated over the trailing 6-month period

21.42%

0.14%

+21.28%

Volatility (1Y)

Calculated over the trailing 1-year period

27.22%

0.20%

+27.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.61%

0.26%

+23.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.95%

0.26%

+25.69%

Dividends

DCI vs. BIL - Dividend Comparison

DCI's dividend yield for the trailing twelve months is around 1.27%, less than BIL's 3.77% yield.


PositionTTM20252024202320222021202020192018201720162015
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.77%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
DCI
Donaldson Company, Inc.
1.27%1.32%1.57%1.50%1.55%1.47%1.50%1.42%1.73%1.45%1.65%2.36%

Frequently Asked Questions


DCI and BIL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DCI has higher volatility (6.90%) compared to BIL (0.06%). In terms of maximum drawdown, DCI dropped -56.90% vs BIL's -0.78%.

BIL currently has the higher Sharpe Ratio (19.17 vs 1.38), 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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