DCI vs. IBTJ
DCI (Donaldson Company, Inc.) is a stock, while IBTJ (iShares iBonds Dec 2029 Term Treasury ETF) is Government Bonds fund tracking the ICE 2029 Maturity US Treasury Index. Over the past 5 years, DCI returned 8.47%/yr vs -0.15%/yr for IBTJ. At a correlation of -0.03, they often move in opposite directions.
Performance
DCI vs. IBTJ - Performance Comparison
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Returns By Period
In the year-to-date period, DCI achieves a -2.28% return, which is significantly lower than IBTJ's 0.04% return.
DCI
- 1D
- 1.18%
- 1M
- 5.44%
- YTD
- -2.28%
- 6M
- -6.11%
- 1Y
- 27.67%
- 3Y*
- 13.77%
- 5Y*
- 8.47%
- 10Y*
- 11.09%
IBTJ
- 1D
- -0.09%
- 1M
- 0.36%
- YTD
- 0.04%
- 6M
- 0.37%
- 1Y
- 3.40%
- 3Y*
- 3.81%
- 5Y*
- -0.15%
- 10Y*
- —
DCI vs. IBTJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DCI Donaldson Company, Inc. | -2.28% | 33.71% | 4.62% | 12.80% | 0.96% | 7.56% | 22.00% |
IBTJ iShares iBonds Dec 2029 Term Treasury ETF | 0.04% | 6.89% | 1.82% | 4.49% | -12.45% | -3.57% | 4.03% |
Correlation
The correlation between DCI and IBTJ is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020 | -0.03 |
The correlation between DCI and IBTJ shifts across timeframes, from -0.03 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DCI vs. IBTJ — Risk / Return Rank
DCI
IBTJ
DCI vs. IBTJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Donaldson Company, Inc. (DCI) and iShares iBonds Dec 2029 Term Treasury ETF (IBTJ). 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.
| DCI | IBTJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.02 | -1.02 |
| Martin ratioReturn relative to average drawdown | 2.17 | 5.49 | -3.33 |
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Drawdowns
DCI vs. IBTJ - Drawdown Comparison
The maximum DCI drawdown since its inception was -56.90%, which is greater than IBTJ's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for DCI and IBTJ.
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Drawdown Indicators
| DCI | IBTJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.90% | -20.19% | -36.71% |
Max Drawdown (1Y)Largest decline over 1 year | -26.05% | -1.62% | -24.43% |
Max Drawdown (3Y)Largest decline over 3 years | -26.05% | -4.43% | -21.62% |
Max Drawdown (5Y)Largest decline over 5 years | -32.20% | -17.21% | -14.99% |
Max Drawdown (10Y)Largest decline over 10 years | -42.72% | — | — |
Current DrawdownCurrent decline from peak | -21.65% | -6.17% | -15.48% |
Average DrawdownAverage peak-to-trough decline | -11.09% | -9.71% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.98% | 0.59% | +11.39% |
Volatility
DCI vs. IBTJ - Volatility Comparison
Donaldson Company, Inc. (DCI) has a higher volatility of 8.17% compared to iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) at 0.69%. This indicates that DCI's price experiences larger fluctuations and is considered to be riskier than IBTJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCI | IBTJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.17% | 0.69% | +7.48% |
Volatility (6M)Calculated over the trailing 6-month period | 20.95% | 1.58% | +19.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.36% | 2.36% | +24.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.53% | 5.73% | +17.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.90% | 5.98% | +19.92% |
Dividends
DCI vs. IBTJ - Dividend Comparison
DCI's dividend yield for the trailing twelve months is around 1.39%, less than IBTJ's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCI Donaldson Company, Inc. | 1.39% | 1.32% | 1.57% | 1.50% | 1.55% | 1.47% | 1.50% | 1.42% | 1.73% | 1.45% | 1.65% | 2.36% |
IBTJ iShares iBonds Dec 2029 Term Treasury ETF | 3.80% | 3.78% | 3.95% | 3.48% | 1.86% | 0.74% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DCI and IBTJ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCI has higher volatility (8.17%) compared to IBTJ (0.69%). In terms of maximum drawdown, DCI dropped -56.90% vs IBTJ's -20.19%.
IBTJ currently has the higher Sharpe Ratio (1.39 vs 0.99), 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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