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DTF vs. AJG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DTF vs. AJG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DTF Tax-Free Income 2028 Term Fund Inc. (DTF) and Arthur J. Gallagher & Co. (AJG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DTF achieves a 2.54% return, which is significantly higher than AJG's -3.64% return. Over the past 10 years, DTF has underperformed AJG with an annualized return of 0.34%, while AJG has yielded a comparatively higher 19.43% annualized return.


DTF

1D
0.53%
1M
-0.24%
6M
1.83%
YTD
2.54%
1Y
5.12%
3Y*
5.62%
5Y*
-1.70%
10Y*
0.34%
ALL TIME*
3.00%

AJG

1D
-0.65%
1M
-1.84%
6M
1.67%
YTD
-3.64%
1Y
-11.82%
3Y*
4.91%
5Y*
13.78%
10Y*
19.43%
ALL TIME*
12.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$355.65M$371.39M$402.84M
$63.02K$62.93K$87.24K

DTF vs. AJG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTF
DTF Tax-Free Income 2028 Term Fund Inc.
2.54%5.41%8.07%2.12%-21.17%0.09%4.11%23.44%-7.25%2.16%
AJG
Arthur J. Gallagher & Co.
-3.64%-8.03%27.34%20.51%12.44%39.02%32.12%31.79%19.19%25.04%

Correlation

The correlation between DTF and AJG is 0.01, 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.

0.01

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

0.02

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

0.05

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

0.04

Correlation (All Time)
Calculated using the full available price history since Nov 22, 1991

0.03

Fundamentals

Market Cap

DTF:

$80.70M

AJG:

$63.66B

EPS

DTF:

$0.93

AJG:

$6.19

PE Ratio

DTF:

12.28

AJG:

40.01

PS Ratio

DTF:

14.44

AJG:

4.31

Total Revenue (TTM)

DTF:

$5.59M

AJG:

$14.97B

Gross Profit (TTM)

DTF:

$5.07M

AJG:

$9.88B

EBITDA (TTM)

DTF:

$5.07M

AJG:

$3.89B

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Return for Risk

DTF vs. AJG — Risk / Return Rank

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

DTF
DTF Risk / Return Rank: 7575
Overall Rank
DTF Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DTF Sortino Ratio Rank: 6868
Sortino Ratio Rank
DTF Omega Ratio Rank: 6565
Omega Ratio Rank
DTF Calmar Ratio Rank: 8383
Calmar Ratio Rank
DTF Martin Ratio Rank: 8585
Martin Ratio Rank

AJG
AJG Risk / Return Rank: 2828
Overall Rank
AJG Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AJG Sortino Ratio Rank: 2424
Sortino Ratio Rank
AJG Omega Ratio Rank: 2424
Omega Ratio Rank
AJG Calmar Ratio Rank: 3333
Calmar Ratio Rank
AJG Martin Ratio Rank: 3434
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.

DTF vs. AJG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DTF Tax-Free Income 2028 Term Fund Inc. (DTF) and Arthur J. Gallagher & Co. (AJG). 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.


DTFAJGDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+1.80

Omega ratioGain probability vs. loss probability

1.17

0.95

+0.22

Calmar ratioReturn relative to maximum drawdown

2.51

-0.31

+2.82

Martin ratioReturn relative to average drawdown

7.21

-0.53

+7.74

DTF vs. AJG - Sharpe Ratio Comparison

The current DTF Sharpe Ratio is 0.95, which is higher than the AJG Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of DTF and AJG, 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

DTF vs. AJG - Drawdown Comparison

The maximum DTF drawdown since its inception was -37.49%, smaller than the maximum AJG drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for DTF and AJG.


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Drawdown Indicators


DTFAJGDifference

Max Drawdown

Largest peak-to-trough decline

-37.49%

-57.49%

+20.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.05%

-37.81%

+35.76%

Max Drawdown (3Y)

Largest decline over 3 years

-5.42%

-44.40%

+38.98%

Max Drawdown (5Y)

Largest decline over 5 years

-25.73%

-44.40%

+18.67%

Max Drawdown (10Y)

Largest decline over 10 years

-25.73%

-44.40%

+18.67%

Current Drawdown

Current decline from peak

-8.70%

-28.01%

+19.31%

Average Drawdown

Average peak-to-trough decline

-9.22%

-12.89%

+3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

22.43%

-21.72%

Volatility

DTF vs. AJG - Volatility Comparison

The current volatility for DTF Tax-Free Income 2028 Term Fund Inc. (DTF) is 1.29%, while Arthur J. Gallagher & Co. (AJG) has a volatility of 11.03%. This indicates that DTF experiences smaller price fluctuations and is considered to be less risky than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTFAJGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

11.03%

-9.74%

Volatility (6M)

Calculated over the trailing 6-month period

4.14%

24.81%

-20.67%

Volatility (1Y)

Calculated over the trailing 1-year period

5.43%

29.97%

-24.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.08%

23.68%

-15.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.53%

23.39%

-13.86%

Dividends

DTF vs. AJG - Dividend Comparison

DTF's dividend yield for the trailing twelve months is around 3.40%, more than AJG's 1.09% yield.


PositionTTM20252024202320222021202020192018201720162015
AJG
Arthur J. Gallagher & Co.
1.09%1.00%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%
DTF
DTF Tax-Free Income 2028 Term Fund Inc.
3.40%3.42%3.48%3.63%3.57%4.35%3.22%2.98%5.48%4.95%6.53%5.81%

Financials

DTF vs. AJG - Financials Comparison

This section allows you to compare key financial metrics between DTF Tax-Free Income 2028 Term Fund Inc. and Arthur J. Gallagher & Co.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


DTF and AJG 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.

AJG has higher volatility (11.03%) compared to DTF (1.29%). In terms of maximum drawdown, DTF dropped -37.49% vs AJG's -57.49%.

DTF currently has the higher Sharpe Ratio (0.95 vs -0.40), 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

Find the right allocation for DTF and AJG

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