DTF vs. COST
DTF (DTF Tax-Free Income 2028 Term Fund Inc.) and COST (Costco Wholesale Corporation) are both stocks. DTF operates in Asset Management (Financial Services), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, DTF returned 0.15%/yr vs 21.90%/yr for COST. At a 0.03 correlation, their price movements are largely independent.
Performance
DTF vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, DTF achieves a 1.89% return, which is significantly lower than COST's 10.63% return. Over the past 10 years, DTF has underperformed COST with an annualized return of 0.15%, while COST has yielded a comparatively higher 21.90% annualized return.
DTF
- 1D
- 0.00%
- 1M
- 1.08%
- YTD
- 1.89%
- 6M
- 2.52%
- 1Y
- 5.98%
- 3Y*
- 5.83%
- 5Y*
- -1.70%
- 10Y*
- 0.15%
COST
- 1D
- -0.01%
- 1M
- -7.48%
- YTD
- 10.63%
- 6M
- 12.24%
- 1Y
- -2.41%
- 3Y*
- 23.60%
- 5Y*
- 20.70%
- 10Y*
- 21.90%
DTF vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTF DTF Tax-Free Income 2028 Term Fund Inc. | 1.89% | 5.41% | 8.07% | 2.12% | -21.17% | 0.09% | 4.11% | 23.44% | -7.25% | 2.16% |
COST Costco Wholesale Corporation | 10.63% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between DTF and COST is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 1993 | 0.03 |
Fundamentals
DTF:
$0.93
COST:
$26.51
DTF:
12.24
COST:
35.89
DTF:
14.39
COST:
1.08
DTF:
$5.59M
COST:
$293.59B
DTF:
$5.07M
COST:
$11.12B
DTF:
$5.07M
COST:
$12.48B
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Return for Risk
DTF vs. COST — Risk / Return Rank
DTF
COST
DTF vs. COST - 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 Costco Wholesale Corporation (COST). 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.
| DTF | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.99 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | -0.16 | +3.09 |
| Martin ratioReturn relative to average drawdown | 8.51 | -0.35 | +8.86 |
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Drawdowns
DTF vs. COST - Drawdown Comparison
The maximum DTF drawdown since its inception was -37.49%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for DTF and COST.
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Drawdown Indicators
| DTF | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.49% | -53.39% | +15.90% |
Max Drawdown (1Y)Largest decline over 1 year | -2.05% | -15.14% | +13.09% |
Max Drawdown (3Y)Largest decline over 3 years | -5.42% | -20.74% | +15.32% |
Max Drawdown (5Y)Largest decline over 5 years | -25.73% | -31.40% | +5.67% |
Max Drawdown (10Y)Largest decline over 10 years | -25.73% | -31.40% | +5.67% |
Current DrawdownCurrent decline from peak | -9.27% | -13.06% | +3.79% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -13.36% | +4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 6.86% | -6.15% |
Volatility
DTF vs. COST - Volatility Comparison
The current volatility for DTF Tax-Free Income 2028 Term Fund Inc. (DTF) is 1.71%, while Costco Wholesale Corporation (COST) has a volatility of 6.51%. This indicates that DTF experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTF | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 6.51% | -4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 4.00% | 14.49% | -10.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.36% | 18.95% | -13.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.08% | 22.73% | -14.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.56% | 21.98% | -12.42% |
Dividends
DTF vs. COST - Dividend Comparison
DTF's dividend yield for the trailing twelve months is around 3.41%, more than COST's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.56% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
DTF DTF Tax-Free Income 2028 Term Fund Inc. | 3.41% | 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. COST - Financials Comparison
This section allows you to compare key financial metrics between DTF Tax-Free Income 2028 Term Fund Inc. and Costco Wholesale Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DTF and COST have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (6.51%) compared to DTF (1.71%). In terms of maximum drawdown, DTF dropped -37.49% vs COST's -53.39%.
DTF currently has the higher Sharpe Ratio (1.12 vs -0.13), 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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