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GARP vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GARP vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Quality GARP ETF (GARP) and iShares 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GARP achieves a 16.96% return, which is significantly higher than IEF's -0.47% return.


GARP

1D
0.21%
1M
3.69%
YTD
16.96%
6M
17.70%
1Y
38.39%
3Y*
31.05%
5Y*
18.96%
10Y*

IEF

1D
-0.17%
1M
1.05%
YTD
-0.47%
6M
-0.18%
1Y
3.78%
3Y*
2.86%
5Y*
-1.24%
10Y*
0.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GARP vs. IEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GARP
iShares MSCI USA Quality GARP ETF
16.96%21.49%37.42%42.86%-26.75%27.99%26.51%
IEF
iShares 7-10 Year Treasury Bond ETF
-0.47%8.03%-0.63%3.64%-15.15%-3.33%8.63%

Correlation

The correlation between GARP and IEF 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

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2020

0.05

The correlation between GARP and IEF shifts across timeframes, from 0.05 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GARP vs. IEF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GARP
GARP Risk / Return Rank: 6464
Overall Rank
GARP Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GARP Sortino Ratio Rank: 6363
Sortino Ratio Rank
GARP Omega Ratio Rank: 6363
Omega Ratio Rank
GARP Calmar Ratio Rank: 6161
Calmar Ratio Rank
GARP Martin Ratio Rank: 6565
Martin Ratio Rank

IEF
IEF Risk / Return Rank: 2222
Overall Rank
IEF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2222
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2121
Calmar Ratio Rank
IEF Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GARP vs. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality GARP ETF (GARP) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.


GARPIEFDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.43

Omega ratioGain probability vs. loss probability

1.33

1.12

+0.21

Calmar ratioReturn relative to maximum drawdown

2.65

0.84

+1.81

Martin ratioReturn relative to average drawdown

10.37

2.35

+8.02

GARP vs. IEF - Sharpe Ratio Comparison

The current GARP Sharpe Ratio is 1.93, which is higher than the IEF Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of GARP and IEF, 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

GARP vs. IEF - Drawdown Comparison

The maximum GARP drawdown since its inception was -31.34%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for GARP and IEF.


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Drawdown Indicators


GARPIEFDifference

Max Drawdown

Largest peak-to-trough decline

-31.34%

-23.93%

-7.41%

Max Drawdown (1Y)

Largest decline over 1 year

-13.69%

-4.07%

-9.62%

Max Drawdown (3Y)

Largest decline over 3 years

-23.73%

-7.74%

-15.99%

Max Drawdown (5Y)

Largest decline over 5 years

-30.61%

-21.40%

-9.21%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

Current Drawdown

Current decline from peak

-4.27%

-11.18%

+6.91%

Average Drawdown

Average peak-to-trough decline

-7.35%

-5.35%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

1.45%

+2.04%

Volatility

GARP vs. IEF - Volatility Comparison

iShares MSCI USA Quality GARP ETF (GARP) has a higher volatility of 7.61% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.62%. This indicates that GARP's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GARPIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

1.62%

+5.99%

Volatility (6M)

Calculated over the trailing 6-month period

15.12%

3.42%

+11.70%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

4.72%

+14.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.11%

7.71%

+14.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.95%

6.63%

+17.32%

GARP vs. IEF - Expense Ratio Comparison

Both GARP and IEF have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

GARP vs. IEF - Dividend Comparison

GARP's dividend yield for the trailing twelve months is around 0.26%, less than IEF's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
GARP
iShares MSCI USA Quality GARP ETF
0.26%0.31%0.38%0.75%1.85%0.67%0.75%0.00%0.00%0.00%0.00%0.00%
IEF
iShares 7-10 Year Treasury Bond ETF
3.89%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%

Frequently Asked Questions


GARP and IEF 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.

GARP has higher volatility (7.61%) compared to IEF (1.62%). In terms of maximum drawdown, GARP dropped -31.34% vs IEF's -23.93%.

On 5-year performance, GARP leads with 18.96% vs -1.24% for IEF. Both ETFs have the same 0.15% expense ratio. On volatility, IEF has been the lower-risk option at 1.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GARP has performed better with a 18.96% return vs -1.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GARP and IEF have the same expense ratio: 0.15% per year.

IEF has the higher dividend yield at 3.89%, compared with 0.26% for GARP.

GARP is categorized as Large Cap Growth Equities, while IEF is Government Bonds. GARP tracks MSCI USA Quality GARP Select Index, while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index.

GARP currently has the higher Sharpe Ratio (1.93 vs 0.72), 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 GARP and IEF

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