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GBF vs. PIFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBF vs. PIFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Government/Credit Bond ETF (GBF) and ClearShares Piton Intermediate Fixed Income ETF (PIFI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBF achieves a 0.35% return, which is significantly higher than PIFI's 0.10% return.


GBF

1D
0.13%
1M
0.21%
YTD
0.35%
6M
0.18%
1Y
4.02%
3Y*
3.64%
5Y*
-0.19%
10Y*
1.51%

PIFI

1D
0.24%
1M
0.12%
YTD
0.10%
6M
0.27%
1Y
3.35%
3Y*
3.80%
5Y*
1.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBF vs. PIFI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GBF
iShares Government/Credit Bond ETF
0.35%6.41%0.99%5.79%-13.85%-2.30%0.90%
PIFI
ClearShares Piton Intermediate Fixed Income ETF
0.10%6.29%2.52%4.61%-7.15%-1.33%0.10%

Correlation

The correlation between GBF and PIFI is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

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

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2020

0.92

The correlation between GBF and PIFI has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

GBF vs. PIFI — Risk / Return Rank

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

GBF
GBF Risk / Return Rank: 3030
Overall Rank
GBF Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GBF Sortino Ratio Rank: 3131
Sortino Ratio Rank
GBF Omega Ratio Rank: 2929
Omega Ratio Rank
GBF Calmar Ratio Rank: 3131
Calmar Ratio Rank
GBF Martin Ratio Rank: 3030
Martin Ratio Rank

PIFI
PIFI Risk / Return Rank: 3636
Overall Rank
PIFI Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PIFI Sortino Ratio Rank: 3939
Sortino Ratio Rank
PIFI Omega Ratio Rank: 3535
Omega Ratio Rank
PIFI Calmar Ratio Rank: 3636
Calmar Ratio Rank
PIFI Martin Ratio Rank: 3434
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.

GBF vs. PIFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Government/Credit Bond ETF (GBF) and ClearShares Piton Intermediate Fixed Income ETF (PIFI). 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.


GBFPIFIDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratioReturn relative to maximum drawdown

1.48

1.75

-0.27

Martin ratioReturn relative to average drawdown

4.37

5.03

-0.66

GBF vs. PIFI - Sharpe Ratio Comparison

The current GBF Sharpe Ratio is 1.09, which is comparable to the PIFI Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of GBF and PIFI, 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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Sharpe Ratios by Period


GBFPIFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.30

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.29

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.23

+0.35

Drawdowns

GBF vs. PIFI - Drawdown Comparison

The maximum GBF drawdown since its inception was -19.67%, which is greater than PIFI's maximum drawdown of -10.59%. Use the drawdown chart below to compare losses from any high point for GBF and PIFI.


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Drawdown Indicators


GBFPIFIDifference

Max Drawdown

Largest peak-to-trough decline

-19.67%

-10.59%

-9.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-1.93%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-5.78%

-2.75%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-18.45%

-10.41%

-8.04%

Max Drawdown (10Y)

Largest decline over 10 years

-19.67%

Current Drawdown

Current decline from peak

-4.71%

-1.21%

-3.50%

Average Drawdown

Average peak-to-trough decline

-3.67%

-3.23%

-0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.67%

+0.25%

Volatility

GBF vs. PIFI - Volatility Comparison

iShares Government/Credit Bond ETF (GBF) has a higher volatility of 1.21% compared to ClearShares Piton Intermediate Fixed Income ETF (PIFI) at 0.84%. This indicates that GBF's price experiences larger fluctuations and is considered to be riskier than PIFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBFPIFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

0.84%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

1.84%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

2.62%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.93%

3.66%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

3.48%

+1.80%

GBF vs. PIFI - Expense Ratio Comparison

GBF has a 0.20% expense ratio, which is lower than PIFI's 0.45% expense ratio.


Dividends

GBF vs. PIFI - Dividend Comparison

GBF's dividend yield for the trailing twelve months is around 3.78%, which matches PIFI's 3.75% yield.


PositionTTM20252024202320222021202020192018201720162015
GBF
iShares Government/Credit Bond ETF
3.78%3.81%3.94%3.03%2.13%1.22%1.64%2.64%2.59%2.31%2.09%2.04%
PIFI
ClearShares Piton Intermediate Fixed Income ETF
3.75%3.16%2.92%2.29%1.22%0.25%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, GBF and PIFI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GBF has higher volatility (1.21%) compared to PIFI (0.84%). In terms of maximum drawdown, GBF dropped -19.67% vs PIFI's -10.59%.

On 5-year performance, PIFI leads with 1.07% vs -0.19% for GBF. On fees, GBF is cheaper at 0.20% per year. On volatility, PIFI has been the lower-risk option at 0.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PIFI has performed better with a 1.07% return vs -0.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GBF is cheaper with a 0.20% expense ratio, compared with 0.45% for PIFI.

GBF has the higher dividend yield at 3.78%, compared with 3.75% for PIFI.

They also come from different issuers: iShares and ClearShares. Their fees differ too: 0.20% for GBF and 0.45% for PIFI.

PIFI currently has the higher Sharpe Ratio (1.30 vs 1.09), 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

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