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IEF vs. COR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IEF vs. COR

Last updated Jun 13, 2026

IEF (iShares 7-10 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while COR (Cencora Inc.) is a stock. Over the past 10 years, IEF returned 0.59%/yr vs 17.47%/yr for COR. At a correlation of -0.14, they often move in opposite directions.

Performance

IEF vs. COR - Performance Comparison

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

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Returns By Period

In the year-to-date period, IEF achieves a -0.47% return, which is significantly higher than COR's -16.27% return. Over the past 10 years, IEF has underperformed COR with an annualized return of 0.59%, while COR has yielded a comparatively higher 17.47% annualized return.

IEF

1D
-0.17%
1M
0.19%
YTD
-0.47%
6M
-0.18%
1Y
3.39%
3Y*
2.86%
5Y*
-1.24%
10Y*
0.59%

COR

1D
0.07%
1M
10.42%
YTD
-16.27%
6M
-18.27%
1Y
-3.81%
3Y*
17.14%
5Y*
20.65%
10Y*
17.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. COR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IEF
iShares 7-10 Year Treasury Bond ETF		-0.47%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%
COR
Cencora Inc.		-16.27%51.48%10.37%25.33%26.26%44.09%23.37%23.51%-17.57%19.51%

Correlation

The correlation between IEF and COR is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.11

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

0.13

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2002

-0.14

The correlation between IEF and COR shifts across timeframes, from -0.14 (all time) to 0.13 (3 years), reflecting how their relationship changes across market environments.

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iShares 7-10 Year Treasury Bond ETF

Cencora Inc.

Often compared with IEF:
IEF vs. TLTIEF vs. VGITIEF vs. LQDIEF vs. SHYIEF vs. BNDIEF vs. IEIIEF vs. TIP
Often compared with COR:
COR vs. MCKCOR vs. CAHCOR vs. DLRCOR vs. SPYCOR vs. VOOCOR vs. SMHCOR vs. UNH

Return for Risk

IEF vs. COR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
COR
COR Risk / Return Rank: 3636
Overall Rank
COR Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
COR Sortino Ratio Rank: 3333
Sortino Ratio Rank
COR Omega Ratio Rank: 3333
Omega Ratio Rank
COR Calmar Ratio Rank: 3939
Calmar Ratio Rank
COR Martin Ratio Rank: 3737
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.

IEF vs. COR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and Cencora Inc. (COR). 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.

IEFCORDifference
Sharpe ratioReturn per unit of total volatility
0.72
-0.13

+0.85

Sortino ratioReturn per unit of downside risk
1.10
0.03

+1.07

Omega ratioGain probability vs. loss probability

1.12

1.01

+0.12

Calmar ratioReturn relative to maximum drawdown

0.84

-0.12

+0.95

Martin ratioReturn relative to average drawdown

2.35

-0.33

+2.67

IEF vs. COR - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is higher than the COR Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of IEF and COR, 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

IEF vs. COR - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum COR drawdown of -71.01%. Use the drawdown chart below to compare losses from any high point for IEF and COR.

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Drawdown Indicators

IEFCORDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-71.01%

+47.08%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-32.44%

+28.37%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-32.44%

+24.70%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-32.44%

+11.04%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-32.44%

+8.51%

Current Drawdown

Current decline from peak

-11.18%

-24.54%

+13.36%

Average Drawdown

Average peak-to-trough decline

-5.35%

-13.62%

+8.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

11.68%

-10.23%

Volatility

IEF vs. COR - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.62%, while Cencora Inc. (COR) has a volatility of 6.51%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than COR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IEFCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

6.51%

-4.89%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

26.93%

-23.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

30.20%

-25.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

22.30%

-14.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

27.48%

-20.85%

Dividends

IEF vs. COR - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.89%, more than COR's 0.83% yield.

PositionTTM20252024202320222021202020192018201720162015
COR
Cencora Inc.		0.83%0.67%0.93%0.96%1.13%5.13%6.74%7.48%2.07%1.61%1.77%1.17%
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

IEF and COR have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COR has higher volatility (6.51%) compared to IEF (1.62%). In terms of maximum drawdown, IEF dropped -23.93% vs COR's -71.01%.

IEF currently has the higher Sharpe Ratio (0.72 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.

Portfolio Optimizer

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