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IEF vs. CORN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. CORN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and Teucrium Corn Fund (CORN). 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 -1.16% return, which is significantly higher than CORN's -4.00% return. Over the past 10 years, IEF has outperformed CORN with an annualized return of 0.53%, while CORN has yielded a comparatively lower -2.94% annualized return.


IEF

1D
-0.11%
1M
-1.19%
YTD
-1.16%
6M
-0.96%
1Y
3.91%
3Y*
2.43%
5Y*
-1.34%
10Y*
0.53%

CORN

1D
-0.23%
1M
-8.54%
YTD
-4.00%
6M
-4.58%
1Y
-8.59%
3Y*
-10.03%
5Y*
-5.19%
10Y*
-2.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. CORN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEF
iShares 7-10 Year Treasury Bond ETF
-1.16%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%
CORN
Teucrium Corn Fund
-4.00%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%

Correlation

The correlation between IEF and CORN is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

-0.03

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

-0.03

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2010

-0.06

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Return for Risk

IEF vs. CORN — Risk / Return Rank

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

IEF
IEF Risk / Return Rank: 2424
Overall Rank
IEF Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2525
Sortino Ratio Rank
IEF Omega Ratio Rank: 2323
Omega Ratio Rank
IEF Calmar Ratio Rank: 2323
Calmar Ratio Rank
IEF Martin Ratio Rank: 2323
Martin Ratio Rank

CORN
CORN Risk / Return Rank: 33
Overall Rank
CORN Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 55
Sortino Ratio Rank
CORN Omega Ratio Rank: 55
Omega Ratio Rank
CORN Calmar Ratio Rank: 22
Calmar Ratio Rank
CORN Martin Ratio Rank: 00
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. CORN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and Teucrium Corn Fund (CORN). 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.


IEFCORNDifference
Sharpe ratioReturn per unit of total volatility

+1.40

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.14

0.92

+0.22

Calmar ratioReturn relative to maximum drawdown

0.96

-0.79

+1.75

Martin ratioReturn relative to average drawdown

2.79

-1.92

+4.71

IEF vs. CORN - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.84, which is higher than the CORN Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of IEF and CORN, 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


IEFCORNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

-0.56

+1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.26

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

-0.15

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

-0.10

+0.60

Drawdowns

IEF vs. CORN - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum CORN drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for IEF and CORN.


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Drawdown Indicators


IEFCORNDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-78.09%

+54.16%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-10.98%

+6.91%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-38.57%

+30.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-44.39%

+22.99%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-51.10%

+27.17%

Current Drawdown

Current decline from peak

-11.80%

-67.69%

+55.89%

Average Drawdown

Average peak-to-trough decline

-5.35%

-51.09%

+45.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

5.31%

-3.91%

Volatility

IEF vs. CORN - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.51%, while Teucrium Corn Fund (CORN) has a volatility of 6.09%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than CORN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFCORNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

6.09%

-4.58%

Volatility (6M)

Calculated over the trailing 6-month period

3.36%

11.51%

-8.15%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

15.42%

-10.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

20.14%

-12.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

19.40%

-12.77%

IEF vs. CORN - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is lower than CORN's 2.19% expense ratio.


Dividends

IEF vs. CORN - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.92%, while CORN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CORN
Teucrium Corn Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEF
iShares 7-10 Year Treasury Bond ETF
3.92%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 CORN have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CORN has higher volatility (6.09%) compared to IEF (1.51%). In terms of maximum drawdown, IEF dropped -23.93% vs CORN's -78.09%.

On 10-year performance, IEF leads with 0.53% vs -2.94% for CORN. On fees, IEF is cheaper at 0.15% per year. On volatility, IEF has been the lower-risk option at 1.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IEF has performed better with a 0.53% return vs -2.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEF is cheaper with a 0.15% expense ratio, compared with 2.19% for CORN.

IEF has the higher dividend yield at 3.92%, compared with 0.00% for CORN.

IEF is categorized as Government Bonds, while CORN is Agricultural Commodities. IEF tracks ICE U.S. Treasury 7-10 Year Bond Index, while CORN tracks Teucrium Corn Fund Benchmark. They also come from different issuers: iShares and Teucrium. Their fees differ too: 0.15% for IEF and 2.19% for CORN.

IEF currently has the higher Sharpe Ratio (0.84 vs -0.56), 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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