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IEF vs. TMRAF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. TMRAF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and Tomra Systems ASA (TMRAF). 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 TMRAF's -25.51% return. Over the past 10 years, IEF has underperformed TMRAF with an annualized return of 0.53%, while TMRAF has yielded a comparatively higher 13.79% 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%

TMRAF

1D
0.00%
1M
-1.66%
YTD
-25.51%
6M
-19.86%
1Y
-34.94%
3Y*
-12.47%
5Y*
-9.57%
10Y*
13.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. TMRAF - 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%
TMRAF
Tomra Systems ASA
-25.51%7.13%13.87%-32.05%-27.02%50.97%51.54%46.27%48.12%82.30%

Correlation

The correlation between IEF and TMRAF is -0.04, 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

-0.04

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

-0.02

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

0.02

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2007

-0.02

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Return for Risk

IEF vs. TMRAF — 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

TMRAF
TMRAF Risk / Return Rank: 1313
Overall Rank
TMRAF Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TMRAF Sortino Ratio Rank: 1616
Sortino Ratio Rank
TMRAF Omega Ratio Rank: 1111
Omega Ratio Rank
TMRAF Calmar Ratio Rank: 1414
Calmar Ratio Rank
TMRAF Martin Ratio Rank: 99
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. TMRAF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and Tomra Systems ASA (TMRAF). 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.


IEFTMRAFDifference
Sharpe ratioReturn per unit of total volatility

+1.50

Sortino ratioReturn per unit of downside risk

+1.98

Omega ratioGain probability vs. loss probability

1.14

0.86

+0.28

Calmar ratioReturn relative to maximum drawdown

0.96

-0.74

+1.70

Martin ratioReturn relative to average drawdown

2.79

-1.38

+4.17

IEF vs. TMRAF - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.84, which is higher than the TMRAF Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of IEF and TMRAF, 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


IEFTMRAFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

-0.66

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.16

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.28

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.21

+0.28

Drawdowns

IEF vs. TMRAF - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum TMRAF drawdown of -71.64%. Use the drawdown chart below to compare losses from any high point for IEF and TMRAF.


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Drawdown Indicators


IEFTMRAFDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-71.64%

+47.71%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-47.39%

+43.32%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-56.94%

+49.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-71.64%

+50.24%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-71.64%

+47.71%

Current Drawdown

Current decline from peak

-11.80%

-59.61%

+47.81%

Average Drawdown

Average peak-to-trough decline

-5.35%

-20.64%

+15.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

25.28%

-23.88%

Volatility

IEF vs. TMRAF - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.51%, while Tomra Systems ASA (TMRAF) has a volatility of 19.65%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than TMRAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFTMRAFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

19.65%

-18.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.36%

40.54%

-37.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

53.41%

-48.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

58.64%

-50.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

49.89%

-43.26%

Dividends

IEF vs. TMRAF - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.92%, more than TMRAF's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TMRAF
Tomra Systems ASA
0.23%1.55%1.39%1.49%1.94%1.01%0.62%1.62%4.28%13.33%0.00%0.00%

Frequently Asked Questions


IEF and TMRAF have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMRAF has higher volatility (19.65%) compared to IEF (1.51%). In terms of maximum drawdown, IEF dropped -23.93% vs TMRAF's -71.64%.

IEF currently has the higher Sharpe Ratio (0.84 vs -0.66), 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 IEF and TMRAF

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