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JAPN vs. TFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JAPN vs. TFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Horizon Kinetics Japan Owner Operator ETF (JAPN) and iShares Treasury Floating Rate Bond ETF (TFLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JAPN achieves a -14.01% return, which is significantly lower than TFLO's 1.81% return.


JAPN

1D
-1.93%
1M
-2.75%
YTD
-14.01%
6M
-14.07%
1Y
-19.28%
3Y*
5Y*
10Y*

TFLO

1D
0.02%
1M
0.31%
YTD
1.81%
6M
1.91%
1Y
3.99%
3Y*
4.72%
5Y*
3.68%
10Y*
2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JAPN vs. TFLO - Yearly Performance Comparison


Correlation

The correlation between JAPN and TFLO is -0.11, 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

-0.11

Correlation (All Time)
Calculated using the full available price history since May 13, 2025

-0.12

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Return for Risk

JAPN vs. TFLO — Risk / Return Rank

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

JAPN
JAPN Risk / Return Rank: 22
Overall Rank
JAPN Sharpe Ratio Rank: 11
Sharpe Ratio Rank
JAPN Sortino Ratio Rank: 22
Sortino Ratio Rank
JAPN Omega Ratio Rank: 22
Omega Ratio Rank
JAPN Calmar Ratio Rank: 22
Calmar Ratio Rank
JAPN Martin Ratio Rank: 11
Martin Ratio Rank

TFLO
TFLO Risk / Return Rank: 100100
Overall Rank
TFLO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TFLO Sortino Ratio Rank: 100100
Sortino Ratio Rank
TFLO Omega Ratio Rank: 100100
Omega Ratio Rank
TFLO Calmar Ratio Rank: 100100
Calmar Ratio Rank
TFLO Martin Ratio Rank: 100100
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.

JAPN vs. TFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizon Kinetics Japan Owner Operator ETF (JAPN) and iShares Treasury Floating Rate Bond ETF (TFLO). 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.


JAPNTFLODifference
Sharpe ratioReturn per unit of total volatility

-15.11

Sortino ratioReturn per unit of downside risk

-52.47

Omega ratioGain probability vs. loss probability

0.84

14.01

-13.16

Calmar ratioReturn relative to maximum drawdown

-0.81

202.27

-203.07

Martin ratioReturn relative to average drawdown

-1.43

827.47

-828.90

JAPN vs. TFLO - Sharpe Ratio Comparison

The current JAPN Sharpe Ratio is -0.99, which is lower than the TFLO Sharpe Ratio of 14.11. The chart below compares the historical Sharpe Ratios of JAPN and TFLO, 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

JAPN vs. TFLO - Drawdown Comparison

The maximum JAPN drawdown since its inception was -23.94%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for JAPN and TFLO.


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Drawdown Indicators


JAPNTFLODifference

Max Drawdown

Largest peak-to-trough decline

-23.94%

-5.01%

-18.93%

Max Drawdown (1Y)

Largest decline over 1 year

-23.94%

-0.02%

-23.92%

Max Drawdown (3Y)

Largest decline over 3 years

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-0.16%

Current Drawdown

Current decline from peak

-23.51%

0.00%

-23.51%

Average Drawdown

Average peak-to-trough decline

-10.03%

-0.10%

-9.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.52%

0.00%

+13.52%

Volatility

JAPN vs. TFLO - Volatility Comparison

Horizon Kinetics Japan Owner Operator ETF (JAPN) has a higher volatility of 6.67% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.08%. This indicates that JAPN's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAPNTFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

0.08%

+6.59%

Volatility (6M)

Calculated over the trailing 6-month period

16.17%

0.20%

+15.97%

Volatility (1Y)

Calculated over the trailing 1-year period

19.48%

0.29%

+19.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.56%

0.35%

+19.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

0.46%

+19.10%

JAPN vs. TFLO - Expense Ratio Comparison

JAPN has a 0.85% expense ratio, which is higher than TFLO's 0.15% expense ratio.


Dividends

JAPN vs. TFLO - Dividend Comparison

JAPN's dividend yield for the trailing twelve months is around 0.28%, less than TFLO's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
JAPN
Horizon Kinetics Japan Owner Operator ETF
0.28%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TFLO
iShares Treasury Floating Rate Bond ETF
3.89%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%

Frequently Asked Questions


JAPN and TFLO 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.

JAPN has higher volatility (6.67%) compared to TFLO (0.08%). In terms of maximum drawdown, JAPN dropped -23.94% vs TFLO's -5.01%.

On 1-year performance, TFLO leads with 3.99% vs -19.28% for JAPN. On fees, TFLO is cheaper at 0.15% per year. On volatility, TFLO has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TFLO has performed better with a 3.99% return vs -19.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TFLO is cheaper with a 0.15% expense ratio, compared with 0.85% for JAPN.

TFLO has the higher dividend yield at 3.89%, compared with 0.28% for JAPN.

JAPN is categorized as Japan Equities, while TFLO is Government Bonds. They also come from different issuers: Horizon and iShares. Their fees differ too: 0.85% for JAPN and 0.15% for TFLO.

TFLO currently has the higher Sharpe Ratio (14.11 vs -0.99), 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 JAPN and TFLO

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