LFDR vs. LIFT
LFDR (LifeX Durable Income ETF) and LIFT (LifeX 2028 Income Bucket ETF) are both Government Bonds funds from Stone Ridge. Both are actively managed. Their 0.50 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.25% expense ratio.
Performance
LFDR vs. LIFT - Performance Comparison
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Returns By Period
In the year-to-date period, LFDR achieves a -3.22% return, which is significantly lower than LIFT's 1.06% return.
LFDR
- 1D
- -0.73%
- 1M
- -3.47%
- 6M
- -3.17%
- YTD
- -3.22%
- 1Y
- -1.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -0.13%
LIFT
- 1D
- -0.01%
- 1M
- 0.12%
- 6M
- 0.97%
- YTD
- 1.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.83K | $1.96K | $2.51K | |
| $3.97K | $7.75K | $18.58K |
LFDR vs. LIFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LFDR LifeX Durable Income ETF | -3.22% | -0.46% |
LIFT LifeX 2028 Income Bucket ETF | 1.06% | 1.16% |
Correlation
The correlation between LFDR and LIFT is 0.50, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.50 |
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Return for Risk
LFDR vs. LIFT — Risk / Return Rank
LFDR
LIFT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
LFDR vs. LIFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX Durable Income ETF (LFDR) and LifeX 2028 Income Bucket ETF (LIFT). 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.
| LFDR | LIFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.99 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | — | — |
| Martin ratioReturn relative to average drawdown | -0.22 | — | — |
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Drawdowns
LFDR vs. LIFT - Drawdown Comparison
The maximum LFDR drawdown since its inception was -7.77%, which is greater than LIFT's maximum drawdown of -0.49%. Use the drawdown chart below to compare losses from any high point for LFDR and LIFT.
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Drawdown Indicators
| LFDR | LIFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.77% | -0.49% | -7.28% |
Max Drawdown (1Y)Largest decline over 1 year | -6.84% | — | — |
Current DrawdownCurrent decline from peak | -6.84% | -0.03% | -6.81% |
Average DrawdownAverage peak-to-trough decline | -3.07% | -0.09% | -2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | — | — |
Volatility
LFDR vs. LIFT - Volatility Comparison
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Volatility by Period
| LFDR | LIFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.14% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 6.06% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 8.09% | 1.23% | +6.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.47% | 1.23% | +8.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.47% | 1.23% | +8.24% |
LFDR vs. LIFT - Expense Ratio Comparison
Both LFDR and LIFT have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
LFDR vs. LIFT - Dividend Comparison
LFDR's dividend yield for the trailing twelve months is around 8.50%, less than LIFT's 35.61% yield.
| Position | TTM | 2025 |
|---|---|---|
LFDR LifeX Durable Income ETF | 8.50% | 13.10% |
LIFT LifeX 2028 Income Bucket ETF | 35.61% | 8.63% |
Frequently Asked Questions
LFDR and LIFT have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LFDR and LIFT have the same expense ratio: 0.25% per year.
LIFT has the higher dividend yield at 35.61%, compared with 8.50% for LFDR.
Find the right allocation for LFDR and LIFT
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