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PST vs. TBIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PST vs. TBIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort 7-10 Year Treasury (PST) and TIAA-CREF Bond Index Fund (TBIIX). The values are adjusted to include any dividend payments, if applicable.

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PST vs. TBIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PST
ProShares UltraShort 7-10 Year Treasury
2.06%-4.42%12.27%3.17%38.55%4.01%-18.67%-11.03%1.72%-4.52%
TBIIX
TIAA-CREF Bond Index Fund
-0.49%7.12%1.13%5.13%-13.61%-1.81%7.69%8.58%-0.25%3.43%

Returns By Period

In the year-to-date period, PST achieves a 2.06% return, which is significantly higher than TBIIX's -0.49% return. Over the past 10 years, PST has outperformed TBIIX with an annualized return of 1.99%, while TBIIX has yielded a comparatively lower 1.42% annualized return.


PST

1D
-0.23%
1M
5.54%
YTD
2.06%
6M
2.99%
1Y
1.28%
3Y*
6.13%
5Y*
7.99%
10Y*
1.99%

TBIIX

1D
0.52%
1M
-2.32%
YTD
-0.49%
6M
0.47%
1Y
3.77%
3Y*
3.19%
5Y*
-0.09%
10Y*
1.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PST vs. TBIIX - Expense Ratio Comparison

PST has a 0.95% expense ratio, which is higher than TBIIX's 0.07% expense ratio.


Return for Risk

PST vs. TBIIX — Risk / Return Rank

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

PST
PST Risk / Return Rank: 1414
Overall Rank
PST Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PST Sortino Ratio Rank: 1414
Sortino Ratio Rank
PST Omega Ratio Rank: 1313
Omega Ratio Rank
PST Calmar Ratio Rank: 1414
Calmar Ratio Rank
PST Martin Ratio Rank: 1313
Martin Ratio Rank

TBIIX
TBIIX Risk / Return Rank: 5252
Overall Rank
TBIIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TBIIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
TBIIX Omega Ratio Rank: 3636
Omega Ratio Rank
TBIIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
TBIIX Martin Ratio Rank: 4949
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.

PST vs. TBIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 7-10 Year Treasury (PST) and TIAA-CREF Bond Index Fund (TBIIX). 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.


PSTTBIIXDifference

Sharpe ratio

Return per unit of total volatility

0.11

0.96

-0.85

Sortino ratio

Return per unit of downside risk

0.24

1.38

-1.14

Omega ratio

Gain probability vs. loss probability

1.03

1.17

-0.14

Calmar ratio

Return relative to maximum drawdown

0.10

1.68

-1.58

Martin ratio

Return relative to average drawdown

0.16

4.81

-4.65

PST vs. TBIIX - Sharpe Ratio Comparison

The current PST Sharpe Ratio is 0.11, which is lower than the TBIIX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of PST and TBIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSTTBIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

0.96

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

-0.02

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.29

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

0.54

-0.92

Correlation

The correlation between PST and TBIIX is -0.92. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PST vs. TBIIX - Dividend Comparison

PST's dividend yield for the trailing twelve months is around 3.16%, less than TBIIX's 3.52% yield.


TTM20252024202320222021202020192018201720162015
PST
ProShares UltraShort 7-10 Year Treasury
3.16%3.47%3.61%3.69%0.02%0.00%0.11%1.85%0.66%0.00%0.00%0.00%
TBIIX
TIAA-CREF Bond Index Fund
3.52%3.73%3.14%2.44%2.11%2.07%3.17%2.82%2.46%2.44%2.31%2.61%

Drawdowns

PST vs. TBIIX - Drawdown Comparison

The maximum PST drawdown since its inception was -79.25%, which is greater than TBIIX's maximum drawdown of -19.33%. Use the drawdown chart below to compare losses from any high point for PST and TBIIX.


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Drawdown Indicators


PSTTBIIXDifference

Max Drawdown

Largest peak-to-trough decline

-79.25%

-19.33%

-59.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.22%

-2.83%

-5.39%

Max Drawdown (5Y)

Largest decline over 5 years

-16.19%

-18.68%

+2.49%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-19.33%

-16.74%

Current Drawdown

Current decline from peak

-64.99%

-4.35%

-60.64%

Average Drawdown

Average peak-to-trough decline

-61.45%

-3.68%

-57.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

0.99%

+4.02%

Volatility

PST vs. TBIIX - Volatility Comparison

ProShares UltraShort 7-10 Year Treasury (PST) has a higher volatility of 3.88% compared to TIAA-CREF Bond Index Fund (TBIIX) at 1.61%. This indicates that PST's price experiences larger fluctuations and is considered to be riskier than TBIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSTTBIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

1.61%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

2.68%

+3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

4.55%

+7.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

6.05%

+9.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.33%

5.00%

+8.33%