PortfoliosLab logoPortfoliosLab logo
RBIL vs. RINF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RBIL vs. RINF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) and ProShares Inflation Expectations ETF (RINF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RBIL vs. RINF - Yearly Performance Comparison


Returns By Period

In the year-to-date period, RBIL achieves a 1.49% return, which is significantly higher than RINF's -0.49% return.


RBIL

1D
-0.16%
1M
0.83%
YTD
1.49%
6M
2.00%
1Y
3.59%
3Y*
5Y*
10Y*

RINF

1D
0.26%
1M
0.35%
YTD
-0.49%
6M
0.12%
1Y
2.10%
3Y*
4.16%
5Y*
5.39%
10Y*
4.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RBIL vs. RINF - Expense Ratio Comparison

RBIL has a 0.17% expense ratio, which is lower than RINF's 0.30% expense ratio.


Return for Risk

RBIL vs. RINF — Risk / Return Rank

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

RBIL
RBIL Risk / Return Rank: 9898
Overall Rank
RBIL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RBIL Sortino Ratio Rank: 9898
Sortino Ratio Rank
RBIL Omega Ratio Rank: 9898
Omega Ratio Rank
RBIL Calmar Ratio Rank: 9898
Calmar Ratio Rank
RBIL Martin Ratio Rank: 9898
Martin Ratio Rank

RINF
RINF Risk / Return Rank: 2020
Overall Rank
RINF Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RINF Sortino Ratio Rank: 2020
Sortino Ratio Rank
RINF Omega Ratio Rank: 1919
Omega Ratio Rank
RINF Calmar Ratio Rank: 2020
Calmar Ratio Rank
RINF Martin Ratio Rank: 1717
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.

RBIL vs. RINF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) and ProShares Inflation Expectations ETF (RINF). 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.


RBILRINFDifference

Sharpe ratio

Return per unit of total volatility

3.46

0.39

+3.06

Sortino ratio

Return per unit of downside risk

5.46

0.59

+4.87

Omega ratio

Gain probability vs. loss probability

1.90

1.07

+0.83

Calmar ratio

Return relative to maximum drawdown

7.45

0.40

+7.04

Martin ratio

Return relative to average drawdown

32.50

0.75

+31.75

RBIL vs. RINF - Sharpe Ratio Comparison

The current RBIL Sharpe Ratio is 3.46, which is higher than the RINF Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of RBIL and RINF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RBILRINFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.46

0.39

+3.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

3.89

0.07

+3.82

Correlation

The correlation between RBIL and RINF is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RBIL vs. RINF - Dividend Comparison

RBIL's dividend yield for the trailing twelve months is around 4.43%, more than RINF's 3.81% yield.


TTM20252024202320222021202020192018201720162015
RBIL
F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF
4.43%3.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RINF
ProShares Inflation Expectations ETF
3.81%3.89%4.68%5.07%1.15%2.76%0.82%1.90%2.47%2.99%1.09%1.83%

Drawdowns

RBIL vs. RINF - Drawdown Comparison

The maximum RBIL drawdown since its inception was -0.50%, smaller than the maximum RINF drawdown of -43.51%. Use the drawdown chart below to compare losses from any high point for RBIL and RINF.


Loading graphics...

Drawdown Indicators


RBILRINFDifference

Max Drawdown

Largest peak-to-trough decline

-0.50%

-43.51%

+43.01%

Max Drawdown (1Y)

Largest decline over 1 year

-0.50%

-2.60%

+2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-13.58%

Max Drawdown (10Y)

Largest decline over 10 years

-29.18%

Current Drawdown

Current decline from peak

-0.24%

-1.62%

+1.38%

Average Drawdown

Average peak-to-trough decline

-0.06%

-16.65%

+16.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

1.40%

-1.29%

Volatility

RBIL vs. RINF - Volatility Comparison

The current volatility for F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) is 0.61%, while ProShares Inflation Expectations ETF (RINF) has a volatility of 1.23%. This indicates that RBIL experiences smaller price fluctuations and is considered to be less risky than RINF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RBILRINFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

1.23%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

0.69%

2.72%

-2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

1.05%

5.44%

-4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.04%

12.94%

-11.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.04%

12.66%

-11.62%