PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RINF vs. IEF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RINF and IEF is -0.27. 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.


-0.50.00.51.0
Correlation: -0.3

Performance

RINF vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Inflation Expectations ETF (RINF) and iShares 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
8.62%
19.40%
RINF
IEF

Key characteristics

Sharpe Ratio

RINF:

0.24

IEF:

1.07

Sortino Ratio

RINF:

0.37

IEF:

1.60

Omega Ratio

RINF:

1.05

IEF:

1.19

Calmar Ratio

RINF:

0.23

IEF:

0.34

Martin Ratio

RINF:

0.93

IEF:

2.25

Ulcer Index

RINF:

1.91%

IEF:

3.11%

Daily Std Dev

RINF:

7.37%

IEF:

6.56%

Max Drawdown

RINF:

-43.45%

IEF:

-23.93%

Current Drawdown

RINF:

-4.50%

IEF:

-13.16%

Returns By Period

In the year-to-date period, RINF achieves a -2.80% return, which is significantly lower than IEF's 5.12% return. Over the past 10 years, RINF has outperformed IEF with an annualized return of 3.34%, while IEF has yielded a comparatively lower 0.86% annualized return.


RINF

YTD

-2.80%

1M

-1.91%

6M

-0.37%

1Y

1.82%

5Y*

10.10%

10Y*

3.34%

IEF

YTD

5.12%

1M

1.59%

6M

0.72%

1Y

6.89%

5Y*

-2.54%

10Y*

0.86%

*Annualized

Compare stocks, funds, or ETFs

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


RINF vs. IEF - Expense Ratio Comparison

RINF has a 0.30% expense ratio, which is higher than IEF's 0.15% expense ratio.


RINF
ProShares Inflation Expectations ETF
Expense ratio chart for RINF: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RINF: 0.30%
Expense ratio chart for IEF: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IEF: 0.15%

Risk-Adjusted Performance

RINF vs. IEF — Risk-Adjusted Performance Rank

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

RINF
The Risk-Adjusted Performance Rank of RINF is 4242
Overall Rank
The Sharpe Ratio Rank of RINF is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of RINF is 3939
Sortino Ratio Rank
The Omega Ratio Rank of RINF is 3838
Omega Ratio Rank
The Calmar Ratio Rank of RINF is 4545
Calmar Ratio Rank
The Martin Ratio Rank of RINF is 4444
Martin Ratio Rank

IEF
The Risk-Adjusted Performance Rank of IEF is 7272
Overall Rank
The Sharpe Ratio Rank of IEF is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of IEF is 8181
Sortino Ratio Rank
The Omega Ratio Rank of IEF is 7979
Omega Ratio Rank
The Calmar Ratio Rank of IEF is 5353
Calmar Ratio Rank
The Martin Ratio Rank of IEF is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RINF vs. IEF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Inflation Expectations ETF (RINF) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.


Sharpe ratio
The chart of Sharpe ratio for RINF, currently valued at 0.24, compared to the broader market0.002.004.00
RINF: 0.24
IEF: 1.05
The chart of Sortino ratio for RINF, currently valued at 0.37, compared to the broader market-2.000.002.004.006.008.0010.0012.00
RINF: 0.37
IEF: 1.57
The chart of Omega ratio for RINF, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.00
RINF: 1.05
IEF: 1.18
The chart of Calmar ratio for RINF, currently valued at 0.23, compared to the broader market0.005.0010.0015.00
RINF: 0.23
IEF: 0.33
The chart of Martin ratio for RINF, currently valued at 0.93, compared to the broader market0.0020.0040.0060.0080.00100.00
RINF: 0.93
IEF: 2.21

The current RINF Sharpe Ratio is 0.24, which is lower than the IEF Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of RINF and IEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.24
1.05
RINF
IEF

Dividends

RINF vs. IEF - Dividend Comparison

RINF's dividend yield for the trailing twelve months is around 4.63%, more than IEF's 3.60% yield.


TTM20242023202220212020201920182017201620152014
RINF
ProShares Inflation Expectations ETF
4.63%4.68%5.07%1.15%2.76%0.83%1.91%2.47%2.99%1.09%1.83%1.42%
IEF
iShares 7-10 Year Treasury Bond ETF
3.60%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%

Drawdowns

RINF vs. IEF - Drawdown Comparison

The maximum RINF drawdown since its inception was -43.45%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for RINF and IEF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.50%
-13.16%
RINF
IEF

Volatility

RINF vs. IEF - Volatility Comparison

ProShares Inflation Expectations ETF (RINF) has a higher volatility of 2.28% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.85%. This indicates that RINF's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
2.28%
1.85%
RINF
IEF
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab