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SMBS vs. TFLO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMBS vs. TFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Mortgage-Backed Securities ETF (SMBS) and iShares Treasury Floating Rate Bond ETF (TFLO). The values are adjusted to include any dividend payments, if applicable.

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SMBS vs. TFLO - Yearly Performance Comparison


2026 (YTD)20252024
SMBS
Schwab Mortgage-Backed Securities ETF
0.47%8.15%-0.07%
TFLO
iShares Treasury Floating Rate Bond ETF
0.94%4.22%0.57%

Returns By Period

In the year-to-date period, SMBS achieves a 0.47% return, which is significantly lower than TFLO's 0.94% return.


SMBS

1D
0.11%
1M
-1.15%
YTD
0.47%
6M
1.88%
1Y
5.07%
3Y*
5Y*
10Y*

TFLO

1D
0.02%
1M
0.30%
YTD
0.94%
6M
2.01%
1Y
4.08%
3Y*
4.85%
5Y*
3.49%
10Y*
2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMBS vs. TFLO - Expense Ratio Comparison

SMBS has a 0.03% expense ratio, which is lower than TFLO's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SMBS vs. TFLO — Risk / Return Rank

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

SMBS
SMBS Risk / Return Rank: 5757
Overall Rank
SMBS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SMBS Sortino Ratio Rank: 5757
Sortino Ratio Rank
SMBS Omega Ratio Rank: 4747
Omega Ratio Rank
SMBS Calmar Ratio Rank: 7070
Calmar Ratio Rank
SMBS Martin Ratio Rank: 5454
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.

SMBS vs. TFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Mortgage-Backed Securities ETF (SMBS) 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.


SMBSTFLODifference

Sharpe ratio

Return per unit of total volatility

1.07

13.82

-12.75

Sortino ratio

Return per unit of downside risk

1.54

45.26

-43.72

Omega ratio

Gain probability vs. loss probability

1.19

11.00

-9.81

Calmar ratio

Return relative to maximum drawdown

1.93

207.22

-205.29

Martin ratio

Return relative to average drawdown

5.53

736.01

-730.48

SMBS vs. TFLO - Sharpe Ratio Comparison

The current SMBS Sharpe Ratio is 1.07, which is lower than the TFLO Sharpe Ratio of 13.82. The chart below compares the historical Sharpe Ratios of SMBS and TFLO, 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


SMBSTFLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

13.82

-12.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

9.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

4.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.97

+0.32

Correlation

The correlation between SMBS and TFLO is -0.06. 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

SMBS vs. TFLO - Dividend Comparison

SMBS's dividend yield for the trailing twelve months is around 4.82%, more than TFLO's 4.00% yield.


TTM20252024202320222021202020192018201720162015
SMBS
Schwab Mortgage-Backed Securities ETF
4.82%4.83%0.50%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
4.00%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%

Drawdowns

SMBS vs. TFLO - Drawdown Comparison

The maximum SMBS drawdown since its inception was -3.20%, smaller than the maximum TFLO drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for SMBS and TFLO.


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Drawdown Indicators


SMBSTFLODifference

Max Drawdown

Largest peak-to-trough decline

-3.20%

-5.01%

+1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-0.02%

-2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-0.50%

Current Drawdown

Current decline from peak

-1.56%

0.00%

-1.56%

Average Drawdown

Average peak-to-trough decline

-0.77%

-0.10%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.01%

+0.98%

Volatility

SMBS vs. TFLO - Volatility Comparison

Schwab Mortgage-Backed Securities ETF (SMBS) has a higher volatility of 1.83% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.07%. This indicates that SMBS'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


SMBSTFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

0.07%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

0.21%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

4.77%

0.30%

+4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.91%

0.36%

+4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

0.50%

+4.41%