SYSB vs. CFIT

Last updated Jun 24, 2026

SYSB (iShares Systematic Bond ETF) and CFIT (Cambria Fixed Income Trend ETF) are both Intermediate Core-Plus Bond funds. SYSB is passively managed, while CFIT is actively managed. Over the past year, SYSB returned 5.08% vs 11.29% for CFIT. A 0.60 correlation means they provide meaningful diversification when combined. SYSB charges 0.25%/yr vs 0.71%/yr for CFIT.

Performance

SYSB vs. CFIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Systematic Bond ETF (SYSB) and Cambria Fixed Income Trend ETF (CFIT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SYSB achieves a 0.43% return, which is significantly lower than CFIT's 5.42% return.

SYSB

• 1D: 0.00%
• 1M: 0.72%
• YTD: 0.43%
• 6M: 0.54%
• 1Y: 5.08%
• 3Y*: 6.83%
• 5Y*: 1.57%
• 10Y*: 2.28%

CFIT

• 1D: -0.50%
• 1M: 0.79%
• YTD: 5.42%
• 6M: 5.04%
• 1Y: 11.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SYSB vs. CFIT - Yearly Performance Comparison

	2026 (YTD)	2025
SYSB iShares Systematic Bond ETF	0.43%	6.60%
CFIT Cambria Fixed Income Trend ETF	5.42%	3.40%

Correlation

The correlation between SYSB and CFIT is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (All Time) Calculated using the full available price history since Mar 28, 2025	0.60

The correlation between SYSB and CFIT has been stable across timeframes, ranging from 0.59 to 0.60 - a consistent structural relationship.

Return for Risk

SYSB vs. CFIT — Risk / Return Rank

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

SYSB

SYSB Risk / Return Rank: 38
SYSB Sharpe Ratio Rank: 39
SYSB Sortino Ratio Rank: 39
SYSB Omega Ratio Rank: 38
SYSB Calmar Ratio Rank: 37
SYSB Martin Ratio Rank: 35

CFIT

CFIT Risk / Return Rank: 63
CFIT Sharpe Ratio Rank: 65
CFIT Sortino Ratio Rank: 64
CFIT Omega Ratio Rank: 67
CFIT Calmar Ratio Rank: 59
CFIT Martin Ratio Rank: 60

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.

SYSB vs. CFIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Systematic Bond ETF (SYSB) and Cambria Fixed Income Trend ETF (CFIT). 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.

	SYSB	CFIT	Difference
Sharpe ratio: Return per unit of total volatility	1.31	1.95	-0.64
Sortino ratio: Return per unit of downside risk	1.89	2.73	-0.84
Omega ratio: Gain probability vs. loss probability	1.24	1.37	-0.13
Calmar ratio: Return relative to maximum drawdown	1.71	2.68	-0.97
Martin ratio: Return relative to average drawdown	4.90	9.86	-4.96

SYSB vs. CFIT - Sharpe Ratio Comparison

The current SYSB Sharpe Ratio is 1.31, which is lower than the CFIT Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of SYSB and CFIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SYSB vs. CFIT - Drawdown Comparison

The maximum SYSB drawdown since its inception was -18.47%, which is greater than CFIT's maximum drawdown of -4.23%. Use the drawdown chart below to compare losses from any high point for SYSB and CFIT.

Drawdown Indicators

	SYSB	CFIT	Difference
Max Drawdown Largest peak-to-trough decline	-18.47%	-4.23%	-14.24%
Max Drawdown (1Y) Largest decline over 1 year	-2.99%	-4.23%	+1.24%
Max Drawdown (3Y) Largest decline over 3 years	-3.08%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.47%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-18.47%	—	—
Current Drawdown Current decline from peak	-1.42%	-0.78%	-0.64%
Average Drawdown Average peak-to-trough decline	-3.27%	-1.19%	-2.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.04%	1.15%	-0.11%

Volatility

SYSB vs. CFIT - Volatility Comparison

The current volatility for iShares Systematic Bond ETF (SYSB) is 1.23%, while Cambria Fixed Income Trend ETF (CFIT) has a volatility of 2.19%. This indicates that SYSB experiences smaller price fluctuations and is considered to be less risky than CFIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SYSB	CFIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.23%	2.19%	-0.96%
Volatility (6M) Calculated over the trailing 6-month period	3.20%	4.68%	-1.48%
Volatility (1Y) Calculated over the trailing 1-year period	3.91%	5.82%	-1.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.64%	5.64%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.94%	5.64%	-0.70%

SYSB vs. CFIT - Expense Ratio Comparison

SYSB has a 0.25% expense ratio, which is lower than CFIT's 0.71% expense ratio.

Dividends

SYSB vs. CFIT - Dividend Comparison

SYSB's dividend yield for the trailing twelve months is around 4.60%, more than CFIT's 3.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CFIT Cambria Fixed Income Trend ETF	3.86%	3.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SYSB iShares Systematic Bond ETF	4.60%	4.78%	5.04%	4.44%	3.27%	1.92%	2.57%	3.27%	3.61%	2.74%	2.92%	2.26%

Frequently Asked Questions

Can I hold both SYSB and CFIT in my portfolio?

SYSB and CFIT have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SYSB or CFIT?

CFIT has higher volatility (2.19%) compared to SYSB (1.23%). In terms of maximum drawdown, SYSB dropped -18.47% vs CFIT's -4.23%.

Which ETF is better, SYSB or CFIT?

On 1-year performance, CFIT leads with 11.29% vs 5.08% for SYSB. On fees, SYSB is cheaper at 0.25% per year. On volatility, SYSB has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SYSB or CFIT?

Over the 1-year period, CFIT has performed better with a 11.29% return vs 5.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SYSB or CFIT?

SYSB is cheaper with a 0.25% expense ratio, compared with 0.71% for CFIT.

Which ETF pays a higher dividend yield, SYSB or CFIT?

SYSB has the higher dividend yield at 4.60%, compared with 3.86% for CFIT.

What is the main difference between SYSB and CFIT?

They also come from different issuers: iShares and Cambria. Their fees differ too: 0.25% for SYSB and 0.71% for CFIT.

Which has better risk-adjusted returns?

CFIT currently has the higher Sharpe Ratio (1.95 vs 1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.