TFC vs. IBTH
TFC (Truist Financial Corporation) is a stock, while IBTH (iShares iBonds Dec 2027 Term Treasury ETF) is Government Bonds fund tracking the ICE 2027 Maturity US Treasury Index. Over the past 5 years, TFC returned 0.01%/yr vs 0.47%/yr for IBTH. At a correlation of -0.13, they often move in opposite directions.
Performance
TFC vs. IBTH - Performance Comparison
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Returns By Period
In the year-to-date period, TFC achieves a -1.64% return, which is significantly lower than IBTH's 0.92% return.
TFC
- 1D
- -1.45%
- 1M
- -3.15%
- YTD
- -1.64%
- 6M
- 2.08%
- 1Y
- 25.11%
- 3Y*
- 19.93%
- 5Y*
- 0.01%
- 10Y*
- 6.93%
IBTH
- 1D
- -0.02%
- 1M
- 0.23%
- YTD
- 0.92%
- 6M
- 1.26%
- 1Y
- 3.93%
- 3Y*
- 3.92%
- 5Y*
- 0.47%
- 10Y*
- —
TFC vs. IBTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TFC Truist Financial Corporation | -1.64% | 19.05% | 23.72% | -8.59% | -23.53% | 26.08% | 7.54% |
IBTH iShares iBonds Dec 2027 Term Treasury ETF | 0.92% | 5.29% | 3.22% | 4.38% | -9.75% | -3.43% | 4.20% |
Correlation
The correlation between TFC and IBTH is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2020 | -0.13 |
The correlation between TFC and IBTH shifts across timeframes, from -0.13 (all time) to 0.08 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TFC vs. IBTH — Risk / Return Rank
TFC
IBTH
TFC vs. IBTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Truist Financial Corporation (TFC) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). 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.
| TFC | IBTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.48 | ||
| Sortino ratioReturn per unit of downside risk | -5.05 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.93 | -0.73 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 10.34 | -9.12 |
| Martin ratioReturn relative to average drawdown | 3.26 | 40.10 | -36.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TFC | IBTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 3.57 | -2.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.11 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.15 | +0.13 |
Drawdowns
TFC vs. IBTH - Drawdown Comparison
The maximum TFC drawdown since its inception was -66.56%, which is greater than IBTH's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for TFC and IBTH.
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Drawdown Indicators
| TFC | IBTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.56% | -16.16% | -50.40% |
Max Drawdown (1Y)Largest decline over 1 year | -20.67% | -0.38% | -20.29% |
Max Drawdown (3Y)Largest decline over 3 years | -26.93% | -2.10% | -24.83% |
Max Drawdown (5Y)Largest decline over 5 years | -59.11% | -14.41% | -44.70% |
Max Drawdown (10Y)Largest decline over 10 years | -59.11% | — | — |
Current DrawdownCurrent decline from peak | -13.27% | -1.36% | -11.91% |
Average DrawdownAverage peak-to-trough decline | -13.84% | -6.72% | -7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.71% | 0.10% | +7.61% |
Volatility
TFC vs. IBTH - Volatility Comparison
Truist Financial Corporation (TFC) has a higher volatility of 7.29% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.18%. This indicates that TFC's price experiences larger fluctuations and is considered to be riskier than IBTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TFC | IBTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 0.18% | +7.11% |
Volatility (6M)Calculated over the trailing 6-month period | 17.12% | 0.54% | +16.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.04% | 1.11% | +21.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.86% | 4.20% | +27.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.60% | 4.21% | +29.39% |
Dividends
TFC vs. IBTH - Dividend Comparison
TFC's dividend yield for the trailing twelve months is around 4.39%, more than IBTH's 3.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTH iShares iBonds Dec 2027 Term Treasury ETF | 3.83% | 3.92% | 4.04% | 3.61% | 2.00% | 0.77% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TFC Truist Financial Corporation | 4.39% | 4.23% | 4.79% | 5.63% | 4.65% | 3.18% | 3.76% | 3.04% | 3.60% | 2.53% | 2.45% | 2.78% |
Frequently Asked Questions
TFC and IBTH have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TFC has higher volatility (7.29%) compared to IBTH (0.18%). In terms of maximum drawdown, TFC dropped -66.56% vs IBTH's -16.16%.
IBTH currently has the higher Sharpe Ratio (3.57 vs 1.10), 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.
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