TFC vs. IBTI
TFC (Truist Financial Corporation) is a stock, while IBTI (iShares iBonds Dec 2028 Term Treasury ETF) is Government Bonds fund tracking the ICE 2028 Maturity US Treasury Index. Over the past 5 years, TFC returned 0.74%/yr vs 0.20%/yr for IBTI. At a correlation of -0.12, they often move in opposite directions.
Performance
TFC vs. IBTI - Performance Comparison
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Returns By Period
In the year-to-date period, TFC achieves a 2.01% return, which is significantly higher than IBTI's 0.40% return.
TFC
- 1D
- 3.71%
- 1M
- -0.50%
- YTD
- 2.01%
- 6M
- 5.60%
- 1Y
- 30.11%
- 3Y*
- 21.82%
- 5Y*
- 0.74%
- 10Y*
- 7.20%
IBTI
- 1D
- 0.09%
- 1M
- 0.09%
- YTD
- 0.40%
- 6M
- 0.70%
- 1Y
- 3.38%
- 3Y*
- 3.75%
- 5Y*
- 0.20%
- 10Y*
- —
TFC vs. IBTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TFC Truist Financial Corporation | 2.01% | 19.05% | 23.72% | -8.59% | -23.53% | 26.08% | 7.54% |
IBTI iShares iBonds Dec 2028 Term Treasury ETF | 0.40% | 6.15% | 2.52% | 4.65% | -11.32% | -3.50% | 3.65% |
Correlation
The correlation between TFC and IBTI is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2020 | -0.12 |
The correlation between TFC and IBTI shifts across timeframes, from -0.12 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TFC vs. IBTI — Risk / Return Rank
TFC
IBTI
TFC vs. IBTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Truist Financial Corporation (TFC) and iShares iBonds Dec 2028 Term Treasury ETF (IBTI). 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 | IBTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 3.09 | -1.63 |
| Martin ratioReturn relative to average drawdown | 3.90 | 10.49 | -6.58 |
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 | IBTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.96 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.04 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.04 | +0.24 |
Drawdowns
TFC vs. IBTI - Drawdown Comparison
The maximum TFC drawdown since its inception was -66.56%, which is greater than IBTI's maximum drawdown of -18.45%. Use the drawdown chart below to compare losses from any high point for TFC and IBTI.
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Drawdown Indicators
| TFC | IBTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.56% | -18.45% | -48.11% |
Max Drawdown (1Y)Largest decline over 1 year | -20.67% | -1.10% | -19.57% |
Max Drawdown (3Y)Largest decline over 3 years | -26.93% | -3.24% | -23.69% |
Max Drawdown (5Y)Largest decline over 5 years | -59.11% | -16.18% | -42.93% |
Max Drawdown (10Y)Largest decline over 10 years | -59.11% | — | — |
Current DrawdownCurrent decline from peak | -10.05% | -3.82% | -6.23% |
Average DrawdownAverage peak-to-trough decline | -13.84% | -8.25% | -5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.74% | 0.33% | +7.41% |
Volatility
TFC vs. IBTI - Volatility Comparison
Truist Financial Corporation (TFC) has a higher volatility of 8.16% compared to iShares iBonds Dec 2028 Term Treasury ETF (IBTI) at 0.38%. This indicates that TFC's price experiences larger fluctuations and is considered to be riskier than IBTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TFC | IBTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.16% | 0.38% | +7.78% |
Volatility (6M)Calculated over the trailing 6-month period | 17.50% | 1.06% | +16.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.30% | 1.76% | +21.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.90% | 5.01% | +26.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.61% | 5.17% | +28.44% |
Dividends
TFC vs. IBTI - Dividend Comparison
TFC's dividend yield for the trailing twelve months is around 4.23%, more than IBTI's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTI iShares iBonds Dec 2028 Term Treasury ETF | 3.81% | 3.87% | 3.92% | 3.27% | 1.70% | 0.90% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TFC Truist Financial Corporation | 4.23% | 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 IBTI have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TFC has higher volatility (8.16%) compared to IBTI (0.38%). In terms of maximum drawdown, TFC dropped -66.56% vs IBTI's -18.45%.
IBTI currently has the higher Sharpe Ratio (1.96 vs 1.30), 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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