PortfoliosLab logoPortfoliosLab logo
TFI vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFI vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TFI achieves a 1.19% return, which is significantly lower than BIL's 1.49% return. Over the past 10 years, TFI has underperformed BIL with an annualized return of 1.51%, while BIL has yielded a comparatively higher 2.18% annualized return.


TFI

1D
-0.02%
1M
0.63%
YTD
1.19%
6M
1.64%
1Y
6.67%
3Y*
2.99%
5Y*
-0.07%
10Y*
1.51%

BIL

1D
0.02%
1M
0.28%
YTD
1.49%
6M
1.77%
1Y
3.87%
3Y*
4.64%
5Y*
3.41%
10Y*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFI vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
1.19%3.62%-0.01%5.62%-10.17%0.25%5.82%7.41%0.52%5.50%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.49%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between TFI and BIL is -0.09, 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

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2007

-0.01

The correlation between TFI and BIL shifts across timeframes, from -0.09 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

TFI vs. BIL — Risk / Return Rank

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

TFI
TFI Risk / Return Rank: 6565
Overall Rank
TFI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TFI Sortino Ratio Rank: 7676
Sortino Ratio Rank
TFI Omega Ratio Rank: 8383
Omega Ratio Rank
TFI Calmar Ratio Rank: 4848
Calmar Ratio Rank
TFI Martin Ratio Rank: 4848
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL 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.

TFI vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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.


TFIBILDifference
Sharpe ratioReturn per unit of total volatility

-17.33

Sortino ratioReturn per unit of downside risk

-170.72

Omega ratioGain probability vs. loss probability

1.50

87.91

-86.41

Calmar ratioReturn relative to maximum drawdown

2.40

355.35

-352.95

Martin ratioReturn relative to average drawdown

7.91

2,817.77

-2,809.87

TFI vs. BIL - Sharpe Ratio Comparison

The current TFI Sharpe Ratio is 2.38, which is lower than the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of TFI and BIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


TFIBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

19.71

-17.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

13.16

-13.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

8.52

-8.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

2.78

-2.26

Drawdowns

TFI vs. BIL - Drawdown Comparison

The maximum TFI drawdown since its inception was -15.49%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for TFI and BIL.


Loading charts...

Drawdown Indicators


TFIBILDifference

Max Drawdown

Largest peak-to-trough decline

-15.49%

-0.78%

-14.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-0.01%

-2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-6.81%

-0.01%

-6.80%

Max Drawdown (5Y)

Largest decline over 5 years

-15.41%

-0.10%

-15.31%

Max Drawdown (10Y)

Largest decline over 10 years

-15.49%

-0.21%

-15.28%

Current Drawdown

Current decline from peak

-1.21%

0.00%

-1.21%

Average Drawdown

Average peak-to-trough decline

-2.97%

-0.26%

-2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.00%

+0.85%

Volatility

TFI vs. BIL - Volatility Comparison

SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) has a higher volatility of 0.90% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that TFI's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TFIBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

0.05%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

0.13%

+1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

2.82%

0.20%

+2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

0.26%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

0.26%

+4.74%

TFI vs. BIL - Expense Ratio Comparison

TFI has a 0.23% expense ratio, which is higher than BIL's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TFI vs. BIL - Dividend Comparison

TFI's dividend yield for the trailing twelve months is around 3.48%, less than BIL's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.86%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
3.48%3.32%3.01%2.41%1.87%1.71%1.91%2.14%2.26%2.16%2.39%2.40%

Frequently Asked Questions


TFI and BIL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TFI has higher volatility (0.90%) compared to BIL (0.05%). In terms of maximum drawdown, TFI dropped -15.49% vs BIL's -0.78%.

On 10-year performance, BIL leads with 2.18% vs 1.51% for TFI. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BIL has performed better with a 2.18% return vs 1.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIL is cheaper with a 0.14% expense ratio, compared with 0.23% for TFI.

BIL has the higher dividend yield at 3.86%, compared with 3.48% for TFI.

TFI is categorized as Municipal Bonds, while BIL is Government Bonds. TFI tracks Bloomberg US Municipal Managed Money (1-25 Y), while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. Their fees differ too: 0.23% for TFI and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.71 vs 2.38), 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.

Portfolio Optimizer

Find the right allocation for TFI and BIL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer