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TFI vs. DIA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFI vs. DIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) and State Street SPDR Dow Jones Industrial Average ETF Trust (DIA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TFI achieves a 1.19% return, which is significantly lower than DIA's 6.26% return. Over the past 10 years, TFI has underperformed DIA with an annualized return of 1.51%, while DIA has yielded a comparatively higher 13.21% 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%

DIA

1D
-1.13%
1M
3.88%
YTD
6.26%
6M
6.75%
1Y
21.13%
3Y*
16.45%
5Y*
9.76%
10Y*
13.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFI vs. DIA - 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%
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
6.26%14.71%14.82%16.02%-7.02%20.83%9.59%24.70%-3.74%28.08%

Correlation

The correlation between TFI and DIA is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

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

0.18

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

0.14

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

0.00

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

-0.08

The correlation between TFI and DIA shifts across timeframes, from -0.08 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TFI vs. DIA — 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

DIA
DIA Risk / Return Rank: 4848
Overall Rank
DIA Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DIA Sortino Ratio Rank: 5252
Sortino Ratio Rank
DIA Omega Ratio Rank: 4949
Omega Ratio Rank
DIA Calmar Ratio Rank: 4343
Calmar Ratio Rank
DIA Martin Ratio Rank: 4949
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. DIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) and State Street SPDR Dow Jones Industrial Average ETF Trust (DIA). 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.


TFIDIADifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.50

1.31

+0.19

Calmar ratioReturn relative to maximum drawdown

2.40

2.18

+0.23

Martin ratioReturn relative to average drawdown

7.91

8.42

-0.51

TFI vs. DIA - Sharpe Ratio Comparison

The current TFI Sharpe Ratio is 2.38, which is higher than the DIA Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TFI and DIA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TFIDIADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

1.76

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.66

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.76

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.49

+0.02

Drawdowns

TFI vs. DIA - Drawdown Comparison

The maximum TFI drawdown since its inception was -15.49%, smaller than the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for TFI and DIA.


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Drawdown Indicators


TFIDIADifference

Max Drawdown

Largest peak-to-trough decline

-15.49%

-51.87%

+36.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-9.76%

+6.97%

Max Drawdown (3Y)

Largest decline over 3 years

-6.81%

-15.95%

+9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-15.41%

-20.76%

+5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-15.49%

-36.70%

+21.21%

Current Drawdown

Current decline from peak

-1.21%

-1.13%

-0.08%

Average Drawdown

Average peak-to-trough decline

-2.97%

-7.14%

+4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

2.52%

-1.67%

Volatility

TFI vs. DIA - Volatility Comparison

The current volatility for SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) is 0.90%, while State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) has a volatility of 2.97%. This indicates that TFI experiences smaller price fluctuations and is considered to be less risky than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFIDIADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

2.97%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

9.28%

-7.18%

Volatility (1Y)

Calculated over the trailing 1-year period

2.82%

12.10%

-9.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

14.78%

-10.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

17.53%

-12.53%

TFI vs. DIA - Expense Ratio Comparison

TFI has a 0.23% expense ratio, which is higher than DIA's 0.16% 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. DIA - Dividend Comparison

TFI's dividend yield for the trailing twelve months is around 3.48%, more than DIA's 1.38% yield.


PositionTTM20252024202320222021202020192018201720162015
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
1.38%1.43%1.61%1.81%1.91%1.58%1.87%1.85%2.24%1.97%2.26%2.33%
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 DIA have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIA has higher volatility (2.97%) compared to TFI (0.90%). In terms of maximum drawdown, TFI dropped -15.49% vs DIA's -51.87%.

On 10-year performance, DIA leads with 13.21% vs 1.51% for TFI. On fees, DIA is cheaper at 0.16% per year. On volatility, TFI has been the lower-risk option at 0.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DIA has performed better with a 13.21% return vs 1.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIA is cheaper with a 0.16% expense ratio, compared with 0.23% for TFI.

TFI has the higher dividend yield at 3.48%, compared with 1.38% for DIA.

TFI is categorized as Municipal Bonds, while DIA is Large Cap Blend Equities. TFI tracks Bloomberg US Municipal Managed Money (1-25 Y), while DIA tracks Dow Jones Industrial Average. Their fees differ too: 0.23% for TFI and 0.16% for DIA.

TFI currently has the higher Sharpe Ratio (2.38 vs 1.76), 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

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