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

Performance

TFI vs. DLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) and Digital Realty Trust, Inc. (DLR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TFI vs. DLR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
-0.23%3.62%-0.01%5.62%-10.17%0.25%5.82%7.41%0.52%5.50%
DLR
Digital Realty Trust, Inc.
17.28%-10.07%35.90%39.95%-41.00%30.66%20.37%16.52%-3.00%19.80%

Returns By Period

In the year-to-date period, TFI achieves a -0.23% return, which is significantly lower than DLR's 17.28% return. Over the past 10 years, TFI has underperformed DLR with an annualized return of 1.51%, while DLR has yielded a comparatively higher 11.02% annualized return.


TFI

1D
0.33%
1M
-2.21%
YTD
-0.23%
6M
1.25%
1Y
4.10%
3Y*
1.95%
5Y*
-0.11%
10Y*
1.51%

DLR

1D
2.87%
1M
2.39%
YTD
17.28%
6M
5.79%
1Y
29.43%
3Y*
26.46%
5Y*
8.35%
10Y*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. DLR — Risk / Return Rank

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

TFI
TFI Risk / Return Rank: 5050
Overall Rank
TFI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TFI Sortino Ratio Rank: 4747
Sortino Ratio Rank
TFI Omega Ratio Rank: 6363
Omega Ratio Rank
TFI Calmar Ratio Rank: 4646
Calmar Ratio Rank
TFI Martin Ratio Rank: 3939
Martin Ratio Rank

DLR
DLR Risk / Return Rank: 7676
Overall Rank
DLR Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DLR Sortino Ratio Rank: 7676
Sortino Ratio Rank
DLR Omega Ratio Rank: 7373
Omega Ratio Rank
DLR Calmar Ratio Rank: 7676
Calmar Ratio Rank
DLR Martin Ratio Rank: 7777
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. DLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) and Digital Realty Trust, Inc. (DLR). 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.


TFIDLRDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.24

-0.24

Sortino ratio

Return per unit of downside risk

1.25

1.84

-0.59

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.14

1.81

-0.68

Martin ratio

Return relative to average drawdown

3.62

4.74

-1.12

TFI vs. DLR - Sharpe Ratio Comparison

The current TFI Sharpe Ratio is 1.00, which is comparable to the DLR Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of TFI and DLR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TFIDLRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.24

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.29

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.39

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.56

-0.05

Correlation

The correlation between TFI and DLR is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TFI vs. DLR - Dividend Comparison

TFI's dividend yield for the trailing twelve months is around 3.41%, more than DLR's 2.71% yield.


TTM20252024202320222021202020192018201720162015
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
3.41%3.32%3.01%2.41%1.87%1.71%1.91%2.14%2.26%2.16%2.39%2.40%
DLR
Digital Realty Trust, Inc.
2.71%3.15%2.75%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%4.50%

Drawdowns

TFI vs. DLR - Drawdown Comparison

The maximum TFI drawdown since its inception was -15.49%, smaller than the maximum DLR drawdown of -56.80%. Use the drawdown chart below to compare losses from any high point for TFI and DLR.


Loading graphics...

Drawdown Indicators


TFIDLRDifference

Max Drawdown

Largest peak-to-trough decline

-15.49%

-56.80%

+41.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

-16.83%

+12.93%

Max Drawdown (5Y)

Largest decline over 5 years

-15.41%

-48.52%

+33.11%

Max Drawdown (10Y)

Largest decline over 10 years

-15.49%

-48.52%

+33.03%

Current Drawdown

Current decline from peak

-2.60%

-3.80%

+1.20%

Average Drawdown

Average peak-to-trough decline

-2.98%

-11.20%

+8.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

6.43%

-5.21%

Volatility

TFI vs. DLR - Volatility Comparison

The current volatility for SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) is 1.47%, while Digital Realty Trust, Inc. (DLR) has a volatility of 7.03%. This indicates that TFI experiences smaller price fluctuations and is considered to be less risky than DLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TFIDLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

7.03%

-5.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

16.94%

-14.94%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

23.89%

-19.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.29%

28.49%

-24.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.99%

28.13%

-23.14%