TFI vs. DLR
Compare and contrast key facts about SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) and Digital Realty Trust, Inc. (DLR).
TFI is a passively managed fund by State Street that tracks the performance of the Bloomberg US Municipal Managed Money (1-25 Y). It was launched on Sep 11, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TFI or DLR.
Key characteristics
TFI | DLR | |
---|---|---|
YTD Return | 0.34% | 39.21% |
1Y Return | 6.81% | 46.83% |
3Y Return (Ann) | -1.49% | 9.45% |
5Y Return (Ann) | 0.38% | 13.52% |
10Y Return (Ann) | 1.84% | 14.66% |
Sharpe Ratio | 1.66 | 1.82 |
Sortino Ratio | 2.44 | 2.55 |
Omega Ratio | 1.33 | 1.34 |
Calmar Ratio | 0.63 | 2.15 |
Martin Ratio | 5.72 | 9.58 |
Ulcer Index | 1.26% | 5.03% |
Daily Std Dev | 4.35% | 26.52% |
Max Drawdown | -15.49% | -56.80% |
Current Drawdown | -5.46% | -0.25% |
Correlation
The correlation between TFI and DLR is 0.06, 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.
Performance
TFI vs. DLR - Performance Comparison
In the year-to-date period, TFI achieves a 0.34% return, which is significantly lower than DLR's 39.21% return. Over the past 10 years, TFI has underperformed DLR with an annualized return of 1.84%, while DLR has yielded a comparatively higher 14.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TFI vs. DLR - Risk-Adjusted Performance 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.
Dividends
TFI vs. DLR - Dividend Comparison
TFI's dividend yield for the trailing twelve months is around 2.94%, more than DLR's 2.67% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF | 2.94% | 2.41% | 1.87% | 1.71% | 2.04% | 2.14% | 2.25% | 2.16% | 2.39% | 2.40% | 2.37% | 3.35% |
Digital Realty Trust, Inc. | 2.67% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 5.62% | 5.01% | 6.35% |
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. For additional features, visit the drawdowns tool.
Volatility
TFI vs. DLR - Volatility Comparison
The current volatility for SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) is 2.15%, while Digital Realty Trust, Inc. (DLR) has a volatility of 11.31%. 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.