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TFLO vs. BTAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFLO vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Treasury Floating Rate Bond ETF (TFLO) and AGFiQ US Market Neutral Anti-Beta Fund (BTAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TFLO achieves a 1.65% return, which is significantly higher than BTAL's -18.69% return. Over the past 10 years, TFLO has outperformed BTAL with an annualized return of 2.37%, while BTAL has yielded a comparatively lower -4.76% annualized return.


TFLO

1D
0.04%
1M
0.29%
YTD
1.65%
6M
1.92%
1Y
4.01%
3Y*
4.72%
5Y*
3.65%
10Y*
2.37%

BTAL

1D
-2.26%
1M
-2.66%
YTD
-18.69%
6M
-16.94%
1Y
-35.41%
3Y*
-12.18%
5Y*
-4.53%
10Y*
-4.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFLO vs. BTAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFLO
iShares Treasury Floating Rate Bond ETF
1.65%4.22%5.34%5.12%1.99%-0.02%0.43%2.04%1.76%1.01%
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
-18.69%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%

Correlation

The correlation between TFLO and BTAL is -0.01, 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

-0.01

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

0.03

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

0.04

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

0.02

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2014

0.01

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Return for Risk

TFLO vs. BTAL — Risk / Return Rank

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

TFLO
TFLO Risk / Return Rank: 100100
Overall Rank
TFLO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TFLO Sortino Ratio Rank: 100100
Sortino Ratio Rank
TFLO Omega Ratio Rank: 100100
Omega Ratio Rank
TFLO Calmar Ratio Rank: 100100
Calmar Ratio Rank
TFLO Martin Ratio Rank: 100100
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 00
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 00
Sortino Ratio Rank
BTAL Omega Ratio Rank: 00
Omega Ratio Rank
BTAL Calmar Ratio Rank: 11
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
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.

TFLO vs. BTAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Floating Rate Bond ETF (TFLO) and AGFiQ US Market Neutral Anti-Beta Fund (BTAL). 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.


TFLOBTALDifference
Sharpe ratioReturn per unit of total volatility

+15.82

Sortino ratioReturn per unit of downside risk

+53.90

Omega ratioGain probability vs. loss probability

14.07

0.74

+13.33

Calmar ratioReturn relative to maximum drawdown

203.31

-0.95

+204.26

Martin ratioReturn relative to average drawdown

831.80

-1.62

+833.42

TFLO vs. BTAL - Sharpe Ratio Comparison

The current TFLO Sharpe Ratio is 14.21, which is higher than the BTAL Sharpe Ratio of -1.61. The chart below compares the historical Sharpe Ratios of TFLO and BTAL, 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


TFLOBTALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

14.21

-1.61

+15.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

10.35

-0.24

+10.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

5.23

-0.28

+5.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

-0.24

+1.22

Drawdowns

TFLO vs. BTAL - Drawdown Comparison

The maximum TFLO drawdown since its inception was -5.01%, smaller than the maximum BTAL drawdown of -50.28%. Use the drawdown chart below to compare losses from any high point for TFLO and BTAL.


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Drawdown Indicators


TFLOBTALDifference

Max Drawdown

Largest peak-to-trough decline

-5.01%

-50.28%

+45.27%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-37.50%

+37.48%

Max Drawdown (3Y)

Largest decline over 3 years

-0.04%

-45.16%

+45.12%

Max Drawdown (5Y)

Largest decline over 5 years

-0.13%

-45.16%

+45.03%

Max Drawdown (10Y)

Largest decline over 10 years

-0.16%

-50.28%

+50.12%

Current Drawdown

Current decline from peak

0.00%

-49.32%

+49.32%

Average Drawdown

Average peak-to-trough decline

-0.10%

-21.98%

+21.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

21.90%

-21.90%

Volatility

TFLO vs. BTAL - Volatility Comparison

The current volatility for iShares Treasury Floating Rate Bond ETF (TFLO) is 0.07%, while AGFiQ US Market Neutral Anti-Beta Fund (BTAL) has a volatility of 7.68%. This indicates that TFLO experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFLOBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

7.68%

-7.61%

Volatility (6M)

Calculated over the trailing 6-month period

0.20%

15.98%

-15.78%

Volatility (1Y)

Calculated over the trailing 1-year period

0.28%

22.07%

-21.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.35%

18.86%

-18.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.46%

17.29%

-16.83%

TFLO vs. BTAL - Expense Ratio Comparison

TFLO has a 0.15% expense ratio, which is lower than BTAL's 2.11% expense ratio.


Dividends

TFLO vs. BTAL - Dividend Comparison

TFLO's dividend yield for the trailing twelve months is around 3.90%, more than BTAL's 3.06% yield.


PositionTTM20252024202320222021202020192018201720162015
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
3.06%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%0.00%0.00%0.00%
TFLO
iShares Treasury Floating Rate Bond ETF
3.90%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%

Frequently Asked Questions


TFLO and BTAL have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (7.68%) compared to TFLO (0.07%). In terms of maximum drawdown, TFLO dropped -5.01% vs BTAL's -50.28%.

On 10-year performance, TFLO leads with 2.37% vs -4.76% for BTAL. On fees, TFLO is cheaper at 0.15% per year. On volatility, TFLO has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TFLO has performed better with a 2.37% return vs -4.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TFLO is cheaper with a 0.15% expense ratio, compared with 2.11% for BTAL.

TFLO has the higher dividend yield at 3.90%, compared with 3.06% for BTAL.

TFLO is categorized as Government Bonds, while BTAL is Long-Short. TFLO tracks Bloomberg U.S. Treasury Floating Rate Index, while BTAL tracks Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index. They also come from different issuers: iShares and AGF. Their fees differ too: 0.15% for TFLO and 2.11% for BTAL.

TFLO currently has the higher Sharpe Ratio (14.21 vs -1.61), 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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