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TFLO vs. CGSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFLO vs. CGSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Treasury Floating Rate Bond ETF (TFLO) and Capital Group Short Duration Income ETF (CGSD). 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 2.04% return, which is significantly higher than CGSD's 0.88% return.


TFLO

1D
0.02%
1M
0.33%
6M
1.90%
YTD
2.04%
1Y
3.94%
3Y*
4.68%
5Y*
3.73%
10Y*
2.40%

CGSD

1D
0.14%
1M
0.05%
6M
0.79%
YTD
0.88%
1Y
3.72%
3Y*
5.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFLO vs. CGSD - Yearly Performance Comparison


2026 (YTD)2025202420232022
TFLO
iShares Treasury Floating Rate Bond ETF
2.04%4.22%5.34%5.12%0.75%
CGSD
Capital Group Short Duration Income ETF
0.88%6.11%5.46%5.03%1.38%

Correlation

The correlation between TFLO and CGSD is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

0.02

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2022

0.01

The correlation between TFLO and CGSD shifts across timeframes, from -0.11 (1 year) to 0.02 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TFLO vs. CGSD — 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

CGSD
CGSD Risk / Return Rank: 9090
Overall Rank
CGSD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CGSD Sortino Ratio Rank: 9494
Sortino Ratio Rank
CGSD Omega Ratio Rank: 9393
Omega Ratio Rank
CGSD Calmar Ratio Rank: 8080
Calmar Ratio Rank
CGSD Martin Ratio Rank: 9090
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. CGSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Floating Rate Bond ETF (TFLO) and Capital Group Short Duration Income ETF (CGSD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TFLOCGSDDifference
Sharpe ratioReturn per unit of total volatility

+11.09

Sortino ratioReturn per unit of downside risk

+43.33

Omega ratioGain probability vs. loss probability

12.34

1.52

+10.82

Calmar ratioReturn relative to maximum drawdown

199.41

3.35

+196.06

Martin ratioReturn relative to average drawdown

766.50

15.81

+750.69

TFLO vs. CGSD - Sharpe Ratio Comparison

The current TFLO Sharpe Ratio is 13.67, which is higher than the CGSD Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of TFLO and CGSD, 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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Drawdowns

TFLO vs. CGSD - Drawdown Comparison

The maximum TFLO drawdown since its inception was -5.01%, which is greater than CGSD's maximum drawdown of -1.75%. Use the drawdown chart below to compare losses from any high point for TFLO and CGSD.


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Drawdown Indicators


TFLOCGSDDifference

Max Drawdown

Largest peak-to-trough decline

-5.01%

-1.75%

-3.26%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-1.11%

+1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-0.04%

-1.11%

+1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-0.16%

Current Drawdown

Current decline from peak

0.00%

-0.21%

+0.21%

Average Drawdown

Average peak-to-trough decline

-0.10%

-0.28%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.24%

-0.23%

Volatility

TFLO vs. CGSD - Volatility Comparison

The current volatility for iShares Treasury Floating Rate Bond ETF (TFLO) is 0.11%, while Capital Group Short Duration Income ETF (CGSD) has a volatility of 0.44%. This indicates that TFLO experiences smaller price fluctuations and is considered to be less risky than CGSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFLOCGSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

0.44%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

0.21%

1.09%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

0.29%

1.45%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.36%

2.15%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.45%

2.15%

-1.70%

TFLO vs. CGSD - Expense Ratio Comparison

TFLO has a 0.15% expense ratio, which is lower than CGSD's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TFLO vs. CGSD - Dividend Comparison

TFLO's dividend yield for the trailing twelve months is around 3.84%, less than CGSD's 4.47% yield.


PositionTTM20252024202320222021202020192018201720162015
CGSD
Capital Group Short Duration Income ETF
4.47%4.48%4.57%4.43%0.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TFLO
iShares Treasury Floating Rate Bond ETF
3.84%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 CGSD have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGSD has higher volatility (0.44%) compared to TFLO (0.11%). In terms of maximum drawdown, TFLO dropped -5.01% vs CGSD's -1.75%.

On 3-year performance, CGSD leads with 5.25% vs 4.68% for TFLO. On fees, TFLO is cheaper at 0.15% per year. On volatility, TFLO has been the lower-risk option at 0.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CGSD has performed better with a 5.25% return vs 4.68%. 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 0.25% for CGSD.

CGSD has the higher dividend yield at 4.47%, compared with 3.84% for TFLO.

TFLO is categorized as Government Bonds, while CGSD is Short-Term Bond. They also come from different issuers: iShares and Capital Group. Their fees differ too: 0.15% for TFLO and 0.25% for CGSD.

TFLO currently has the higher Sharpe Ratio (13.67 vs 2.58), 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 TFLO and CGSD

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