PortfoliosLab logoPortfoliosLab logo
TFLO vs. PULS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFLO vs. PULS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Treasury Floating Rate Bond ETF (TFLO) and PGIM Ultra Short Bond ETF (PULS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TFLO achieves a 2.00% return, which is significantly lower than PULS's 2.11% return.


TFLO

1D
0.04%
1M
0.31%
6M
1.88%
YTD
2.00%
1Y
3.92%
3Y*
4.69%
5Y*
3.72%
10Y*
2.40%

PULS

1D
0.02%
1M
0.27%
6M
1.97%
YTD
2.11%
1Y
4.51%
3Y*
5.48%
5Y*
4.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFLO vs. PULS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TFLO
iShares Treasury Floating Rate Bond ETF
2.00%4.22%5.34%5.12%1.99%-0.02%0.43%2.04%1.38%
PULS
PGIM Ultra Short Bond ETF
2.11%4.97%6.12%6.26%1.52%0.48%1.47%2.97%1.71%

Correlation

The correlation between TFLO and PULS is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.21

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

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2018

0.14

The correlation between TFLO and PULS shifts across timeframes, from 0.14 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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

TFLO vs. PULS — 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

PULS
PULS Risk / Return Rank: 9999
Overall Rank
PULS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
PULS Sortino Ratio Rank: 9999
Sortino Ratio Rank
PULS Omega Ratio Rank: 9999
Omega Ratio Rank
PULS Calmar Ratio Rank: 9999
Calmar Ratio Rank
PULS Martin Ratio Rank: 9999
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. PULS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Floating Rate Bond ETF (TFLO) and PGIM Ultra Short Bond ETF (PULS). 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.


TFLOPULSDifference
Sharpe ratioReturn per unit of total volatility

+3.18

Sortino ratioReturn per unit of downside risk

+20.60

Omega ratioGain probability vs. loss probability

12.40

6.40

+6.00

Calmar ratioReturn relative to maximum drawdown

200.45

50.41

+150.04

Martin ratioReturn relative to average drawdown

770.50

285.71

+484.79

TFLO vs. PULS - Sharpe Ratio Comparison

The current TFLO Sharpe Ratio is 13.69, which is higher than the PULS Sharpe Ratio of 10.52. The chart below compares the historical Sharpe Ratios of TFLO and PULS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TFLO vs. PULS - Drawdown Comparison

The maximum TFLO drawdown since its inception was -5.01%, smaller than the maximum PULS drawdown of -5.85%. Use the drawdown chart below to compare losses from any high point for TFLO and PULS.


Loading charts...

Drawdown Indicators


TFLOPULSDifference

Max Drawdown

Largest peak-to-trough decline

-5.01%

-5.85%

+0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-0.09%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-0.04%

-0.34%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-0.13%

-0.79%

+0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-0.16%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.10%

-0.09%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.02%

-0.01%

Volatility

TFLO vs. PULS - Volatility Comparison

The current volatility for iShares Treasury Floating Rate Bond ETF (TFLO) is 0.11%, while PGIM Ultra Short Bond ETF (PULS) has a volatility of 0.15%. This indicates that TFLO experiences smaller price fluctuations and is considered to be less risky than PULS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TFLOPULSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

0.15%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

0.21%

0.32%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

0.29%

0.43%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.36%

0.70%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.45%

1.32%

-0.87%

TFLO vs. PULS - Expense Ratio Comparison

Both TFLO and PULS have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

TFLO vs. PULS - Dividend Comparison

TFLO's dividend yield for the trailing twelve months is around 3.84%, less than PULS's 4.52% yield.


PositionTTM20252024202320222021202020192018201720162015
PULS
PGIM Ultra Short Bond ETF
4.52%4.78%5.62%5.48%2.30%1.19%1.85%2.69%1.87%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 PULS have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PULS has higher volatility (0.15%) compared to TFLO (0.11%). In terms of maximum drawdown, TFLO dropped -5.01% vs PULS's -5.85%.

On 5-year performance, PULS leads with 4.20% vs 3.72% for TFLO. Both ETFs have the same 0.15% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PULS has performed better with a 4.20% return vs 3.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TFLO and PULS have the same expense ratio: 0.15% per year.

PULS has the higher dividend yield at 4.52%, compared with 3.84% for TFLO.

TFLO is categorized as Government Bonds, while PULS is Ultrashort Bond. They also come from different issuers: iShares and PGIM.

TFLO currently has the higher Sharpe Ratio (13.69 vs 10.52), 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 PULS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer