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TFLO vs. SCHB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFLO vs. SCHB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Treasury Floating Rate Bond ETF (TFLO) and Schwab U.S. Broad Market ETF (SCHB). 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 1.69% return, which is significantly lower than SCHB's 11.59% return. Over the past 10 years, TFLO has underperformed SCHB with an annualized return of 2.37%, while SCHB has yielded a comparatively higher 15.22% annualized return.


TFLO

1D
-0.02%
1M
0.29%
YTD
1.69%
6M
1.88%
1Y
3.97%
3Y*
4.70%
5Y*
3.66%
10Y*
2.37%

SCHB

1D
1.74%
1M
2.71%
YTD
11.59%
6M
11.89%
1Y
28.36%
3Y*
20.97%
5Y*
12.79%
10Y*
15.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFLO vs. SCHB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFLO
iShares Treasury Floating Rate Bond ETF
1.69%4.22%5.34%5.12%1.99%-0.02%0.43%2.04%1.76%1.01%
SCHB
Schwab U.S. Broad Market ETF
11.59%16.94%23.93%26.16%-19.46%25.84%20.76%30.79%-5.43%21.20%

Correlation

The correlation between TFLO and SCHB 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

-0.05

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

-0.07

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

-0.04

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

-0.04

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Return for Risk

TFLO vs. SCHB — 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

SCHB
SCHB Risk / Return Rank: 7777
Overall Rank
SCHB Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SCHB Sortino Ratio Rank: 7676
Sortino Ratio Rank
SCHB Omega Ratio Rank: 7878
Omega Ratio Rank
SCHB Calmar Ratio Rank: 7070
Calmar Ratio Rank
SCHB Martin Ratio Rank: 8181
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. SCHB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Floating Rate Bond ETF (TFLO) and Schwab U.S. Broad Market ETF (SCHB). 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.


TFLOSCHBDifference
Sharpe ratioReturn per unit of total volatility

+11.77

Sortino ratioReturn per unit of downside risk

+46.23

Omega ratioGain probability vs. loss probability

13.14

1.41

+11.74

Calmar ratioReturn relative to maximum drawdown

201.22

3.20

+198.03

Martin ratioReturn relative to average drawdown

797.21

14.29

+782.93

TFLO vs. SCHB - Sharpe Ratio Comparison

The current TFLO Sharpe Ratio is 14.02, which is higher than the SCHB Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of TFLO and SCHB, 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. SCHB - Drawdown Comparison

The maximum TFLO drawdown since its inception was -5.01%, smaller than the maximum SCHB drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for TFLO and SCHB.


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Drawdown Indicators


TFLOSCHBDifference

Max Drawdown

Largest peak-to-trough decline

-5.01%

-35.27%

+30.26%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-8.91%

+8.89%

Max Drawdown (3Y)

Largest decline over 3 years

-0.04%

-19.34%

+19.30%

Max Drawdown (5Y)

Largest decline over 5 years

-0.13%

-25.41%

+25.28%

Max Drawdown (10Y)

Largest decline over 10 years

-0.16%

-35.27%

+35.11%

Current Drawdown

Current decline from peak

-0.02%

-0.44%

+0.42%

Average Drawdown

Average peak-to-trough decline

-0.10%

-4.11%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.99%

-1.99%

Volatility

TFLO vs. SCHB - Volatility Comparison

The current volatility for iShares Treasury Floating Rate Bond ETF (TFLO) is 0.08%, while Schwab U.S. Broad Market ETF (SCHB) has a volatility of 4.85%. This indicates that TFLO experiences smaller price fluctuations and is considered to be less risky than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFLOSCHBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

4.85%

-4.77%

Volatility (6M)

Calculated over the trailing 6-month period

0.20%

10.00%

-9.80%

Volatility (1Y)

Calculated over the trailing 1-year period

0.28%

12.70%

-12.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.35%

17.34%

-16.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.46%

18.36%

-17.90%

TFLO vs. SCHB - Expense Ratio Comparison

TFLO has a 0.15% expense ratio, which is higher than SCHB's 0.03% expense ratio. However, 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. SCHB - Dividend Comparison

TFLO's dividend yield for the trailing twelve months is around 3.89%, more than SCHB's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHB
Schwab U.S. Broad Market ETF
1.01%1.11%1.24%1.40%1.61%1.21%1.63%1.80%2.00%1.65%1.86%2.00%
TFLO
iShares Treasury Floating Rate Bond ETF
3.89%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 SCHB 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.

SCHB has higher volatility (4.85%) compared to TFLO (0.08%). In terms of maximum drawdown, TFLO dropped -5.01% vs SCHB's -35.27%.

On 10-year performance, SCHB leads with 15.22% vs 2.37% for TFLO. On fees, SCHB is cheaper at 0.03% per year. On volatility, TFLO has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHB has performed better with a 15.22% return vs 2.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHB is cheaper with a 0.03% expense ratio, compared with 0.15% for TFLO.

TFLO has the higher dividend yield at 3.89%, compared with 1.01% for SCHB.

TFLO is categorized as Government Bonds, while SCHB is Large Cap Blend Equities. TFLO tracks Bloomberg U.S. Treasury Floating Rate Index, while SCHB tracks Dow Jones U.S. Broad Stock Market Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.15% for TFLO and 0.03% for SCHB.

TFLO currently has the higher Sharpe Ratio (14.02 vs 2.25), 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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