TFSL vs. IBHF
TFSL (TFS Financial Corporation) is a stock, while IBHF (iShares iBonds 2026 Term High Yield and Income ETF) is Corporate Bonds fund actively managed by iShares. Over the past 5 years, TFSL returned 1.55%/yr vs 4.03%/yr for IBHF. At a 0.36 correlation, their price movements are largely independent.
Performance
TFSL vs. IBHF - Performance Comparison
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Returns By Period
In the year-to-date period, TFSL achieves a 24.60% return, which is significantly higher than IBHF's 0.32% return.
TFSL
- 1D
- 2.96%
- 1M
- 8.72%
- YTD
- 24.60%
- 6M
- 17.99%
- 1Y
- 35.05%
- 3Y*
- 19.89%
- 5Y*
- 1.55%
- 10Y*
- 5.42%
IBHF
- 1D
- -0.09%
- 1M
- -0.36%
- YTD
- 0.32%
- 6M
- 0.82%
- 1Y
- 4.48%
- 3Y*
- 7.30%
- 5Y*
- 4.03%
- 10Y*
- —
TFSL vs. IBHF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TFSL TFS Financial Corporation | 24.60% | 15.95% | -6.73% | 11.18% | -12.98% | 7.13% | 13.02% |
IBHF iShares iBonds 2026 Term High Yield and Income ETF | 0.32% | 6.60% | 8.55% | 10.40% | -6.66% | 4.43% | 2.97% |
Correlation
The correlation between TFSL and IBHF is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2020 | 0.36 |
The correlation between TFSL and IBHF shifts across timeframes, from 0.16 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TFSL vs. IBHF — Risk / Return Rank
TFSL
IBHF
TFSL vs. IBHF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TFS Financial Corporation (TFSL) and iShares iBonds 2026 Term High Yield and Income ETF (IBHF). 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.
| TFSL | IBHF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.48 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 6.76 | -3.51 |
| Martin ratioReturn relative to average drawdown | 8.54 | 21.83 | -13.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TFSL | IBHF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 2.23 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.70 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.82 | -0.58 |
Drawdowns
TFSL vs. IBHF - Drawdown Comparison
The maximum TFSL drawdown since its inception was -45.52%, which is greater than IBHF's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for TFSL and IBHF.
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Drawdown Indicators
| TFSL | IBHF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.52% | -11.19% | -34.33% |
Max Drawdown (1Y)Largest decline over 1 year | -10.83% | -0.67% | -10.16% |
Max Drawdown (3Y)Largest decline over 3 years | -24.68% | -2.53% | -22.15% |
Max Drawdown (5Y)Largest decline over 5 years | -42.95% | -11.19% | -31.76% |
Max Drawdown (10Y)Largest decline over 10 years | -42.95% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.67% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -17.21% | -1.80% | -15.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 0.21% | +3.91% |
Volatility
TFSL vs. IBHF - Volatility Comparison
TFS Financial Corporation (TFSL) has a higher volatility of 5.69% compared to iShares iBonds 2026 Term High Yield and Income ETF (IBHF) at 0.72%. This indicates that TFSL's price experiences larger fluctuations and is considered to be riskier than IBHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TFSL | IBHF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 0.72% | +4.97% |
Volatility (6M)Calculated over the trailing 6-month period | 16.60% | 1.20% | +15.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.44% | 2.03% | +20.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.68% | 5.80% | +17.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.52% | 5.66% | +18.86% |
Dividends
TFSL vs. IBHF - Dividend Comparison
TFSL's dividend yield for the trailing twelve months is around 6.92%, more than IBHF's 6.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBHF iShares iBonds 2026 Term High Yield and Income ETF | 6.55% | 6.73% | 7.17% | 7.33% | 6.01% | 4.55% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TFSL TFS Financial Corporation | 6.92% | 8.45% | 9.00% | 7.69% | 7.84% | 6.30% | 6.35% | 5.28% | 5.21% | 3.95% | 2.36% | 1.81% |
Frequently Asked Questions
TFSL and IBHF have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TFSL has higher volatility (5.69%) compared to IBHF (0.72%). In terms of maximum drawdown, TFSL dropped -45.52% vs IBHF's -11.19%.
IBHF currently has the higher Sharpe Ratio (2.23 vs 1.57), 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.
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