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TLT vs. BOND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLT vs. BOND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond ETF (TLT) and PIMCO Active Bond ETF (BOND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TLT achieves a -0.56% return, which is significantly lower than BOND's 0.09% return. Over the past 10 years, TLT has underperformed BOND with an annualized return of -1.63%, while BOND has yielded a comparatively higher 2.14% annualized return.


TLT

1D
-0.51%
1M
-0.80%
YTD
-0.56%
6M
-1.32%
1Y
2.88%
3Y*
-2.03%
5Y*
-6.37%
10Y*
-1.63%

BOND

1D
-0.57%
1M
-0.71%
YTD
0.09%
6M
0.37%
1Y
5.82%
3Y*
4.83%
5Y*
0.43%
10Y*
2.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLT vs. BOND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLT
iShares 20+ Year Treasury Bond ETF
-0.56%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%
BOND
PIMCO Active Bond ETF
0.09%8.39%2.77%6.48%-14.57%-0.77%7.80%8.54%0.08%4.76%

Correlation

The correlation between TLT and BOND is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.90

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

0.86

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

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2012

0.78

The correlation between TLT and BOND shifts across timeframes, from 0.78 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TLT vs. BOND — Risk / Return Rank

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

TLT
TLT Risk / Return Rank: 1313
Overall Rank
TLT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1313
Sortino Ratio Rank
TLT Omega Ratio Rank: 1212
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1414
Martin Ratio Rank

BOND
BOND Risk / Return Rank: 4242
Overall Rank
BOND Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 4444
Sortino Ratio Rank
BOND Omega Ratio Rank: 4242
Omega Ratio Rank
BOND Calmar Ratio Rank: 4040
Calmar Ratio Rank
BOND Martin Ratio Rank: 4040
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.

TLT vs. BOND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond ETF (TLT) and PIMCO Active Bond ETF (BOND). 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.


TLTBONDDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

1.06

1.26

-0.21

Calmar ratioReturn relative to maximum drawdown

0.38

1.94

-1.56

Martin ratioReturn relative to average drawdown

0.94

6.12

-5.18

TLT vs. BOND - Sharpe Ratio Comparison

The current TLT Sharpe Ratio is 0.30, which is lower than the BOND Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of TLT and BOND, 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


TLTBONDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.48

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

0.07

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

0.42

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.63

-0.37

Drawdowns

TLT vs. BOND - Drawdown Comparison

The maximum TLT drawdown since its inception was -48.35%, which is greater than BOND's maximum drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for TLT and BOND.


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Drawdown Indicators


TLTBONDDifference

Max Drawdown

Largest peak-to-trough decline

-48.35%

-19.71%

-28.64%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-3.01%

-4.57%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-6.12%

-13.06%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-19.71%

-23.99%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

-19.71%

-28.64%

Current Drawdown

Current decline from peak

-40.61%

-1.95%

-38.66%

Average Drawdown

Average peak-to-trough decline

-13.82%

-3.50%

-10.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

0.95%

+2.12%

Volatility

TLT vs. BOND - Volatility Comparison

iShares 20+ Year Treasury Bond ETF (TLT) has a higher volatility of 2.65% compared to PIMCO Active Bond ETF (BOND) at 1.43%. This indicates that TLT's price experiences larger fluctuations and is considered to be riskier than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLTBONDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

1.43%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

2.94%

+3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

9.66%

3.96%

+5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

5.76%

+10.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.90%

5.09%

+9.81%

TLT vs. BOND - Expense Ratio Comparison

TLT has a 0.15% expense ratio, which is lower than BOND's 0.54% expense ratio.


Dividends

TLT vs. BOND - Dividend Comparison

TLT's dividend yield for the trailing twelve months is around 4.60%, less than BOND's 5.21% yield.


PositionTTM20252024202320222021202020192018201720162015
BOND
PIMCO Active Bond ETF
5.21%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%
TLT
iShares 20+ Year Treasury Bond ETF
4.60%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


With a correlation of 0.91, TLT and BOND move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TLT has higher volatility (2.65%) compared to BOND (1.43%). In terms of maximum drawdown, TLT dropped -48.35% vs BOND's -19.71%.

On 10-year performance, BOND leads with 2.14% vs -1.63% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, BOND has been the lower-risk option at 1.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BOND has performed better with a 2.14% return vs -1.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLT is cheaper with a 0.15% expense ratio, compared with 0.54% for BOND.

BOND has the higher dividend yield at 5.21%, compared with 4.60% for TLT.

TLT is categorized as Government Bonds, while BOND is Intermediate Core-Plus Bond. They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.15% for TLT and 0.54% for BOND.

BOND currently has the higher Sharpe Ratio (1.48 vs 0.30), 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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