UFIV vs. NVDA

Last updated Jun 4, 2026

UFIV (F/m US Treasury 5 Year Note ETF) is Government Bonds fund tracking the ICE BofA Current 5-Year US Treasury Index - Benchmark TR Gross, while NVDA (NVIDIA Corporation) is a stock. Over the past 3 years, UFIV returned 3.12%/yr vs 76.15%/yr for NVDA. At a correlation of -0.06, they often move in opposite directions.

Performance

UFIV vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m US Treasury 5 Year Note ETF (UFIV) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UFIV achieves a -0.60% return, which is significantly lower than NVDA's 15.15% return.

UFIV

• 1D: -0.15%
• 1M: -0.24%
• YTD: -0.60%
• 6M: -0.75%
• 1Y: 2.93%
• 3Y*: 3.12%
• 5Y*: —
• 10Y*: —

NVDA

• 1D: -3.62%
• 1M: 8.20%
• YTD: 15.15%
• 6M: 19.59%
• 1Y: 52.10%
• 3Y*: 76.15%
• 5Y*: 65.05%
• 10Y*: 68.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

UFIV vs. NVDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
UFIV F/m US Treasury 5 Year Note ETF	-0.60%	6.89%	1.09%	1.58%
NVDA NVIDIA Corporation	15.15%	38.92%	171.25%	87.56%

Correlation

The correlation between UFIV and NVDA is -0.08, 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	-0.08
Correlation (3Y) Calculated over the trailing 3-year period	-0.03
Correlation (All Time) Calculated using the full available price history since Mar 29, 2023	-0.06

Return for Risk

UFIV vs. NVDA — Risk / Return Rank

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

UFIV

UFIV Risk / Return Rank: 25
UFIV Sharpe Ratio Rank: 26
UFIV Sortino Ratio Rank: 26
UFIV Omega Ratio Rank: 24
UFIV Calmar Ratio Rank: 24
UFIV Martin Ratio Rank: 25

NVDA

NVDA Risk / Return Rank: 78
NVDA Sharpe Ratio Rank: 81
NVDA Sortino Ratio Rank: 77
NVDA Omega Ratio Rank: 73
NVDA Calmar Ratio Rank: 79
NVDA Martin Ratio Rank: 79

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.

UFIV vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m US Treasury 5 Year Note ETF (UFIV) and NVIDIA Corporation (NVDA). 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.

	UFIV	NVDA	Difference
Sharpe ratio Return per unit of total volatility	0.92	1.53	-0.62
Sortino ratio Return per unit of downside risk	1.39	2.15	-0.76
Omega ratio Gain probability vs. loss probability	1.16	1.26	-0.10
Calmar ratio Return relative to maximum drawdown	1.09	2.59	-1.50
Martin ratio Return relative to average drawdown	3.26	6.36	-3.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UFIV vs. NVDA - Sharpe Ratio Comparison

The current UFIV Sharpe Ratio is 0.92, which is lower than the NVDA Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of UFIV and NVDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	UFIV	NVDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.92	1.53	-0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.27	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.63	+0.01

Drawdowns

UFIV vs. NVDA - Drawdown Comparison

The maximum UFIV drawdown since its inception was -5.63%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for UFIV and NVDA.

Drawdown Indicators

	UFIV	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-5.63%	-89.72%	+84.09%
Max Drawdown (1Y) Largest decline over 1 year	-2.71%	-20.21%	+17.50%
Max Drawdown (3Y) Largest decline over 3 years	-4.03%	-36.88%	+32.85%
Max Drawdown (5Y) Largest decline over 5 years	—	-66.34%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.34%	—
Current Drawdown Current decline from peak	-2.08%	-8.90%	+6.82%
Average Drawdown Average peak-to-trough decline	-1.56%	-36.21%	+34.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.90%	8.21%	-7.31%

Volatility

UFIV vs. NVDA - Volatility Comparison

The current volatility for F/m US Treasury 5 Year Note ETF (UFIV) is 1.00%, while NVIDIA Corporation (NVDA) has a volatility of 12.53%. This indicates that UFIV experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UFIV	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.00%	12.53%	-11.53%
Volatility (6M) Calculated over the trailing 6-month period	2.24%	25.54%	-23.30%
Volatility (1Y) Calculated over the trailing 1-year period	3.20%	34.22%	-31.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.38%	51.69%	-47.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.38%	49.80%	-45.42%

Dividends

UFIV vs. NVDA - Dividend Comparison

UFIV's dividend yield for the trailing twelve months is around 3.57%, more than NVDA's 0.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
UFIV F/m US Treasury 5 Year Note ETF	3.57%	3.66%	4.00%	2.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both UFIV and NVDA in my portfolio?

UFIV and NVDA have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UFIV or NVDA?

NVDA has higher volatility (12.53%) compared to UFIV (1.00%). In terms of maximum drawdown, UFIV dropped -5.63% vs NVDA's -89.72%.

Which has better risk-adjusted returns?

NVDA currently has the higher Sharpe Ratio (1.53 vs 0.92), 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.