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ZTEN vs. TLH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZTEN vs. TLH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/M 10-Year Investment Grade Corporate Bond ETF (ZTEN) and iShares 10-20 Year Treasury Bond ETF (TLH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZTEN achieves a 0.08% return, which is significantly higher than TLH's -1.82% return.


ZTEN

1D
0.60%
1M
-0.73%
6M
0.06%
YTD
0.08%
1Y
3.15%
3Y*
5Y*
10Y*
ALL TIME*
5.79%

TLH

1D
0.75%
1M
-1.95%
6M
-1.64%
YTD
-1.82%
1Y
-0.08%
3Y*
1.46%
5Y*
-5.25%
10Y*
-1.16%
ALL TIME*
2.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$124.12M$95.25M$124.06M
$51.21K$43.84K$104.13K

ZTEN vs. TLH - Yearly Performance Comparison


2026 (YTD)20252024
ZTEN
F/M 10-Year Investment Grade Corporate Bond ETF
0.08%9.15%0.29%
TLH
iShares 10-20 Year Treasury Bond ETF
-1.82%6.47%-1.02%

Correlation

The correlation between ZTEN and TLH is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2024

0.90

The correlation between ZTEN and TLH has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

ZTEN vs. TLH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ZTEN
ZTEN Risk / Return Rank: 2525
Overall Rank
ZTEN Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ZTEN Sortino Ratio Rank: 2323
Sortino Ratio Rank
ZTEN Omega Ratio Rank: 2222
Omega Ratio Rank
ZTEN Calmar Ratio Rank: 2727
Calmar Ratio Rank
ZTEN Martin Ratio Rank: 2828
Martin Ratio Rank

TLH
TLH Risk / Return Rank: 1010
Overall Rank
TLH Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TLH Sortino Ratio Rank: 99
Sortino Ratio Rank
TLH Omega Ratio Rank: 99
Omega Ratio Rank
TLH Calmar Ratio Rank: 1010
Calmar Ratio Rank
TLH Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ZTEN vs. TLH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/M 10-Year Investment Grade Corporate Bond ETF (ZTEN) and iShares 10-20 Year Treasury Bond ETF (TLH). 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.


ZTENTLHDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.11

1.00

+0.11

Calmar ratioReturn relative to maximum drawdown

0.95

-0.01

+0.97

Martin ratioReturn relative to average drawdown

2.62

-0.03

+2.65

ZTEN vs. TLH - Sharpe Ratio Comparison

The current ZTEN Sharpe Ratio is 0.64, which is higher than the TLH Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of ZTEN and TLH, 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

ZTEN vs. TLH - Drawdown Comparison

The maximum ZTEN drawdown since its inception was -3.43%, smaller than the maximum TLH drawdown of -41.14%. Use the drawdown chart below to compare losses from any high point for ZTEN and TLH.


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Drawdown Indicators


ZTENTLHDifference

Max Drawdown

Largest peak-to-trough decline

-3.43%

-41.14%

+37.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-6.50%

+3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

Max Drawdown (5Y)

Largest decline over 5 years

-35.41%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

Current Drawdown

Current decline from peak

-1.54%

-30.75%

+29.21%

Average Drawdown

Average peak-to-trough decline

-0.86%

-10.92%

+10.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

2.90%

-1.70%

Volatility

ZTEN vs. TLH - Volatility Comparison

The current volatility for F/M 10-Year Investment Grade Corporate Bond ETF (ZTEN) is 1.53%, while iShares 10-20 Year Treasury Bond ETF (TLH) has a volatility of 2.26%. This indicates that ZTEN experiences smaller price fluctuations and is considered to be less risky than TLH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZTENTLHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

2.26%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

4.07%

5.91%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

4.92%

7.61%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.73%

12.62%

-6.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.73%

11.19%

-5.46%

ZTEN vs. TLH - Expense Ratio Comparison

Both ZTEN and TLH 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

ZTEN vs. TLH - Dividend Comparison

ZTEN's dividend yield for the trailing twelve months is around 5.08%, more than TLH's 4.58% yield.


PositionTTM20252024202320222021202020192018201720162015
TLH
iShares 10-20 Year Treasury Bond ETF
4.58%4.17%4.28%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%
ZTEN
F/M 10-Year Investment Grade Corporate Bond ETF
5.08%5.16%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, ZTEN and TLH 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.

TLH has higher volatility (2.26%) compared to ZTEN (1.53%). In terms of maximum drawdown, ZTEN dropped -3.43% vs TLH's -41.14%.

On 1-year performance, ZTEN leads with 3.15% vs -0.08% for TLH. Both ETFs have the same 0.15% expense ratio. On volatility, ZTEN has been the lower-risk option at 1.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ZTEN has performed better with a 3.15% return vs -0.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ZTEN and TLH have the same expense ratio: 0.15% per year.

ZTEN has the higher dividend yield at 5.08%, compared with 4.58% for TLH.

ZTEN is categorized as Long-Term Bond, while TLH is Government Bonds. ZTEN tracks ICE 10-Year US Target Maturity Corporate Index - Benchmark TR Gross, while TLH tracks ICE U.S. Treasury 10-20 Year Bond Index. They also come from different issuers: F/m and iShares.

ZTEN currently has the higher Sharpe Ratio (0.64 vs -0.01), 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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