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Treasury Yield 5 Years (^FVX)
Performance
Return for Risk
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Treasury Yield 5 Years, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Treasury Yield 5 Years (^FVX) has returned 5.99% so far this year and -0.95% over the past 12 months. Over the last decade, ^FVX has posted an annualized return of 12.25%, slightly higher than the S&P 500 Index benchmark’s 12.16%.


Treasury Yield 5 Years

1D
-0.85%
1M
12.33%
YTD
5.99%
6M
5.71%
1Y
-0.95%
3Y*
2.99%
5Y*
34.18%
10Y*
12.25%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 2, 1993, ^FVX's average daily return is +0.04%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 years.

Historically, 49% of months were positive and 51% were negative. The best month was Feb 2021 with a return of +75.2%, while the worst month was Mar 2020 at -58.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 11 months.

On a daily basis, ^FVX closed higher 49% of trading days. The best single day was Mar 10, 2020 with a return of +43.1%, while the worst single day was Mar 16, 2020 at -31.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.02%-7.51%12.33%5.99%
2025-0.37%-7.70%-1.12%-5.80%6.05%-4.62%4.35%-6.59%0.89%-0.40%-3.15%3.39%-15.02%
20241.09%9.79%-0.99%11.92%-4.13%-4.39%-7.60%-7.13%-3.71%16.16%-2.41%8.01%14.06%
2023-9.05%14.57%-13.36%-2.08%5.85%10.42%1.11%1.56%8.53%4.56%-10.76%-10.66%-4.00%
202227.79%6.63%40.73%20.23%-3.47%6.87%-10.29%21.86%23.05%5.12%-9.79%4.38%216.71%
202122.71%75.17%20.88%-8.64%-8.05%10.79%-19.47%9.82%29.15%19.16%-3.20%9.83%249.86%

Benchmark Metrics

Treasury Yield 5 Years has an annualized alpha of 3.53%, beta of 0.68, and R² of 0.07 versus S&P 500 Index. Calculated based on daily prices since November 03, 1993.

  • This index participated in 58.95% of S&P 500 Index downside but only 27.95% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.68 may look defensive, but with R² of 0.07 this index is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
  • R² of 0.07 means this index moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.53%
Beta
0.68
0.07
Upside Capture
27.95%
Downside Capture
58.95%

Return for Risk

Risk / Return Rank

^FVX ranks 13 for risk / return — in the bottom 13% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


^FVX Risk / Return Rank: 1313
Overall Rank
^FVX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
^FVX Sortino Ratio Rank: 1212
Sortino Ratio Rank
^FVX Omega Ratio Rank: 1212
Omega Ratio Rank
^FVX Calmar Ratio Rank: 1313
Calmar Ratio Rank
^FVX Martin Ratio Rank: 1414
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) and compare them to a chosen benchmark (S&P 500 Index).


^FVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.04

0.90

-0.94

Sortino ratio

Return per unit of downside risk

0.09

1.39

-1.30

Omega ratio

Gain probability vs. loss probability

1.01

1.21

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.06

1.40

-1.46

Martin ratio

Return relative to average drawdown

-0.10

6.61

-6.70

Explore ^FVX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Treasury Yield 5 Years. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Treasury Yield 5 Years was 97.53%, occurring on Aug 4, 2020. The portfolio has not yet recovered.

The current Treasury Yield 5 Years drawdown is 50.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.53%Jan 10, 19956418Aug 4, 2020
-8.59%May 10, 199421Jun 8, 199470Sep 16, 199491
-6.53%Jan 4, 19947Jan 12, 199416Feb 4, 199423
-4.19%Apr 5, 19943Apr 7, 19947Apr 18, 199410
-3.62%Apr 19, 19946Apr 26, 19943May 2, 19949

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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