^FVX vs. ^TNX
Compare and contrast key facts about Treasury Yield 5 Years (^FVX) and Treasury Yield 10 Years (^TNX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FVX or ^TNX.
Correlation
The correlation between ^FVX and ^TNX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^FVX vs. ^TNX - Performance Comparison
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Key characteristics
^FVX:
-0.46
^TNX:
-0.12
^FVX:
-0.34
^TNX:
-0.01
^FVX:
0.96
^TNX:
1.00
^FVX:
-0.15
^TNX:
-0.05
^FVX:
-0.61
^TNX:
-0.24
^FVX:
13.62%
^TNX:
10.58%
^FVX:
23.95%
^TNX:
22.02%
^FVX:
-97.53%
^TNX:
-93.78%
^FVX:
-49.42%
^TNX:
-45.49%
Returns By Period
In the year-to-date period, ^FVX achieves a -8.81% return, which is significantly lower than ^TNX's -4.37% return. Over the past 10 years, ^FVX has outperformed ^TNX with an annualized return of 9.77%, while ^TNX has yielded a comparatively lower 6.85% annualized return.
^FVX
-8.81%
-2.61%
-4.72%
-10.45%
64.93%
9.77%
^TNX
-4.37%
-0.61%
1.56%
-1.71%
45.18%
6.85%
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Risk-Adjusted Performance
^FVX vs. ^TNX — Risk-Adjusted Performance Rank
^FVX
^TNX
^FVX vs. ^TNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) and Treasury Yield 10 Years (^TNX). 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.
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Drawdowns
^FVX vs. ^TNX - Drawdown Comparison
The maximum ^FVX drawdown since its inception was -97.53%, roughly equal to the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for ^FVX and ^TNX. For additional features, visit the drawdowns tool.
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Volatility
^FVX vs. ^TNX - Volatility Comparison
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