^FVX vs. ^TNX
Compare and contrast key facts about Treasury Yield 5 Years (^FVX) and Treasury Yield 10 Years (^TNX).
Performance
^FVX vs. ^TNX - Performance Comparison
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^FVX vs. ^TNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^FVX Treasury Yield 5 Years | 6.26% | -15.02% | 14.06% | -4.00% | 216.71% | 249.86% | -78.68% | -32.55% | 13.78% | 14.06% |
^TNX Treasury Yield 10 Years | 3.75% | -8.97% | 18.29% | -0.34% | 156.55% | 64.89% | -52.21% | -28.56% | 11.68% | -1.68% |
Returns By Period
In the year-to-date period, ^FVX achieves a 6.26% return, which is significantly higher than ^TNX's 3.75% return. Over the past 10 years, ^FVX has outperformed ^TNX with an annualized return of 12.28%, while ^TNX has yielded a comparatively lower 9.20% annualized return.
^FVX
- 1D
- 0.25%
- 1M
- 9.22%
- YTD
- 6.26%
- 6M
- 7.47%
- 1Y
- 1.15%
- 3Y*
- 3.08%
- 5Y*
- 34.25%
- 10Y*
- 12.28%
^TNX
- 1D
- 0.19%
- 1M
- 6.69%
- YTD
- 3.75%
- 6M
- 5.19%
- 1Y
- 3.92%
- 3Y*
- 7.32%
- 5Y*
- 20.80%
- 10Y*
- 9.20%
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Return for Risk
^FVX vs. ^TNX — Risk / Return Rank
^FVX
^TNX
^FVX vs. ^TNX - Risk-Adjusted Trends 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.
| ^FVX | ^TNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | 0.22 | -0.17 |
Sortino ratioReturn per unit of downside risk | 0.23 | 0.45 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.05 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.05 | 0.12 | -0.17 |
Martin ratioReturn relative to average drawdown | -0.08 | 0.21 | -0.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ^FVX | ^TNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 0.22 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.63 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.19 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | -0.02 | +0.01 |
Correlation
The correlation between ^FVX and ^TNX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
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.
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Drawdown Indicators
| ^FVX | ^TNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.53% | -93.78% | -3.75% |
Max Drawdown (1Y)Largest decline over 1 year | -15.62% | -13.99% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -31.36% | -31.74% | +0.38% |
Max Drawdown (10Y)Largest decline over 10 years | -93.69% | -84.57% | -9.12% |
Current DrawdownCurrent decline from peak | -49.91% | -46.17% | -3.74% |
Average DrawdownAverage peak-to-trough decline | -56.58% | -51.38% | -5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.25% | 8.39% | +0.86% |
Volatility
^FVX vs. ^TNX - Volatility Comparison
Treasury Yield 5 Years (^FVX) has a higher volatility of 7.46% compared to Treasury Yield 10 Years (^TNX) at 5.89%. This indicates that ^FVX's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^FVX | ^TNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.46% | 5.89% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 10.58% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.42% | 17.89% | +3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.94% | 32.96% | +6.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.95% | 48.18% | +10.77% |