PortfoliosLab logoPortfoliosLab logo
^FVX vs. GOLDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

^FVX vs. GOLDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Treasury Yield 5 Years (^FVX) and Gabelli Gold Fund (GOLDX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ^FVX achieves a 13.19% return, which is significantly higher than GOLDX's -9.77% return. Over the past 10 years, ^FVX has outperformed GOLDX with an annualized return of 14.05%, while GOLDX has yielded a comparatively lower 12.83% annualized return.


^FVX

1D
0.55%
1M
2.23%
YTD
13.19%
6M
12.32%
1Y
4.70%
3Y*
1.57%
5Y*
41.30%
10Y*
14.05%

GOLDX

1D
5.86%
1M
-19.04%
YTD
-9.77%
6M
-8.79%
1Y
45.85%
3Y*
40.48%
5Y*
17.92%
10Y*
12.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^FVX vs. GOLDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^FVX
Treasury Yield 5 Years
13.19%-15.02%14.06%-4.00%216.71%249.86%-78.68%-32.55%13.78%14.06%
GOLDX
Gabelli Gold Fund
-9.77%165.59%14.92%7.85%-11.02%-8.97%26.30%43.94%-14.80%6.22%

Correlation

The correlation between ^FVX and GOLDX is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.27

Correlation (3Y)
Calculated over the trailing 3-year period

-0.26

Correlation (5Y)
Calculated over the trailing 5-year period

-0.27

Correlation (10Y)
Calculated over the trailing 10-year period

-0.27

Correlation (All Time)
Calculated using the full available price history since Jan 3, 1995

-0.09

The correlation between ^FVX and GOLDX shifts across timeframes, from -0.27 (10 years) to -0.09 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

^FVX vs. GOLDX — Risk / Return Rank

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

^FVX
^FVX Risk / Return Rank: 2424
Overall Rank
^FVX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
^FVX Sortino Ratio Rank: 2424
Sortino Ratio Rank
^FVX Omega Ratio Rank: 2424
Omega Ratio Rank
^FVX Calmar Ratio Rank: 2525
Calmar Ratio Rank
^FVX Martin Ratio Rank: 2424
Martin Ratio Rank

GOLDX
GOLDX Risk / Return Rank: 2626
Overall Rank
GOLDX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GOLDX Sortino Ratio Rank: 2525
Sortino Ratio Rank
GOLDX Omega Ratio Rank: 3131
Omega Ratio Rank
GOLDX Calmar Ratio Rank: 2424
Calmar Ratio Rank
GOLDX Martin Ratio Rank: 2020
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.

^FVX vs. GOLDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) and Gabelli Gold Fund (GOLDX). 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.


^FVXGOLDXDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.07

1.23

-0.16

Calmar ratioReturn relative to maximum drawdown

0.48

1.43

-0.95

Martin ratioReturn relative to average drawdown

0.90

4.10

-3.20

^FVX vs. GOLDX - Sharpe Ratio Comparison

The current ^FVX Sharpe Ratio is 0.35, which is lower than the GOLDX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of ^FVX and GOLDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

^FVX vs. GOLDX - Drawdown Comparison

The maximum ^FVX drawdown since its inception was -98.80%, which is greater than GOLDX's maximum drawdown of -73.40%. Use the drawdown chart below to compare losses from any high point for ^FVX and GOLDX.


Loading charts...

Drawdown Indicators


^FVXGOLDXDifference

Max Drawdown

Largest peak-to-trough decline

-98.80%

-73.40%

-25.40%

Max Drawdown (1Y)

Largest decline over 1 year

-13.28%

-37.54%

+24.26%

Max Drawdown (3Y)

Largest decline over 3 years

-31.36%

-37.54%

+6.18%

Max Drawdown (5Y)

Largest decline over 5 years

-31.36%

-44.73%

+13.37%

Max Drawdown (10Y)

Largest decline over 10 years

-93.69%

-49.42%

-44.27%

Current Drawdown

Current decline from peak

-74.11%

-33.88%

-40.23%

Average Drawdown

Average peak-to-trough decline

-58.53%

-34.49%

-24.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.10%

13.06%

-5.96%

Volatility

^FVX vs. GOLDX - Volatility Comparison

The current volatility for Treasury Yield 5 Years (^FVX) is 5.85%, while Gabelli Gold Fund (GOLDX) has a volatility of 16.38%. This indicates that ^FVX experiences smaller price fluctuations and is considered to be less risky than GOLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


^FVXGOLDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

16.38%

-10.53%

Volatility (6M)

Calculated over the trailing 6-month period

13.22%

37.44%

-24.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

43.98%

-25.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.44%

32.94%

+5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.57%

32.30%

+26.27%

Frequently Asked Questions


^FVX and GOLDX have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOLDX has higher volatility (16.38%) compared to ^FVX (5.85%). In terms of maximum drawdown, ^FVX dropped -98.80% vs GOLDX's -73.40%.

GOLDX currently has the higher Sharpe Ratio (1.22 vs 0.35), 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

Find the right allocation for ^FVX and GOLDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer