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^FVX vs. TIP
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^FVX and TIP is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

^FVX vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Treasury Yield 5 Years (^FVX) and iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
19.21%
109.21%
^FVX
TIP

Key characteristics

Sharpe Ratio

^FVX:

-0.63

TIP:

1.69

Sortino Ratio

^FVX:

-0.77

TIP:

2.35

Omega Ratio

^FVX:

0.91

TIP:

1.31

Calmar Ratio

^FVX:

-0.26

TIP:

0.72

Martin Ratio

^FVX:

-1.12

TIP:

5.08

Ulcer Index

^FVX:

13.30%

TIP:

1.56%

Daily Std Dev

^FVX:

23.75%

TIP:

4.68%

Max Drawdown

^FVX:

-97.53%

TIP:

-14.56%

Current Drawdown

^FVX:

-51.67%

TIP:

-3.97%

Returns By Period

In the year-to-date period, ^FVX achieves a -12.88% return, which is significantly lower than TIP's 4.27% return. Over the past 10 years, ^FVX has outperformed TIP with an annualized return of 9.75%, while TIP has yielded a comparatively lower 2.32% annualized return.


^FVX

YTD

-12.88%

1M

-4.14%

6M

-7.02%

1Y

-17.74%

5Y*

61.72%

10Y*

9.75%

TIP

YTD

4.27%

1M

0.41%

6M

3.08%

1Y

7.38%

5Y*

1.63%

10Y*

2.32%

*Annualized

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Risk-Adjusted Performance

^FVX vs. TIP — Risk-Adjusted Performance Rank

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

^FVX
The Risk-Adjusted Performance Rank of ^FVX is 66
Overall Rank
The Sharpe Ratio Rank of ^FVX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ^FVX is 44
Sortino Ratio Rank
The Omega Ratio Rank of ^FVX is 44
Omega Ratio Rank
The Calmar Ratio Rank of ^FVX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of ^FVX is 88
Martin Ratio Rank

TIP
The Risk-Adjusted Performance Rank of TIP is 8686
Overall Rank
The Sharpe Ratio Rank of TIP is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of TIP is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TIP is 9090
Omega Ratio Rank
The Calmar Ratio Rank of TIP is 7474
Calmar Ratio Rank
The Martin Ratio Rank of TIP is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^FVX vs. TIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) and iShares TIPS Bond ETF (TIP). 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.


The chart of Sharpe ratio for ^FVX, currently valued at -0.63, compared to the broader market-0.500.000.501.001.50
^FVX: -0.63
TIP: 1.46
The chart of Sortino ratio for ^FVX, currently valued at -0.77, compared to the broader market-1.00-0.500.000.501.001.502.00
^FVX: -0.77
TIP: 2.03
The chart of Omega ratio for ^FVX, currently valued at 0.91, compared to the broader market0.901.001.101.201.30
^FVX: 0.91
TIP: 1.27
The chart of Calmar ratio for ^FVX, currently valued at -0.43, compared to the broader market-0.500.000.501.001.50
^FVX: -0.43
TIP: 0.66
The chart of Martin ratio for ^FVX, currently valued at -1.11, compared to the broader market0.002.004.006.008.00
^FVX: -1.11
TIP: 4.32

The current ^FVX Sharpe Ratio is -0.63, which is lower than the TIP Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of ^FVX and TIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.63
1.46
^FVX
TIP

Drawdowns

^FVX vs. TIP - Drawdown Comparison

The maximum ^FVX drawdown since its inception was -97.53%, which is greater than TIP's maximum drawdown of -14.56%. Use the drawdown chart below to compare losses from any high point for ^FVX and TIP. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-26.99%
-3.97%
^FVX
TIP

Volatility

^FVX vs. TIP - Volatility Comparison

Treasury Yield 5 Years (^FVX) has a higher volatility of 10.66% compared to iShares TIPS Bond ETF (TIP) at 2.28%. This indicates that ^FVX's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.66%
2.28%
^FVX
TIP