^TNX vs. ^FVX
Compare and contrast key facts about Treasury Yield 10 Years (^TNX) and Treasury Yield 5 Years (^FVX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^TNX or ^FVX.
Correlation
The correlation between ^TNX and ^FVX 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
^TNX vs. ^FVX - Performance Comparison
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Key characteristics
^TNX:
-0.08
^FVX:
-0.43
^TNX:
0.03
^FVX:
-0.41
^TNX:
1.00
^FVX:
0.95
^TNX:
-0.04
^FVX:
-0.16
^TNX:
-0.19
^FVX:
-0.69
^TNX:
10.59%
^FVX:
13.65%
^TNX:
22.01%
^FVX:
23.94%
^TNX:
-93.78%
^FVX:
-97.53%
^TNX:
-45.47%
^FVX:
-49.51%
Returns By Period
In the year-to-date period, ^TNX achieves a -4.33% return, which is significantly higher than ^FVX's -8.97% return. Over the past 10 years, ^TNX has underperformed ^FVX with an annualized return of 6.75%, while ^FVX has yielded a comparatively higher 9.84% annualized return.
^TNX
-4.33%
-0.43%
1.60%
-2.86%
43.39%
6.75%
^FVX
-8.97%
-1.26%
-4.89%
-11.75%
61.82%
9.84%
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Risk-Adjusted Performance
^TNX vs. ^FVX — Risk-Adjusted Performance Rank
^TNX
^FVX
^TNX vs. ^FVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 10 Years (^TNX) and Treasury Yield 5 Years (^FVX). 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
^TNX vs. ^FVX - Drawdown Comparison
The maximum ^TNX drawdown since its inception was -93.78%, roughly equal to the maximum ^FVX drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for ^TNX and ^FVX. For additional features, visit the drawdowns tool.
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Volatility
^TNX vs. ^FVX - Volatility Comparison
The current volatility for Treasury Yield 10 Years (^TNX) is 6.44%, while Treasury Yield 5 Years (^FVX) has a volatility of 8.29%. This indicates that ^TNX experiences smaller price fluctuations and is considered to be less risky than ^FVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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