^TNX vs. FRI
Compare and contrast key facts about Treasury Yield 10 Years (^TNX) and First Trust S&P REIT Index Fund (FRI).
FRI is a passively managed fund by First Trust that tracks the performance of the S&P United States REIT. It was launched on May 8, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^TNX or FRI.
Correlation
The correlation between ^TNX and FRI is 0.08, 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. FRI - Performance Comparison
Key characteristics
^TNX:
0.64
FRI:
0.90
^TNX:
1.08
FRI:
1.30
^TNX:
1.12
FRI:
1.16
^TNX:
0.17
FRI:
0.64
^TNX:
1.29
FRI:
3.79
^TNX:
10.43%
FRI:
3.76%
^TNX:
21.57%
FRI:
15.87%
^TNX:
-96.85%
FRI:
-71.95%
^TNX:
-71.12%
FRI:
-6.14%
Returns By Period
In the year-to-date period, ^TNX achieves a 0.02% return, which is significantly lower than FRI's 1.97% return. Over the past 10 years, ^TNX has outperformed FRI with an annualized return of 9.33%, while FRI has yielded a comparatively lower 4.42% annualized return.
^TNX
0.02%
1.11%
7.90%
11.72%
20.55%
9.33%
FRI
1.97%
2.80%
3.65%
12.24%
3.66%
4.42%
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Risk-Adjusted Performance
^TNX vs. FRI — Risk-Adjusted Performance Rank
^TNX
FRI
^TNX vs. FRI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 10 Years (^TNX) and First Trust S&P REIT Index Fund (FRI). 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.
Drawdowns
^TNX vs. FRI - Drawdown Comparison
The maximum ^TNX drawdown since its inception was -96.85%, which is greater than FRI's maximum drawdown of -71.95%. Use the drawdown chart below to compare losses from any high point for ^TNX and FRI. For additional features, visit the drawdowns tool.
Volatility
^TNX vs. FRI - Volatility Comparison
The current volatility for Treasury Yield 10 Years (^TNX) is 4.53%, while First Trust S&P REIT Index Fund (FRI) has a volatility of 4.88%. This indicates that ^TNX experiences smaller price fluctuations and is considered to be less risky than FRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.