Correlation
The correlation between ^TYX and MSCI is 0.27, 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.
^TYX vs. MSCI
Compare and contrast key facts about Treasury Yield 30 Years (^TYX) and MSCI Inc. (MSCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^TYX or MSCI.
Performance
^TYX vs. MSCI - Performance Comparison
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Key characteristics
^TYX:
0.56
MSCI:
0.59
^TYX:
0.94
MSCI:
0.96
^TYX:
1.10
MSCI:
1.13
^TYX:
0.20
MSCI:
0.53
^TYX:
1.59
MSCI:
1.88
^TYX:
6.62%
MSCI:
7.77%
^TYX:
18.82%
MSCI:
24.93%
^TYX:
-88.52%
MSCI:
-69.06%
^TYX:
-40.03%
MSCI:
-15.59%
Returns By Period
In the year-to-date period, ^TYX achieves a 2.24% return, which is significantly higher than MSCI's -8.00% return. Over the past 10 years, ^TYX has underperformed MSCI with an annualized return of 4.82%, while MSCI has yielded a comparatively higher 25.75% annualized return.
^TYX
2.24%
-0.12%
6.86%
10.95%
14.10%
27.35%
4.82%
MSCI
-8.00%
-4.14%
-9.73%
14.49%
13.63%
11.79%
25.75%
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Risk-Adjusted Performance
^TYX vs. MSCI — Risk-Adjusted Performance Rank
^TYX
MSCI
^TYX vs. MSCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 30 Years (^TYX) and MSCI Inc. (MSCI). 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
^TYX vs. MSCI - Drawdown Comparison
The maximum ^TYX drawdown since its inception was -88.52%, which is greater than MSCI's maximum drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for ^TYX and MSCI.
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Volatility
^TYX vs. MSCI - Volatility Comparison
Treasury Yield 30 Years (^TYX) has a higher volatility of 5.31% compared to MSCI Inc. (MSCI) at 4.38%. This indicates that ^TYX's price experiences larger fluctuations and is considered to be riskier than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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