^TYX vs. MSCI

In the year-to-date period, ^TYX achieves a 2.36% return, which is significantly higher than MSCI's -4.03% return. Over the past 10 years, ^TYX has underperformed MSCI with an annualized return of 4.77%, while MSCI has yielded a comparatively higher 26.01% annualized return.

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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.

The current ^TYX Sharpe Ratio is 0.43, which is lower than the MSCI Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of ^TYX and MSCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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. For additional features, visit the drawdowns tool.

The current volatility for Treasury Yield 30 Years (^TYX) is 4.59%, while MSCI Inc. (MSCI) has a volatility of 5.24%. This indicates that ^TYX experiences smaller price fluctuations and is considered to be less risky than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.