^TYX vs. MSCI

Last updated Apr 2, 2026

Compare and contrast key facts about Treasury Yield 30 Years (^TYX) and MSCI Inc. (MSCI).

Performance

^TYX vs. MSCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Treasury Yield 30 Years (^TYX) and MSCI Inc. (MSCI). The values are adjusted to include any dividend payments, if applicable.

^TYX vs. MSCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^TYX Treasury Yield 30 Years	1.24%	1.13%	19.08%	1.11%	108.66%	15.74%	-31.10%	-20.89%	10.26%	-10.58%
MSCI MSCI Inc.	-6.05%	-3.17%	7.31%	22.90%	-23.34%	38.14%	74.38%	77.19%	17.95%	62.63%

Returns By Period

In the year-to-date period, ^TYX achieves a 1.24% return, which is significantly higher than MSCI's -6.05% return. Over the past 10 years, ^TYX has underperformed MSCI with an annualized return of 6.46%, while MSCI has yielded a comparatively higher 23.16% annualized return.

^TYX

• 1D: 0.18%
• 1M: 4.30%
• YTD: 1.24%
• 6M: 3.92%
• 1Y: 8.50%
• 3Y*: 9.92%
• 5Y*: 15.93%
• 10Y*: 6.46%

MSCI

• 1D: -0.39%
• 1M: -6.44%
• YTD: -6.05%
• 6M: -2.15%
• 1Y: -4.08%
• 3Y*: -0.18%
• 5Y*: 5.74%
• 10Y*: 23.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^TYX vs. MSCI — Risk / Return Rank

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

^TYX

^TYX Risk / Return Rank: 28
^TYX Sharpe Ratio Rank: 35
^TYX Sortino Ratio Rank: 33
^TYX Omega Ratio Rank: 31
^TYX Calmar Ratio Rank: 21
^TYX Martin Ratio Rank: 21

MSCI

MSCI Risk / Return Rank: 32
MSCI Sharpe Ratio Rank: 34
MSCI Sortino Ratio Rank: 29
MSCI Omega Ratio Rank: 29
MSCI Calmar Ratio Rank: 34
MSCI Martin Ratio Rank: 32

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^TYX vs. MSCI - Risk-Adjusted Trends 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.

	^TYX	MSCI	Difference
Sharpe ratio Return per unit of total volatility	0.57	-0.14	+0.71
Sortino ratio Return per unit of downside risk	0.95	0.02	+0.93
Omega ratio Gain probability vs. loss probability	1.11	1.00	+0.11
Calmar ratio Return relative to maximum drawdown	0.20	-0.21	+0.41
Martin ratio Return relative to average drawdown	0.38	-0.58	+0.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^TYX vs. MSCI - Sharpe Ratio Comparison

The current ^TYX Sharpe Ratio is 0.57, which is higher than the MSCI Sharpe Ratio of -0.14. 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.

Sharpe Ratios by Period

	^TYX	MSCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.57	-0.14	+0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.19	+0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	0.75	-0.56
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.53	-0.56

Correlation

The correlation between ^TYX and MSCI is 0.13, 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.

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.

Drawdown Indicators

	^TYX	MSCI	Difference
Max Drawdown Largest peak-to-trough decline	-88.52%	-69.06%	-19.46%
Max Drawdown (1Y) Largest decline over 1 year	-10.83%	-18.07%	+7.24%
Max Drawdown (5Y) Largest decline over 5 years	-30.52%	-43.74%	+13.22%
Max Drawdown (10Y) Largest decline over 10 years	-72.86%	-43.74%	-29.12%
Current Drawdown Current decline from peak	-39.94%	-16.53%	-23.41%
Average Drawdown Average peak-to-trough decline	-46.00%	-13.12%	-32.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.64%	6.54%	-0.90%

Volatility

^TYX vs. MSCI - Volatility Comparison

The current volatility for Treasury Yield 30 Years (^TYX) is 4.20%, while MSCI Inc. (MSCI) has a volatility of 6.47%. 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.

Volatility by Period

	^TYX	MSCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.20%	6.47%	-2.27%
Volatility (6M) Calculated over the trailing 6-month period	8.18%	21.10%	-12.92%
Volatility (1Y) Calculated over the trailing 1-year period	14.52%	30.05%	-15.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.36%	30.53%	-5.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.22%	31.03%	+2.19%