^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.
Correlation
The correlation between ^TYX and MSCI is 0.14, 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
^TYX vs. MSCI - Performance Comparison
Key characteristics
^TYX:
0.95
MSCI:
0.49
^TYX:
1.52
MSCI:
0.83
^TYX:
1.16
MSCI:
1.12
^TYX:
0.35
MSCI:
0.41
^TYX:
2.24
MSCI:
1.21
^TYX:
8.14%
MSCI:
11.00%
^TYX:
19.32%
MSCI:
27.34%
^TYX:
-88.52%
MSCI:
-69.06%
^TYX:
-42.20%
MSCI:
-7.51%
Returns By Period
In the year-to-date period, ^TYX achieves a 17.34% return, which is significantly higher than MSCI's 8.16% return. Over the past 10 years, ^TYX has underperformed MSCI with an annualized return of 5.03%, while MSCI has yielded a comparatively higher 30.27% annualized return.
^TYX
17.34%
2.70%
7.23%
16.85%
14.71%
5.03%
MSCI
8.16%
3.92%
25.05%
10.63%
19.61%
30.27%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^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.
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. For additional features, visit the drawdowns tool.
Volatility
^TYX vs. MSCI - Volatility Comparison
Treasury Yield 30 Years (^TYX) has a higher volatility of 5.82% compared to MSCI Inc. (MSCI) at 5.00%. 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.