^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:
0.39
MSCI:
0.20
^TYX:
0.70
MSCI:
0.42
^TYX:
1.08
MSCI:
1.06
^TYX:
0.14
MSCI:
0.16
^TYX:
0.88
MSCI:
0.63
^TYX:
8.20%
MSCI:
8.22%
^TYX:
18.44%
MSCI:
25.99%
^TYX:
-88.52%
MSCI:
-69.06%
^TYX:
-42.77%
MSCI:
-11.28%
Returns By Period
In the year-to-date period, ^TYX achieves a -2.44% return, which is significantly higher than MSCI's -3.31% return. Over the past 10 years, ^TYX has underperformed MSCI with an annualized return of 5.89%, while MSCI has yielded a comparatively higher 27.39% annualized return.
^TYX
-2.44%
-3.01%
13.82%
4.64%
19.06%
5.89%
MSCI
-3.31%
-5.36%
1.84%
3.50%
14.48%
27.39%
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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.
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
The current volatility for Treasury Yield 30 Years (^TYX) is 5.10%, while MSCI Inc. (MSCI) has a volatility of 6.97%. 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.