FVI.TO vs. TLT
Compare and contrast key facts about Fortuna Silver Mines Inc. (FVI.TO) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FVI.TO or TLT.
Key characteristics
| FVI.TO | TLT | |
|---|---|---|
| YTD Return | 29.61% | -5.60% |
| 1Y Return | 43.38% | 6.12% |
| 3Y Return (Ann) | 9.79% | -12.04% |
| 5Y Return (Ann) | 10.57% | -5.81% |
| 10Y Return (Ann) | 2.48% | -0.28% |
| Sharpe Ratio | 0.86 | 0.31 |
| Sortino Ratio | 1.46 | 0.54 |
| Omega Ratio | 1.18 | 1.06 |
| Calmar Ratio | 0.61 | 0.10 |
| Martin Ratio | 2.27 | 0.76 |
| Ulcer Index | 19.09% | 6.13% |
| Daily Std Dev | 50.70% | 14.86% |
| Max Drawdown | -96.00% | -48.35% |
| Current Drawdown | -46.17% | -41.18% |
Correlation
The correlation between FVI.TO and TLT is 0.04, 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
FVI.TO vs. TLT - Performance Comparison
In the year-to-date period, FVI.TO achieves a 29.61% return, which is significantly higher than TLT's -5.60% return. Over the past 10 years, FVI.TO has outperformed TLT with an annualized return of 2.48%, while TLT has yielded a comparatively lower -0.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FVI.TO vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortuna Silver Mines Inc. (FVI.TO) and iShares 20+ Year Treasury Bond ETF (TLT). 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.
Dividends
FVI.TO vs. TLT - Dividend Comparison
FVI.TO has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.07%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FVI.TO Fortuna Silver Mines Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.07% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
FVI.TO vs. TLT - Drawdown Comparison
The maximum FVI.TO drawdown since its inception was -96.00%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for FVI.TO and TLT. For additional features, visit the drawdowns tool.
Volatility
FVI.TO vs. TLT - Volatility Comparison
Fortuna Silver Mines Inc. (FVI.TO) has a higher volatility of 15.89% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 5.10%. This indicates that FVI.TO's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.