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VT vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

VT vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and Cboe 10-Year Treasury Note Yield Index (^TNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VT achieves a 12.78% return, which is significantly higher than ^TNX's 7.35% return. Over the past 10 years, VT has outperformed ^TNX with an annualized return of 13.03%, while ^TNX has yielded a comparatively lower 10.69% annualized return.


VT

1D
1.55%
1M
3.39%
YTD
12.78%
6M
13.56%
1Y
29.41%
3Y*
19.92%
5Y*
11.15%
10Y*
13.03%

^TNX

1D
-0.40%
1M
-2.74%
YTD
7.35%
6M
6.86%
1Y
1.02%
3Y*
5.84%
5Y*
23.29%
10Y*
10.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VT vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VT
Vanguard Total World Stock ETF
12.78%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%
^TNX
Cboe 10-Year Treasury Note Yield Index
7.35%-8.97%18.29%-0.34%156.55%64.89%-52.21%-28.56%11.68%-1.68%

Correlation

The correlation between VT and ^TNX is -0.30, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.30

Correlation (3Y)
Calculated over the trailing 3-year period

-0.20

Correlation (5Y)
Calculated over the trailing 5-year period

-0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2008

0.25

The correlation between VT and ^TNX shifts across timeframes, from -0.30 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VT vs. ^TNX — Risk / Return Rank

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

VT
VT Risk / Return Rank: 7575
Overall Rank
VT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7676
Sortino Ratio Rank
VT Omega Ratio Rank: 7777
Omega Ratio Rank
VT Calmar Ratio Rank: 6767
Calmar Ratio Rank
VT Martin Ratio Rank: 7777
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1313
Overall Rank
^TNX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1212
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1212
Omega Ratio Rank
^TNX Calmar Ratio Rank: 1414
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1414
Martin Ratio Rank
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.

VT vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and Cboe 10-Year Treasury Note Yield Index (^TNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VT^TNXDifference
Sharpe ratioReturn per unit of total volatility

+2.14

Sortino ratioReturn per unit of downside risk

+2.82

Omega ratioGain probability vs. loss probability

1.40

1.02

+0.38

Calmar ratioReturn relative to maximum drawdown

3.05

0.09

+2.97

Martin ratioReturn relative to average drawdown

13.29

0.15

+13.13

VT vs. ^TNX - Sharpe Ratio Comparison

The current VT Sharpe Ratio is 2.21, which is higher than the ^TNX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of VT and ^TNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VT vs. ^TNX - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, smaller than the maximum ^TNX drawdown of -96.85%. Use the drawdown chart below to compare losses from any high point for VT and ^TNX.


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Drawdown Indicators


VT^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-96.85%

+46.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-11.94%

+2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-27.41%

+10.90%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

-27.41%

+1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

-84.57%

+50.33%

Current Drawdown

Current decline from peak

-0.40%

-71.79%

+71.39%

Average Drawdown

Average peak-to-trough decline

-7.01%

-55.00%

+47.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

6.59%

-4.37%

Volatility

VT vs. ^TNX - Volatility Comparison

Vanguard Total World Stock ETF (VT) has a higher volatility of 5.46% compared to Cboe 10-Year Treasury Note Yield Index (^TNX) at 5.03%. This indicates that VT's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VT^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

5.03%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

11.11%

10.72%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

13.41%

15.13%

-1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

32.36%

-16.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

47.98%

-30.70%

Frequently Asked Questions


VT and ^TNX have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VT has higher volatility (5.46%) compared to ^TNX (5.03%). In terms of maximum drawdown, VT dropped -50.27% vs ^TNX's -96.85%.

VT currently has the higher Sharpe Ratio (2.21 vs 0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VT and ^TNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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