^FVX vs. SPY
Compare and contrast key facts about Treasury Yield 5 Years (^FVX) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FVX or SPY.
Correlation
The correlation between ^FVX and SPY is 0.19, 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
^FVX vs. SPY - Performance Comparison
Key characteristics
^FVX:
-0.63
SPY:
0.51
^FVX:
-0.77
SPY:
0.86
^FVX:
0.91
SPY:
1.13
^FVX:
-0.26
SPY:
0.55
^FVX:
-1.13
SPY:
2.26
^FVX:
13.22%
SPY:
4.55%
^FVX:
23.67%
SPY:
20.08%
^FVX:
-97.53%
SPY:
-55.19%
^FVX:
-50.27%
SPY:
-9.89%
Returns By Period
In the year-to-date period, ^FVX achieves a -10.34% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, ^FVX has underperformed SPY with an annualized return of 11.04%, while SPY has yielded a comparatively higher 11.99% annualized return.
^FVX
-10.34%
-3.82%
-3.06%
-16.75%
60.79%
11.04%
SPY
-5.76%
-3.16%
-4.30%
10.76%
15.96%
11.99%
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Risk-Adjusted Performance
^FVX vs. SPY — Risk-Adjusted Performance Rank
^FVX
SPY
^FVX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) and SPDR S&P 500 ETF (SPY). 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
^FVX vs. SPY - Drawdown Comparison
The maximum ^FVX drawdown since its inception was -97.53%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^FVX and SPY. For additional features, visit the drawdowns tool.
Volatility
^FVX vs. SPY - Volatility Comparison
The current volatility for Treasury Yield 5 Years (^FVX) is 10.87%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that ^FVX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.