^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 0.18, 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:
-0.47
SPY:
0.62
^FVX:
-0.54
SPY:
0.90
^FVX:
0.94
SPY:
1.12
^FVX:
-0.19
SPY:
0.86
^FVX:
-0.77
SPY:
2.84
^FVX:
13.93%
SPY:
3.03%
^FVX:
22.81%
SPY:
13.88%
^FVX:
-97.53%
SPY:
-55.19%
^FVX:
-50.48%
SPY:
-8.20%
Returns By Period
In the year-to-date period, ^FVX achieves a -10.73% return, which is significantly lower than SPY's -4.00% return. Over the past 10 years, ^FVX has underperformed SPY with an annualized return of 11.26%, while SPY has yielded a comparatively higher 12.47% annualized return.
^FVX
-10.73%
-2.93%
11.05%
-9.87%
58.84%
11.26%
SPY
-4.00%
-5.31%
-0.72%
8.80%
19.18%
12.47%
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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
Treasury Yield 5 Years (^FVX) has a higher volatility of 6.32% compared to SPDR S&P 500 ETF (SPY) at 5.81%. This indicates that ^FVX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.