^FVX vs. TLT
Compare and contrast key facts about Treasury Yield 5 Years (^FVX) 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: ^FVX or TLT.
Correlation
The correlation between ^FVX and TLT is 0.27, 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. TLT - Performance Comparison
Key characteristics
^FVX:
-0.63
TLT:
0.49
^FVX:
-0.77
TLT:
0.76
^FVX:
0.91
TLT:
1.09
^FVX:
-0.26
TLT:
0.16
^FVX:
-1.12
TLT:
0.93
^FVX:
13.30%
TLT:
7.56%
^FVX:
23.75%
TLT:
14.43%
^FVX:
-97.53%
TLT:
-48.35%
^FVX:
-51.67%
TLT:
-40.21%
Returns By Period
In the year-to-date period, ^FVX achieves a -12.88% return, which is significantly lower than TLT's 4.35% return. Over the past 10 years, ^FVX has outperformed TLT with an annualized return of 9.75%, while TLT has yielded a comparatively lower -0.64% annualized return.
^FVX
-12.88%
-4.14%
-7.02%
-17.74%
61.72%
9.75%
TLT
4.35%
0.43%
0.09%
5.60%
-9.21%
-0.64%
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Risk-Adjusted Performance
^FVX vs. TLT — Risk-Adjusted Performance Rank
^FVX
TLT
^FVX vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) 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.
Drawdowns
^FVX vs. TLT - Drawdown Comparison
The maximum ^FVX drawdown since its inception was -97.53%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for ^FVX and TLT. For additional features, visit the drawdowns tool.
Volatility
^FVX vs. TLT - Volatility Comparison
Treasury Yield 5 Years (^FVX) has a higher volatility of 10.66% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 5.92%. This indicates that ^FVX'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.