Correlation
The correlation between ^FVX and VOO is 0.24, 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.
^FVX vs. VOO
Compare and contrast key facts about Treasury Yield 5 Years (^FVX) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FVX or VOO.
Performance
^FVX vs. VOO - Performance Comparison
Loading data...
Key characteristics
^FVX:
-0.41
VOO:
0.68
^FVX:
-0.31
VOO:
1.06
^FVX:
0.96
VOO:
1.15
^FVX:
-0.14
VOO:
0.70
^FVX:
-0.59
VOO:
2.65
^FVX:
13.70%
VOO:
4.92%
^FVX:
24.49%
VOO:
19.58%
^FVX:
-97.53%
VOO:
-33.99%
^FVX:
-48.35%
VOO:
-3.27%
Returns By Period
In the year-to-date period, ^FVX achieves a -6.89% return, which is significantly lower than VOO's 1.19% return. Over the past 10 years, ^FVX has underperformed VOO with an annualized return of 10.34%, while VOO has yielded a comparatively higher 12.85% annualized return.
^FVX
-6.89%
4.99%
-2.67%
-9.94%
13.94%
65.04%
10.34%
VOO
1.19%
7.36%
-0.97%
13.13%
14.21%
16.06%
12.85%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^FVX vs. VOO — Risk-Adjusted Performance Rank
^FVX
VOO
^FVX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) and Vanguard S&P 500 ETF (VOO). 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.
Loading data...
Drawdowns
^FVX vs. VOO - Drawdown Comparison
The maximum ^FVX drawdown since its inception was -97.53%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^FVX and VOO.
Loading data...
Volatility
^FVX vs. VOO - Volatility Comparison
Treasury Yield 5 Years (^FVX) has a higher volatility of 7.21% compared to Vanguard S&P 500 ETF (VOO) at 4.76%. This indicates that ^FVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...