^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.
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.
Performance
^FVX vs. VOO - Performance Comparison
Key characteristics
^FVX:
-0.63
VOO:
0.54
^FVX:
-0.77
VOO:
0.88
^FVX:
0.91
VOO:
1.13
^FVX:
-0.26
VOO:
0.55
^FVX:
-1.13
VOO:
2.27
^FVX:
13.25%
VOO:
4.55%
^FVX:
23.67%
VOO:
19.19%
^FVX:
-97.53%
VOO:
-33.99%
^FVX:
-50.81%
VOO:
-9.90%
Returns By Period
In the year-to-date period, ^FVX achieves a -11.32% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, ^FVX has underperformed VOO with an annualized return of 10.43%, while VOO has yielded a comparatively higher 12.24% annualized return.
^FVX
-11.32%
-2.44%
-4.12%
-17.22%
60.06%
10.43%
VOO
-5.74%
-0.92%
-4.28%
9.78%
15.84%
12.24%
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.
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. For additional features, visit the drawdowns tool.
Volatility
^FVX vs. VOO - Volatility Comparison
The current volatility for Treasury Yield 5 Years (^FVX) is 10.90%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that ^FVX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.