^FVX vs. ^TNX
Compare and contrast key facts about Treasury Yield 5 Years (^FVX) and Treasury Yield 10 Years (^TNX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FVX or ^TNX.
Correlation
The correlation between ^FVX and ^TNX 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. ^TNX - Performance Comparison
Key characteristics
^FVX:
-0.63
^TNX:
-0.33
^FVX:
-0.77
^TNX:
-0.33
^FVX:
0.91
^TNX:
0.96
^FVX:
-0.26
^TNX:
-0.13
^FVX:
-1.13
^TNX:
-0.63
^FVX:
13.25%
^TNX:
11.37%
^FVX:
23.67%
^TNX:
21.95%
^FVX:
-97.53%
^TNX:
-93.78%
^FVX:
-50.81%
^TNX:
-46.83%
Returns By Period
In the year-to-date period, ^FVX achieves a -11.32% return, which is significantly lower than ^TNX's -6.71% return. Over the past 10 years, ^FVX has outperformed ^TNX with an annualized return of 9.95%, while ^TNX has yielded a comparatively lower 7.29% annualized return.
^FVX
-11.32%
-2.44%
-5.45%
-17.22%
60.74%
9.95%
^TNX
-6.71%
0.26%
-0.28%
-8.63%
47.01%
7.29%
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Risk-Adjusted Performance
^FVX vs. ^TNX — Risk-Adjusted Performance Rank
^FVX
^TNX
^FVX vs. ^TNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) and Treasury Yield 10 Years (^TNX). 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. ^TNX - Drawdown Comparison
The maximum ^FVX drawdown since its inception was -97.53%, roughly equal to the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for ^FVX and ^TNX. For additional features, visit the drawdowns tool.
Volatility
^FVX vs. ^TNX - Volatility Comparison
Treasury Yield 5 Years (^FVX) has a higher volatility of 10.90% compared to Treasury Yield 10 Years (^TNX) at 9.50%. This indicates that ^FVX's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.