^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 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^FVX vs. ^TNX - Performance Comparison
Key characteristics
^FVX:
-0.65
^TNX:
-0.14
^FVX:
-0.81
^TNX:
-0.06
^FVX:
0.91
^TNX:
0.99
^FVX:
-0.25
^TNX:
-0.06
^FVX:
-1.03
^TNX:
-0.28
^FVX:
13.97%
^TNX:
11.04%
^FVX:
22.66%
^TNX:
21.25%
^FVX:
-97.53%
^TNX:
-93.78%
^FVX:
-49.96%
^TNX:
-47.70%
Returns By Period
In the year-to-date period, ^FVX achieves a -9.79% return, which is significantly lower than ^TNX's -8.24% return. Over the past 10 years, ^FVX has outperformed ^TNX with an annualized return of 11.37%, while ^TNX has yielded a comparatively lower 8.25% annualized return.
^FVX
-9.79%
-1.00%
11.20%
-9.26%
60.78%
11.37%
^TNX
-8.24%
0.38%
10.86%
-3.87%
48.43%
8.25%
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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 6.41% compared to Treasury Yield 10 Years (^TNX) at 5.81%. 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.