^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:
0.39
^TNX:
0.60
^FVX:
0.75
^TNX:
1.04
^FVX:
1.09
^TNX:
1.11
^FVX:
0.17
^TNX:
0.24
^FVX:
0.73
^TNX:
1.29
^FVX:
12.96%
^TNX:
10.32%
^FVX:
23.79%
^TNX:
22.01%
^FVX:
-97.53%
^TNX:
-93.78%
^FVX:
-44.33%
^TNX:
-42.59%
Returns By Period
In the year-to-date period, ^FVX achieves a 0.37% return, which is significantly lower than ^TNX's 0.72% return. Over the past 10 years, ^FVX has outperformed ^TNX with an annualized return of 13.11%, while ^TNX has yielded a comparatively lower 9.79% annualized return.
^FVX
0.37%
3.48%
7.09%
9.22%
21.89%
13.11%
^TNX
0.72%
5.04%
9.95%
12.18%
20.28%
9.79%
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. ^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 6.38% compared to Treasury Yield 10 Years (^TNX) at 5.67%. 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.