^GSPTXDV vs. ^TNX
Compare and contrast key facts about S&P/TSX Dividend Aristocrats (^GSPTXDV) and Treasury Yield 10 Years (^TNX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^GSPTXDV or ^TNX.
Correlation
The correlation between ^GSPTXDV and ^TNX is 0.21, 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
^GSPTXDV vs. ^TNX - Performance Comparison
Key characteristics
^GSPTXDV:
1.79
^TNX:
0.75
^GSPTXDV:
2.50
^TNX:
1.25
^GSPTXDV:
1.32
^TNX:
1.14
^GSPTXDV:
1.60
^TNX:
0.30
^GSPTXDV:
10.20
^TNX:
1.62
^GSPTXDV:
1.56%
^TNX:
10.31%
^GSPTXDV:
8.88%
^TNX:
22.26%
^GSPTXDV:
-46.09%
^TNX:
-93.78%
^GSPTXDV:
-4.96%
^TNX:
-43.61%
Returns By Period
In the year-to-date period, ^GSPTXDV achieves a 14.97% return, which is significantly lower than ^TNX's 17.02% return. Over the past 10 years, ^GSPTXDV has underperformed ^TNX with an annualized return of 2.95%, while ^TNX has yielded a comparatively higher 7.22% annualized return.
^GSPTXDV
14.97%
-3.08%
16.03%
16.80%
4.50%
2.95%
^TNX
17.02%
2.68%
6.27%
16.18%
18.78%
7.22%
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Risk-Adjusted Performance
^GSPTXDV vs. ^TNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P/TSX Dividend Aristocrats (^GSPTXDV) 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
^GSPTXDV vs. ^TNX - Drawdown Comparison
The maximum ^GSPTXDV drawdown since its inception was -46.09%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for ^GSPTXDV and ^TNX. For additional features, visit the drawdowns tool.
Volatility
^GSPTXDV vs. ^TNX - Volatility Comparison
The current volatility for S&P/TSX Dividend Aristocrats (^GSPTXDV) is 2.40%, while Treasury Yield 10 Years (^TNX) has a volatility of 6.13%. This indicates that ^GSPTXDV experiences smaller price fluctuations and is considered to be less risky than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.