^TNX vs. FRI
Compare and contrast key facts about Treasury Yield 10 Years (^TNX) and First Trust S&P REIT Index Fund (FRI).
FRI is a passively managed fund by First Trust that tracks the performance of the S&P United States REIT. It was launched on May 8, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^TNX or FRI.
Correlation
The correlation between ^TNX and FRI is 0.08, 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
^TNX vs. FRI - Performance Comparison
Key characteristics
^TNX:
0.93
FRI:
0.46
^TNX:
1.49
FRI:
0.73
^TNX:
1.16
FRI:
1.09
^TNX:
0.37
FRI:
0.33
^TNX:
1.98
FRI:
1.95
^TNX:
10.32%
FRI:
3.74%
^TNX:
22.03%
FRI:
15.85%
^TNX:
-93.78%
FRI:
-71.95%
^TNX:
-40.32%
FRI:
-9.53%
Returns By Period
In the year-to-date period, ^TNX achieves a 4.70% return, which is significantly higher than FRI's -1.72% return. Over the past 10 years, ^TNX has outperformed FRI with an annualized return of 10.23%, while FRI has yielded a comparatively lower 4.09% annualized return.
^TNX
4.70%
8.84%
14.90%
21.22%
21.60%
10.23%
FRI
-1.72%
-5.28%
0.87%
6.52%
3.13%
4.09%
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Risk-Adjusted Performance
^TNX vs. FRI — Risk-Adjusted Performance Rank
^TNX
FRI
^TNX vs. FRI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 10 Years (^TNX) and First Trust S&P REIT Index Fund (FRI). 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
^TNX vs. FRI - Drawdown Comparison
The maximum ^TNX drawdown since its inception was -93.78%, which is greater than FRI's maximum drawdown of -71.95%. Use the drawdown chart below to compare losses from any high point for ^TNX and FRI. For additional features, visit the drawdowns tool.
Volatility
^TNX vs. FRI - Volatility Comparison
The current volatility for Treasury Yield 10 Years (^TNX) is 4.66%, while First Trust S&P REIT Index Fund (FRI) has a volatility of 6.05%. This indicates that ^TNX experiences smaller price fluctuations and is considered to be less risky than FRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.