^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 0.29, 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:
-0.23
FRI:
0.72
^TNX:
-0.18
FRI:
1.09
^TNX:
0.98
FRI:
1.14
^TNX:
-0.09
FRI:
0.63
^TNX:
-0.44
FRI:
2.50
^TNX:
11.33%
FRI:
5.32%
^TNX:
21.89%
FRI:
18.41%
^TNX:
-93.78%
FRI:
-71.96%
^TNX:
-45.32%
FRI:
-10.50%
Returns By Period
In the year-to-date period, ^TNX achieves a -4.07% return, which is significantly lower than FRI's -2.76% return. Over the past 10 years, ^TNX has outperformed FRI with an annualized return of 8.62%, while FRI has yielded a comparatively lower 4.52% annualized return.
^TNX
-4.07%
1.86%
4.45%
-5.70%
49.31%
8.62%
FRI
-2.76%
-2.63%
-8.44%
12.20%
9.61%
4.52%
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
^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 -71.96%. 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 9.28%, while First Trust S&P REIT Index Fund (FRI) has a volatility of 11.15%. 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.