^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:
0.75
FRI:
0.57
^TNX:
1.25
FRI:
0.86
^TNX:
1.14
FRI:
1.11
^TNX:
0.30
FRI:
0.40
^TNX:
1.62
FRI:
2.32
^TNX:
10.31%
FRI:
3.86%
^TNX:
22.26%
FRI:
15.75%
^TNX:
-93.78%
FRI:
-71.95%
^TNX:
-43.61%
FRI:
-8.69%
Returns By Period
In the year-to-date period, ^TNX achieves a 17.02% return, which is significantly higher than FRI's 6.98% return. Over the past 10 years, ^TNX has outperformed FRI with an annualized return of 7.22%, while FRI has yielded a comparatively lower 4.84% annualized return.
^TNX
17.02%
2.68%
6.27%
16.18%
18.78%
7.22%
FRI
6.98%
-5.47%
9.01%
8.13%
4.00%
4.84%
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Risk-Adjusted Performance
^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
Treasury Yield 10 Years (^TNX) has a higher volatility of 6.15% compared to First Trust S&P REIT Index Fund (FRI) at 5.18%. This indicates that ^TNX's price experiences larger fluctuations and is considered to be riskier than FRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.