^TNX vs. ^FVX
Compare and contrast key facts about Treasury Yield 10 Years (^TNX) and Treasury Yield 5 Years (^FVX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^TNX or ^FVX.
Correlation
The correlation between ^TNX and ^FVX is 0.18, 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. ^FVX - Performance Comparison
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Key characteristics
^TNX:
0.02
^FVX:
-0.35
^TNX:
0.23
^FVX:
-0.28
^TNX:
1.03
^FVX:
0.97
^TNX:
0.02
^FVX:
-0.13
^TNX:
0.11
^FVX:
-0.56
^TNX:
10.61%
^FVX:
13.54%
^TNX:
22.05%
^FVX:
24.42%
^TNX:
-93.78%
^FVX:
-97.53%
^TNX:
-43.92%
^FVX:
-47.81%
Returns By Period
In the year-to-date period, ^TNX achieves a -1.62% return, which is significantly higher than ^FVX's -5.91% return. Over the past 10 years, ^TNX has underperformed ^FVX with an annualized return of 7.74%, while ^FVX has yielded a comparatively higher 10.98% annualized return.
^TNX
-1.62%
3.09%
1.08%
1.21%
47.98%
7.74%
^FVX
-5.91%
3.08%
-4.19%
-7.56%
68.41%
10.98%
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Risk-Adjusted Performance
^TNX vs. ^FVX — Risk-Adjusted Performance Rank
^TNX
^FVX
^TNX vs. ^FVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 10 Years (^TNX) and Treasury Yield 5 Years (^FVX). 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.
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Drawdowns
^TNX vs. ^FVX - Drawdown Comparison
The maximum ^TNX drawdown since its inception was -93.78%, roughly equal to the maximum ^FVX drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for ^TNX and ^FVX. For additional features, visit the drawdowns tool.
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Volatility
^TNX vs. ^FVX - Volatility Comparison
The current volatility for Treasury Yield 10 Years (^TNX) is 6.38%, while Treasury Yield 5 Years (^FVX) has a volatility of 8.11%. This indicates that ^TNX experiences smaller price fluctuations and is considered to be less risky than ^FVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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