^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
Key characteristics
^TNX:
-0.23
^FVX:
-0.63
^TNX:
-0.18
^FVX:
-0.78
^TNX:
0.98
^FVX:
0.91
^TNX:
-0.09
^FVX:
-0.26
^TNX:
-0.44
^FVX:
-1.14
^TNX:
11.33%
^FVX:
13.20%
^TNX:
21.89%
^FVX:
23.59%
^TNX:
-93.78%
^FVX:
-97.53%
^TNX:
-45.32%
^FVX:
-49.16%
Returns By Period
In the year-to-date period, ^TNX achieves a -4.07% return, which is significantly higher than ^FVX's -8.36% return. Over the past 10 years, ^TNX has underperformed ^FVX with an annualized return of 8.62%, while ^FVX has yielded a comparatively higher 11.59% annualized return.
^TNX
-4.07%
1.86%
4.45%
-5.70%
49.31%
8.62%
^FVX
-8.36%
-1.08%
-0.12%
-13.99%
61.56%
11.59%
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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.
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.
Volatility
^TNX vs. ^FVX - Volatility Comparison
The current volatility for Treasury Yield 10 Years (^TNX) is 9.30%, while Treasury Yield 5 Years (^FVX) has a volatility of 10.72%. 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.