^TYX vs. GOVT

In the year-to-date period, ^TYX achieves a 3.22% return, which is significantly higher than GOVT's -0.27% return. Over the past 10 years, ^TYX has outperformed GOVT with an annualized return of 5.16%, while GOVT has yielded a comparatively lower 0.82% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 30 Years (^TYX) and iShares U.S. Treasury Bond ETF (GOVT). 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.

The current ^TYX Sharpe Ratio is 0.42, which is lower than the GOVT Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of ^TYX and GOVT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^TYX drawdown since its inception was -88.52%, which is greater than GOVT's maximum drawdown of -19.78%. Use the drawdown chart below to compare losses from any high point for ^TYX and GOVT. For additional features, visit the drawdowns tool.

Treasury Yield 30 Years (^TYX) has a higher volatility of 4.65% compared to iShares U.S. Treasury Bond ETF (GOVT) at 1.47%. This indicates that ^TYX's price experiences larger fluctuations and is considered to be riskier than GOVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.