^TYX vs. MSCI
Compare and contrast key facts about Treasury Yield 30 Years (^TYX) and MSCI Inc. (MSCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^TYX or MSCI.
Correlation
The correlation between ^TYX and MSCI is 0.27, 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
^TYX vs. MSCI - Performance Comparison
Key characteristics
^TYX:
0.15
MSCI:
0.84
^TYX:
0.36
MSCI:
1.29
^TYX:
1.04
MSCI:
1.18
^TYX:
0.06
MSCI:
0.73
^TYX:
0.37
MSCI:
3.26
^TYX:
7.76%
MSCI:
6.60%
^TYX:
19.03%
MSCI:
25.26%
^TYX:
-88.52%
MSCI:
-69.06%
^TYX:
-41.93%
MSCI:
-17.87%
Returns By Period
In the year-to-date period, ^TYX achieves a -1.00% return, which is significantly higher than MSCI's -10.49% return. Over the past 10 years, ^TYX has underperformed MSCI with an annualized return of 5.76%, while MSCI has yielded a comparatively higher 25.30% annualized return.
^TYX
-1.00%
1.17%
5.31%
-1.70%
31.38%
5.76%
MSCI
-10.49%
-5.99%
-8.54%
16.64%
11.60%
25.30%
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Risk-Adjusted Performance
^TYX vs. MSCI — Risk-Adjusted Performance Rank
^TYX
MSCI
^TYX vs. MSCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 30 Years (^TYX) and MSCI Inc. (MSCI). 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
^TYX vs. MSCI - Drawdown Comparison
The maximum ^TYX drawdown since its inception was -88.52%, which is greater than MSCI's maximum drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for ^TYX and MSCI. For additional features, visit the drawdowns tool.
Volatility
^TYX vs. MSCI - Volatility Comparison
The current volatility for Treasury Yield 30 Years (^TYX) is 8.04%, while MSCI Inc. (MSCI) has a volatility of 14.22%. This indicates that ^TYX experiences smaller price fluctuations and is considered to be less risky than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.