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^TYX vs. MSCI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^TYX and MSCI is 0.14, 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.


-0.50.00.51.00.1

Performance

^TYX vs. MSCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Treasury Yield 30 Years (^TYX) and MSCI Inc. (MSCI). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
8.87%
24.10%
^TYX
MSCI

Key characteristics

Sharpe Ratio

^TYX:

0.54

MSCI:

0.55

Sortino Ratio

^TYX:

0.94

MSCI:

0.90

Omega Ratio

^TYX:

1.10

MSCI:

1.13

Calmar Ratio

^TYX:

0.20

MSCI:

0.46

Martin Ratio

^TYX:

1.27

MSCI:

1.36

Ulcer Index

^TYX:

8.13%

MSCI:

11.06%

Daily Std Dev

^TYX:

18.94%

MSCI:

27.35%

Max Drawdown

^TYX:

-88.52%

MSCI:

-69.06%

Current Drawdown

^TYX:

-40.62%

MSCI:

-6.41%

Returns By Period

In the year-to-date period, ^TYX achieves a 1.23% return, which is significantly lower than MSCI's 2.00% return. Over the past 10 years, ^TYX has underperformed MSCI with an annualized return of 6.92%, while MSCI has yielded a comparatively higher 29.01% annualized return.


^TYX

YTD

1.23%

1M

2.22%

6M

8.88%

1Y

11.30%

5Y*

15.80%

10Y*

6.92%

MSCI

YTD

2.00%

1M

2.36%

6M

24.10%

1Y

13.30%

5Y*

18.16%

10Y*

29.01%

*Annualized

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Risk-Adjusted Performance

^TYX vs. MSCI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^TYX
The Risk-Adjusted Performance Rank of ^TYX is 2626
Overall Rank
The Sharpe Ratio Rank of ^TYX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TYX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ^TYX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ^TYX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ^TYX is 2525
Martin Ratio Rank

MSCI
The Risk-Adjusted Performance Rank of MSCI is 6262
Overall Rank
The Sharpe Ratio Rank of MSCI is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of MSCI is 5757
Sortino Ratio Rank
The Omega Ratio Rank of MSCI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of MSCI is 6666
Calmar Ratio Rank
The Martin Ratio Rank of MSCI is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^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.


Sharpe ratio
The chart of Sharpe ratio for ^TYX, currently valued at 0.54, compared to the broader market-0.500.000.501.001.502.002.500.540.47
The chart of Sortino ratio for ^TYX, currently valued at 0.94, compared to the broader market-1.000.001.002.003.000.940.80
The chart of Omega ratio for ^TYX, currently valued at 1.10, compared to the broader market1.001.201.401.101.12
The chart of Calmar ratio for ^TYX, currently valued at 0.45, compared to the broader market0.001.002.003.000.450.39
The chart of Martin ratio for ^TYX, currently valued at 1.27, compared to the broader market0.005.0010.0015.0020.001.271.13
^TYX
MSCI

The current ^TYX Sharpe Ratio is 0.54, which is comparable to the MSCI Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of ^TYX and MSCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.54
0.47
^TYX
MSCI

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.


-25.00%-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-5.06%
-6.41%
^TYX
MSCI

Volatility

^TYX vs. MSCI - Volatility Comparison

The current volatility for Treasury Yield 30 Years (^TYX) is 3.70%, while MSCI Inc. (MSCI) has a volatility of 6.45%. 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.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.70%
6.45%
^TYX
MSCI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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