^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 0.14, 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.
Performance
^TYX vs. MSCI - Performance Comparison
Key characteristics
^TYX:
-0.30
MSCI:
0.06
^TYX:
-0.31
MSCI:
0.25
^TYX:
0.97
MSCI:
1.04
^TYX:
-0.10
MSCI:
0.05
^TYX:
-0.62
MSCI:
0.19
^TYX:
8.65%
MSCI:
7.97%
^TYX:
18.46%
MSCI:
26.67%
^TYX:
-88.52%
MSCI:
-69.06%
^TYX:
-45.03%
MSCI:
-16.52%
Returns By Period
In the year-to-date period, ^TYX achieves a -6.29% return, which is significantly higher than MSCI's -9.02% return. Over the past 10 years, ^TYX has underperformed MSCI with an annualized return of 5.60%, while MSCI has yielded a comparatively higher 25.66% annualized return.
^TYX
-6.29%
-0.71%
7.30%
-0.53%
29.24%
5.60%
MSCI
-9.02%
-4.13%
-6.96%
1.98%
16.16%
25.66%
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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 4.86%, while MSCI Inc. (MSCI) has a volatility of 8.17%. 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.