^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:
0.54
MSCI:
0.55
^TYX:
0.94
MSCI:
0.90
^TYX:
1.10
MSCI:
1.13
^TYX:
0.20
MSCI:
0.46
^TYX:
1.27
MSCI:
1.36
^TYX:
8.13%
MSCI:
11.06%
^TYX:
18.94%
MSCI:
27.35%
^TYX:
-88.52%
MSCI:
-69.06%
^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
1.23%
2.22%
8.88%
11.30%
15.80%
6.92%
MSCI
2.00%
2.36%
24.10%
13.30%
18.16%
29.01%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 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.