^TYX vs. VOO
Compare and contrast key facts about Treasury Yield 30 Years (^TYX) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^TYX or VOO.
Performance
^TYX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ^TYX achieves a 14.33% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, ^TYX has underperformed VOO with an annualized return of 4.36%, while VOO has yielded a comparatively higher 13.18% annualized return.
^TYX
14.33%
1.75%
0.48%
1.06%
15.34%
4.36%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| ^TYX | VOO | |
|---|---|---|
| Sharpe Ratio | 0.16 | 2.70 |
| Sortino Ratio | 0.39 | 3.60 |
| Omega Ratio | 1.04 | 1.50 |
| Calmar Ratio | 0.06 | 3.90 |
| Martin Ratio | 0.38 | 17.65 |
| Ulcer Index | 8.47% | 1.86% |
| Daily Std Dev | 19.80% | 12.19% |
| Max Drawdown | -88.52% | -33.99% |
| Current Drawdown | -43.68% | -0.86% |
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Correlation
The correlation between ^TYX and VOO is 0.26, 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.
Risk-Adjusted Performance
^TYX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 30 Years (^TYX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Drawdown Comparison
The maximum ^TYX drawdown since its inception was -88.52%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^TYX and VOO. For additional features, visit the drawdowns tool.
Volatility
^TYX vs. VOO - Volatility Comparison
Treasury Yield 30 Years (^TYX) has a higher volatility of 5.91% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that ^TYX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.