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BTAL vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTAL vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGF U.S. Market Neutral Anti-Beta Fund (BTAL) and Invesco CurrencyShares® Swiss Franc Trust (FXF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTAL achieves a -15.84% return, which is significantly lower than FXF's -2.51% return. Over the past 10 years, BTAL has underperformed FXF with an annualized return of -4.60%, while FXF has yielded a comparatively higher 1.16% annualized return.


BTAL

1D
0.00%
1M
10.49%
6M
-12.25%
YTD
-15.84%
1Y
-25.57%
3Y*
-9.44%
5Y*
-4.30%
10Y*
-4.60%
ALL TIME*
-3.86%

FXF

1D
-0.36%
1M
-0.69%
6M
-1.20%
YTD
-2.51%
1Y
-1.57%
3Y*
1.94%
5Y*
1.98%
10Y*
1.16%
ALL TIME*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTAL vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-15.84%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-2.51%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%

Correlation

The correlation between BTAL and FXF is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.16

Correlation (3Y)
Calculated over the trailing 3-year period

-0.08

Correlation (5Y)
Calculated over the trailing 5-year period

-0.14

Correlation (10Y)
Calculated over the trailing 10-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2011

-0.04

The correlation between BTAL and FXF shifts across timeframes, from -0.16 (1 year) to -0.03 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

BTAL vs. FXF — Risk / Return Rank

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

BTAL
BTAL Risk / Return Rank: 22
Overall Rank
BTAL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 22
Sortino Ratio Rank
BTAL Omega Ratio Rank: 22
Omega Ratio Rank
BTAL Calmar Ratio Rank: 33
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 77
Overall Rank
FXF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 77
Sortino Ratio Rank
FXF Omega Ratio Rank: 77
Omega Ratio Rank
FXF Calmar Ratio Rank: 88
Calmar Ratio Rank
FXF Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BTAL vs. FXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGF U.S. Market Neutral Anti-Beta Fund (BTAL) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BTALFXFDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

0.83

0.97

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.74

-0.24

-0.51

Martin ratioReturn relative to average drawdown

-1.39

-0.55

-0.84

BTAL vs. FXF - Sharpe Ratio Comparison

The current BTAL Sharpe Ratio is -1.09, which is lower than the FXF Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of BTAL and FXF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BTAL vs. FXF - Drawdown Comparison

The maximum BTAL drawdown since its inception was -52.70%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for BTAL and FXF.


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Drawdown Indicators


BTALFXFDifference

Max Drawdown

Largest peak-to-trough decline

-52.70%

-35.58%

-17.12%

Max Drawdown (1Y)

Largest decline over 1 year

-34.57%

-6.72%

-27.85%

Max Drawdown (3Y)

Largest decline over 3 years

-47.83%

-8.52%

-39.31%

Max Drawdown (5Y)

Largest decline over 5 years

-47.83%

-11.99%

-35.84%

Max Drawdown (10Y)

Largest decline over 10 years

-52.70%

-15.04%

-37.66%

Current Drawdown

Current decline from peak

-47.55%

-20.42%

-27.13%

Average Drawdown

Average peak-to-trough decline

-22.19%

-20.83%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.40%

2.88%

+15.52%

Volatility

BTAL vs. FXF - Volatility Comparison

AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a higher volatility of 7.95% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.86%. This indicates that BTAL's price experiences larger fluctuations and is considered to be riskier than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTALFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

1.86%

+6.09%

Volatility (6M)

Calculated over the trailing 6-month period

17.50%

5.76%

+11.74%

Volatility (1Y)

Calculated over the trailing 1-year period

23.51%

7.44%

+16.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.27%

8.32%

+10.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

7.57%

+9.83%

BTAL vs. FXF - Expense Ratio Comparison

BTAL has a 1.40% expense ratio, which is higher than FXF's 0.40% expense ratio.


Dividends

BTAL vs. FXF - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 2.96%, while FXF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
2.96%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BTAL and FXF have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (7.95%) compared to FXF (1.86%). In terms of maximum drawdown, BTAL dropped -52.70% vs FXF's -35.58%.

On 10-year performance, FXF leads with 1.16% vs -4.60% for BTAL. On fees, FXF is cheaper at 0.40% per year. On volatility, FXF has been the lower-risk option at 1.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FXF has performed better with a 1.16% return vs -4.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXF is cheaper with a 0.40% expense ratio, compared with 1.40% for BTAL.

BTAL has the higher dividend yield at 2.96%, compared with 0.00% for FXF.

BTAL is categorized as Equity Market Neutral, while FXF is Currency. They also come from different issuers: AGF and Invesco. Their fees differ too: 1.40% for BTAL and 0.40% for FXF.

FXF currently has the higher Sharpe Ratio (-0.21 vs -1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BTAL and FXF

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