CHF=X vs. VOO
Compare and contrast key facts about USD/CHF (CHF=X) 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: CHF=X or VOO.
Correlation
The correlation between CHF=X and VOO is 0.02, 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
CHF=X vs. VOO - Performance Comparison
Key characteristics
CHF=X:
-0.17
VOO:
1.98
CHF=X:
-0.19
VOO:
2.65
CHF=X:
0.98
VOO:
1.36
CHF=X:
-0.02
VOO:
2.98
CHF=X:
-0.26
VOO:
12.44
CHF=X:
4.47%
VOO:
2.02%
CHF=X:
6.48%
VOO:
12.69%
CHF=X:
-60.32%
VOO:
-33.99%
CHF=X:
-50.62%
VOO:
0.00%
Returns By Period
In the year-to-date period, CHF=X achieves a -0.85% return, which is significantly lower than VOO's 4.06% return. Over the past 10 years, CHF=X has underperformed VOO with an annualized return of -0.51%, while VOO has yielded a comparatively higher 13.32% annualized return.
CHF=X
-0.85%
-1.68%
3.86%
2.15%
-1.63%
-0.51%
VOO
4.06%
2.04%
10.75%
23.75%
14.44%
13.32%
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Risk-Adjusted Performance
CHF=X vs. VOO — Risk-Adjusted Performance Rank
CHF=X
VOO
CHF=X vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHF=X) 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
CHF=X vs. VOO - Drawdown Comparison
The maximum CHF=X drawdown since its inception was -60.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CHF=X and VOO. For additional features, visit the drawdowns tool.
Volatility
CHF=X vs. VOO - Volatility Comparison
The current volatility for USD/CHF (CHF=X) is 0.34%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.83%. This indicates that CHF=X experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.