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.
Key characteristics
| CHF=X | VOO | |
|---|---|---|
| YTD Return | 4.74% | 27.26% |
| 1Y Return | -2.22% | 37.86% |
| 3Y Return (Ann) | -1.33% | 10.35% |
| 5Y Return (Ann) | -2.13% | 16.03% |
| 10Y Return (Ann) | -0.80% | 13.45% |
| Sharpe Ratio | 0.45 | 3.25 |
| Sortino Ratio | 0.72 | 4.31 |
| Omega Ratio | 1.09 | 1.61 |
| Calmar Ratio | 0.06 | 4.74 |
| Martin Ratio | 0.71 | 21.63 |
| Ulcer Index | 4.26% | 1.85% |
| Daily Std Dev | 6.59% | 12.25% |
| Max Drawdown | -60.32% | -33.99% |
| Current Drawdown | -51.62% | 0.00% |
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
In the year-to-date period, CHF=X achieves a 4.74% return, which is significantly lower than VOO's 27.26% return. Over the past 10 years, CHF=X has underperformed VOO with an annualized return of -0.80%, while VOO has yielded a comparatively higher 13.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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 0.35%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.74%. 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.