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 | 6.80% | 15.27% |
| 1Y Return | 0.36% | 24.61% |
| 3Y Return (Ann) | -0.89% | 10.04% |
| 5Y Return (Ann) | -1.76% | 14.88% |
| 10Y Return (Ann) | 0.10% | 12.78% |
| Sharpe Ratio | 0.26 | 2.38 |
| Daily Std Dev | 6.30% | 11.17% |
| Max Drawdown | -60.32% | -33.99% |
| Current Drawdown | -50.67% | -0.47% |
Correlation
The correlation between CHF=X and VOO is 0.01, 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 6.80% return, which is significantly lower than VOO's 15.27% return. Over the past 10 years, CHF=X has underperformed VOO with an annualized return of 0.10%, while VOO has yielded a comparatively higher 12.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
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 0.13%, while Vanguard S&P 500 ETF (VOO) has a volatility of 1.79%. 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.