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:
-0.36
VOO:
0.34
CHF=X:
-0.45
VOO:
0.53
CHF=X:
0.95
VOO:
1.07
CHF=X:
-0.04
VOO:
0.42
CHF=X:
-0.69
VOO:
1.60
CHF=X:
3.49%
VOO:
3.13%
CHF=X:
6.59%
VOO:
14.67%
CHF=X:
-60.32%
VOO:
-33.99%
CHF=X:
-52.13%
VOO:
-12.03%
Returns By Period
In the year-to-date period, CHF=X achieves a -3.88% return, which is significantly higher than VOO's -7.97% return. Over the past 10 years, CHF=X has underperformed VOO with an annualized return of -0.82%, while VOO has yielded a comparatively higher 11.99% annualized return.
CHF=X
-3.88%
-2.77%
2.62%
-3.95%
-2.08%
-0.82%
VOO
-7.97%
-6.52%
-4.67%
4.91%
18.59%
11.99%
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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 0.38%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.66%. 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.