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DXYN vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXYN vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Dixie Group, Inc. (DXYN) 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, DXYN achieves a -10.98% return, which is significantly lower than FXF's -2.23% return. Over the past 10 years, DXYN has underperformed FXF with an annualized return of -20.04%, while FXF has yielded a comparatively higher 1.13% annualized return.


DXYN

1D
0.00%
1M
0.15%
6M
-17.19%
YTD
-10.98%
1Y
-19.85%
3Y*
-32.11%
5Y*
-33.75%
10Y*
-20.04%

FXF

1D
0.05%
1M
-1.27%
6M
-1.57%
YTD
-2.23%
1Y
-2.04%
3Y*
2.93%
5Y*
1.95%
10Y*
1.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXYN vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXYN
The Dixie Group, Inc.
-10.98%-30.96%-12.46%-4.92%-86.34%124.71%123.68%60.70%-81.57%6.94%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-2.23%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%

Correlation

The correlation between DXYN and FXF is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

-0.01

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

0.02

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

0.00

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2006

0.00

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Return for Risk

DXYN vs. FXF — Risk / Return Rank

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

DXYN
DXYN Risk / Return Rank: 3838
Overall Rank
DXYN Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DXYN Sortino Ratio Rank: 4242
Sortino Ratio Rank
DXYN Omega Ratio Rank: 4242
Omega Ratio Rank
DXYN Calmar Ratio Rank: 3434
Calmar Ratio Rank
DXYN Martin Ratio Rank: 3434
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 66
Overall Rank
FXF Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 66
Sortino Ratio Rank
FXF Omega Ratio Rank: 66
Omega Ratio Rank
FXF Calmar Ratio Rank: 66
Calmar Ratio Rank
FXF Martin Ratio Rank: 66
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.

DXYN vs. FXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Dixie Group, Inc. (DXYN) 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.


DXYNFXFDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.05

0.96

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.33

-0.32

-0.02

Martin ratioReturn relative to average drawdown

-0.58

-0.77

+0.19

DXYN vs. FXF - Sharpe Ratio Comparison

The current DXYN Sharpe Ratio is -0.21, which is comparable to the FXF Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of DXYN 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

DXYN vs. FXF - Drawdown Comparison

The maximum DXYN drawdown since its inception was -98.45%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for DXYN and FXF.


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Drawdown Indicators


DXYNFXFDifference

Max Drawdown

Largest peak-to-trough decline

-98.45%

-35.58%

-62.87%

Max Drawdown (1Y)

Largest decline over 1 year

-59.92%

-6.50%

-53.42%

Max Drawdown (3Y)

Largest decline over 3 years

-75.98%

-8.52%

-67.46%

Max Drawdown (5Y)

Largest decline over 5 years

-95.62%

-11.99%

-83.63%

Max Drawdown (10Y)

Largest decline over 10 years

-95.62%

-15.04%

-80.58%

Current Drawdown

Current decline from peak

-97.94%

-20.19%

-77.75%

Average Drawdown

Average peak-to-trough decline

-62.72%

-20.83%

-41.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.56%

2.67%

+31.89%

Volatility

DXYN vs. FXF - Volatility Comparison

The Dixie Group, Inc. (DXYN) has a higher volatility of 36.19% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.76%. This indicates that DXYN'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


DXYNFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.19%

1.76%

+34.43%

Volatility (6M)

Calculated over the trailing 6-month period

75.83%

5.69%

+70.14%

Volatility (1Y)

Calculated over the trailing 1-year period

96.35%

7.36%

+88.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.67%

8.31%

+84.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.47%

7.57%

+86.90%

Dividends

DXYN vs. FXF - Dividend Comparison

Neither DXYN nor FXF has paid dividends to shareholders.


PositionTTM202520242023
DXYN
The Dixie Group, Inc.
0.00%0.00%0.00%0.00%
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%

Frequently Asked Questions


DXYN and FXF have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXYN has higher volatility (36.19%) compared to FXF (1.76%). In terms of maximum drawdown, DXYN dropped -98.45% vs FXF's -35.58%.

DXYN currently has the higher Sharpe Ratio (-0.21 vs -0.28), 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

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