FICO vs. FXF
FICO (Fair Isaac Corporation) is a stock, while FXF (Invesco CurrencyShares® Swiss Franc Trust) is Currency fund tracking the Swiss Franc. Over the past 10 years, FICO returned 26.62%/yr vs 1.06%/yr for FXF. At a 0.03 correlation, their price movements are largely independent.
Performance
FICO vs. FXF - Performance Comparison
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Returns By Period
In the year-to-date period, FICO achieves a -30.25% return, which is significantly lower than FXF's -0.80% return. Over the past 10 years, FICO has outperformed FXF with an annualized return of 26.62%, while FXF has yielded a comparatively lower 1.06% annualized return.
FICO
- 1D
- -0.52%
- 1M
- 7.34%
- YTD
- -30.25%
- 6M
- -36.09%
- 1Y
- -33.92%
- 3Y*
- 13.73%
- 5Y*
- 18.49%
- 10Y*
- 26.62%
FXF
- 1D
- -0.15%
- 1M
- -1.31%
- YTD
- -0.80%
- 6M
- -0.32%
- 1Y
- 1.23%
- 3Y*
- 4.05%
- 5Y*
- 1.88%
- 10Y*
- 1.06%
FICO vs. FXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | -30.25% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
FXF Invesco CurrencyShares® Swiss Franc Trust | -0.80% | 14.04% | -7.46% | 9.63% | -2.29% | -4.08% | 8.18% | 0.32% | -2.01% | 3.31% |
Correlation
The correlation between FICO and FXF is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2006 | 0.03 |
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Return for Risk
FICO vs. FXF — Risk / Return Rank
FICO
FXF
FICO vs. FXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) 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.
| FICO | FXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.03 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 0.25 | -0.90 |
| Martin ratioReturn relative to average drawdown | -1.24 | 0.54 | -1.78 |
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Drawdowns
FICO vs. FXF - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for FICO and FXF.
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Drawdown Indicators
| FICO | FXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -35.58% | -43.68% |
Max Drawdown (1Y)Largest decline over 1 year | -52.12% | -4.97% | -47.15% |
Max Drawdown (3Y)Largest decline over 3 years | -61.28% | -8.52% | -52.76% |
Max Drawdown (5Y)Largest decline over 5 years | -61.28% | -11.99% | -49.29% |
Max Drawdown (10Y)Largest decline over 10 years | -61.28% | -15.04% | -46.24% |
Current DrawdownCurrent decline from peak | -50.50% | -19.02% | -31.48% |
Average DrawdownAverage peak-to-trough decline | -18.03% | -20.83% | +2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.47% | 2.28% | +25.19% |
Volatility
FICO vs. FXF - Volatility Comparison
Fair Isaac Corporation (FICO) has a higher volatility of 14.33% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.81%. This indicates that FICO'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
| FICO | FXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.33% | 1.81% | +12.52% |
Volatility (6M)Calculated over the trailing 6-month period | 39.21% | 5.56% | +33.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.67% | 7.49% | +43.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.73% | 8.33% | +32.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.07% | 7.57% | +30.50% |
Dividends
FICO vs. FXF - Dividend Comparison
Neither FICO nor FXF has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% |
FXF Invesco CurrencyShares® Swiss Franc Trust | 0.00% | 0.00% | 0.03% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FICO and FXF have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FICO has higher volatility (14.33%) compared to FXF (1.81%). In terms of maximum drawdown, FICO dropped -79.26% vs FXF's -35.58%.
FXF currently has the higher Sharpe Ratio (0.17 vs -0.67), 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.
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