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FSZ vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSZ vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Switzerland AlphaDEX Fund (FSZ) 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, FSZ achieves a 1.30% return, which is significantly higher than FXF's -0.97% return. Over the past 10 years, FSZ has outperformed FXF with an annualized return of 9.55%, while FXF has yielded a comparatively lower 1.04% annualized return.


FSZ

1D
-0.15%
1M
-2.23%
YTD
1.30%
6M
5.47%
1Y
7.85%
3Y*
12.49%
5Y*
5.64%
10Y*
9.55%

FXF

1D
-0.26%
1M
-2.70%
YTD
-0.97%
6M
0.83%
1Y
2.42%
3Y*
3.92%
5Y*
1.79%
10Y*
1.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSZ vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSZ
First Trust Switzerland AlphaDEX Fund
1.30%30.10%-1.85%21.30%-20.12%20.18%13.83%25.88%-15.22%31.30%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-0.97%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%

Correlation

The correlation between FSZ and FXF is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.53

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

0.51

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

0.39

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2012

0.35

Over the past year, FSZ and FXF have become more correlated (0.59) than their long-term average of 0.35, meaning their price movements have been converging.

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Return for Risk

FSZ vs. FXF — Risk / Return Rank

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

FSZ
FSZ Risk / Return Rank: 1919
Overall Rank
FSZ Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FSZ Sortino Ratio Rank: 1919
Sortino Ratio Rank
FSZ Omega Ratio Rank: 1818
Omega Ratio Rank
FSZ Calmar Ratio Rank: 2020
Calmar Ratio Rank
FSZ Martin Ratio Rank: 1919
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 1414
Overall Rank
FXF Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 1414
Sortino Ratio Rank
FXF Omega Ratio Rank: 1313
Omega Ratio Rank
FXF Calmar Ratio Rank: 1616
Calmar Ratio Rank
FXF Martin Ratio Rank: 1515
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.

FSZ vs. FXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Switzerland AlphaDEX Fund (FSZ) 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.


FSZFXFDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.10

1.06

+0.04

Calmar ratioReturn relative to maximum drawdown

0.76

0.50

+0.26

Martin ratioReturn relative to average drawdown

1.88

1.10

+0.78

FSZ vs. FXF - Sharpe Ratio Comparison

The current FSZ Sharpe Ratio is 0.55, which is higher than the FXF Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of FSZ 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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Sharpe Ratios by Period


FSZFXFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.33

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.22

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.14

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.17

+0.34

Drawdowns

FSZ vs. FXF - Drawdown Comparison

The maximum FSZ drawdown since its inception was -33.97%, roughly equal to the maximum FXF drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for FSZ and FXF.


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Drawdown Indicators


FSZFXFDifference

Max Drawdown

Largest peak-to-trough decline

-33.97%

-35.58%

+1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-4.82%

-5.57%

Max Drawdown (3Y)

Largest decline over 3 years

-13.93%

-8.52%

-5.41%

Max Drawdown (5Y)

Largest decline over 5 years

-33.96%

-13.03%

-20.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.97%

-15.04%

-18.93%

Current Drawdown

Current decline from peak

-5.80%

-19.16%

+13.36%

Average Drawdown

Average peak-to-trough decline

-6.99%

-20.84%

+13.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

2.20%

+1.98%

Volatility

FSZ vs. FXF - Volatility Comparison

First Trust Switzerland AlphaDEX Fund (FSZ) has a higher volatility of 4.27% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.78%. This indicates that FSZ'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


FSZFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

1.78%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

5.59%

+5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

7.49%

+6.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

8.33%

+11.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

7.57%

+11.39%

FSZ vs. FXF - Expense Ratio Comparison

FSZ has a 0.80% expense ratio, which is higher than FXF's 0.40% expense ratio.


Dividends

FSZ vs. FXF - Dividend Comparison

FSZ's dividend yield for the trailing twelve months is around 2.41%, while FXF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FSZ
First Trust Switzerland AlphaDEX Fund
2.41%1.80%1.80%2.11%3.50%1.62%1.53%2.01%2.29%1.49%1.93%1.08%
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


FSZ and FXF have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSZ has higher volatility (4.27%) compared to FXF (1.78%). In terms of maximum drawdown, FSZ dropped -33.97% vs FXF's -35.58%.

On 10-year performance, FSZ leads with 9.55% vs 1.04% for FXF. On fees, FXF is cheaper at 0.40% per year. On volatility, FXF has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FSZ has performed better with a 9.55% return vs 1.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXF is cheaper with a 0.40% expense ratio, compared with 0.80% for FSZ.

FSZ has the higher dividend yield at 2.41%, compared with 0.00% for FXF.

FSZ is categorized as Europe Equities, while FXF is Currency. FSZ tracks NASDAQ AlphaDEX Switzerland Index, while FXF tracks Swiss Franc. They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.80% for FSZ and 0.40% for FXF.

FSZ currently has the higher Sharpe Ratio (0.55 vs 0.33), 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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