FXF vs. DXYN
Compare and contrast key facts about Invesco CurrencyShares® Swiss Franc Trust (FXF) and The Dixie Group, Inc. (DXYN).
FXF is a passively managed fund by Invesco that tracks the performance of the Swiss Franc. It was launched on Jun 26, 2006.
Performance
FXF vs. DXYN - Performance Comparison
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FXF vs. DXYN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXF Invesco CurrencyShares® Swiss Franc Trust | -1.07% | 14.04% | -7.46% | 9.63% | -2.29% | -4.08% | 8.18% | 0.32% | -2.01% | 3.31% |
DXYN The Dixie Group, Inc. | -17.78% | -30.96% | -12.46% | -4.92% | -86.34% | 124.71% | 123.68% | 60.70% | -81.57% | 6.94% |
Returns By Period
In the year-to-date period, FXF achieves a -1.07% return, which is significantly higher than DXYN's -17.78% return. Over the past 10 years, FXF has outperformed DXYN with an annualized return of 0.96%, while DXYN has yielded a comparatively lower -21.51% annualized return.
FXF
- 1D
- 0.02%
- 1M
- -3.89%
- YTD
- -1.07%
- 6M
- -0.74%
- 1Y
- 9.99%
- 3Y*
- 4.29%
- 5Y*
- 2.75%
- 10Y*
- 0.96%
DXYN
- 1D
- -7.50%
- 1M
- -22.92%
- YTD
- -17.78%
- 6M
- -48.45%
- 1Y
- -23.24%
- 3Y*
- -21.33%
- 5Y*
- -35.68%
- 10Y*
- -21.51%
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Return for Risk
FXF vs. DXYN — Risk / Return Rank
FXF
DXYN
FXF vs. DXYN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Swiss Franc Trust (FXF) and The Dixie Group, Inc. (DXYN). 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.
| FXF | DXYN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | -0.25 | +1.27 |
Sortino ratioReturn per unit of downside risk | 1.73 | 0.28 | +1.44 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.03 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | -0.51 | +2.51 |
Martin ratioReturn relative to average drawdown | 5.00 | -0.91 | +5.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FXF | DXYN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | -0.25 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | -0.40 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | -0.23 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | -0.13 | +0.30 |
Correlation
The correlation between FXF and DXYN is 0.00, 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.
Dividends
FXF vs. DXYN - Dividend Comparison
Neither FXF nor DXYN has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FXF Invesco CurrencyShares® Swiss Franc Trust | 0.00% | 0.00% | 0.03% | 0.02% |
DXYN The Dixie Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FXF vs. DXYN - Drawdown Comparison
The maximum FXF drawdown since its inception was -35.58%, smaller than the maximum DXYN drawdown of -98.09%. Use the drawdown chart below to compare losses from any high point for FXF and DXYN.
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Drawdown Indicators
| FXF | DXYN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.58% | -98.09% | +62.51% |
Max Drawdown (1Y)Largest decline over 1 year | -4.82% | -50.60% | +45.78% |
Max Drawdown (5Y)Largest decline over 5 years | -13.03% | -94.61% | +81.58% |
Max Drawdown (10Y)Largest decline over 10 years | -15.04% | -94.61% | +79.57% |
Current DrawdownCurrent decline from peak | -19.24% | -98.09% | +78.85% |
Average DrawdownAverage peak-to-trough decline | -20.87% | -62.47% | +41.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 28.46% | -26.53% |
Volatility
FXF vs. DXYN - Volatility Comparison
The current volatility for Invesco CurrencyShares® Swiss Franc Trust (FXF) is 1.98%, while The Dixie Group, Inc. (DXYN) has a volatility of 16.32%. This indicates that FXF experiences smaller price fluctuations and is considered to be less risky than DXYN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXF | DXYN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.98% | 16.32% | -14.34% |
Volatility (6M)Calculated over the trailing 6-month period | 5.42% | 61.09% | -55.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.80% | 94.94% | -85.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.31% | 90.38% | -82.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.59% | 92.88% | -85.29% |