PortfoliosLab logoPortfoliosLab logo
FXF vs. DXYN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FXF vs. DXYN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Swiss Franc Trust (FXF) and The Dixie Group, Inc. (DXYN). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FXF vs. DXYN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FXF vs. DXYN — Risk / Return Rank

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

FXF
FXF Risk / Return Rank: 6363
Overall Rank
FXF Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 7171
Sortino Ratio Rank
FXF Omega Ratio Rank: 5656
Omega Ratio Rank
FXF Calmar Ratio Rank: 7777
Calmar Ratio Rank
FXF Martin Ratio Rank: 5353
Martin Ratio Rank

DXYN
DXYN Risk / Return Rank: 3030
Overall Rank
DXYN Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DXYN Sortino Ratio Rank: 3636
Sortino Ratio Rank
DXYN Omega Ratio Rank: 3636
Omega Ratio Rank
DXYN Calmar Ratio Rank: 2424
Calmar Ratio Rank
DXYN Martin Ratio Rank: 2626
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.

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.


FXFDXYNDifference

Sharpe ratio

Return per unit of total volatility

1.02

-0.25

+1.27

Sortino ratio

Return per unit of downside risk

1.73

0.28

+1.44

Omega ratio

Gain probability vs. loss probability

1.20

1.03

+0.17

Calmar ratio

Return relative to maximum drawdown

2.00

-0.51

+2.51

Martin ratio

Return relative to average drawdown

5.00

-0.91

+5.91

FXF vs. DXYN - Sharpe Ratio Comparison

The current FXF Sharpe Ratio is 1.02, which is higher than the DXYN Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of FXF and DXYN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FXFDXYNDifference

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.


TTM202520242023
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.


Loading graphics...

Drawdown Indicators


FXFDXYNDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-19.24%

-98.09%

+78.85%

Average Drawdown

Average peak-to-trough decline

-20.87%

-62.47%

+41.60%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


FXFDXYNDifference

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%