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FXF vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FXF and VOO is -1.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FXF vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Swiss Franc Trust (FXF) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FXF:

7.66%

VOO:

19.11%

Max Drawdown

FXF:

-1.18%

VOO:

-33.99%

Current Drawdown

FXF:

-1.15%

VOO:

-7.67%

Returns By Period


FXF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.41%

1M

5.73%

6M

-5.06%

1Y

9.79%

5Y*

16.35%

10Y*

12.31%

*Annualized

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FXF vs. VOO - Expense Ratio Comparison

FXF has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

FXF vs. VOO — Risk-Adjusted Performance Rank

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

FXF
The Risk-Adjusted Performance Rank of FXF is 7272
Overall Rank
The Sharpe Ratio Rank of FXF is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FXF is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FXF is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FXF is 4747
Calmar Ratio Rank
The Martin Ratio Rank of FXF is 6666
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FXF vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Swiss Franc Trust (FXF) and Vanguard S&P 500 ETF (VOO). 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.



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Dividends

FXF vs. VOO - Dividend Comparison

FXF has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FXF vs. VOO - Drawdown Comparison

The maximum FXF drawdown since its inception was -1.18%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FXF and VOO. For additional features, visit the drawdowns tool.


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Volatility

FXF vs. VOO - Volatility Comparison


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