FXF vs. VTI
Compare and contrast key facts about Invesco CurrencyShares® Swiss Franc Trust (FXF) and Vanguard Total Stock Market ETF (VTI).
FXF and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXF is a passively managed fund by Invesco that tracks the performance of the Swiss Franc. It was launched on Jun 26, 2006. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both FXF and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FXF or VTI.
Key characteristics
| FXF | VTI | |
|---|---|---|
| YTD Return | -8.48% | 5.17% |
| 1Y Return | -2.56% | 22.42% |
| 3Y Return (Ann) | -0.85% | 6.23% |
| 5Y Return (Ann) | 1.23% | 12.59% |
| 10Y Return (Ann) | -1.38% | 11.79% |
| Sharpe Ratio | -0.40 | 1.86 |
| Daily Std Dev | 7.08% | 12.05% |
| Max Drawdown | -35.49% | -55.45% |
| Current Drawdown | -29.11% | -4.34% |
Correlation
The correlation between FXF and VTI is 0.04, 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.
Performance
FXF vs. VTI - Performance Comparison
In the year-to-date period, FXF achieves a -8.48% return, which is significantly lower than VTI's 5.17% return. Over the past 10 years, FXF has underperformed VTI with an annualized return of -1.38%, while VTI has yielded a comparatively higher 11.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FXF vs. VTI - Expense Ratio Comparison
FXF has a 0.40% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
FXF vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Swiss Franc Trust (FXF) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
FXF vs. VTI - Dividend Comparison
FXF's dividend yield for the trailing twelve months is around 0.05%, less than VTI's 1.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXF Invesco CurrencyShares® Swiss Franc Trust | 0.05% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.15% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.42% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
FXF vs. VTI - Drawdown Comparison
The maximum FXF drawdown since its inception was -35.49%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FXF and VTI. For additional features, visit the drawdowns tool.
Volatility
FXF vs. VTI - Volatility Comparison
The current volatility for Invesco CurrencyShares® Swiss Franc Trust (FXF) is 1.98%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.01%. This indicates that FXF experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.