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HYG vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYG vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 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, HYG achieves a 1.78% return, which is significantly higher than FXF's -0.56% return. Over the past 10 years, HYG has outperformed FXF with an annualized return of 5.03%, while FXF has yielded a comparatively lower 1.05% annualized return.


HYG

1D
0.13%
1M
1.25%
YTD
1.78%
6M
2.29%
1Y
6.95%
3Y*
8.47%
5Y*
3.83%
10Y*
5.03%

FXF

1D
0.23%
1M
-1.07%
YTD
-0.56%
6M
-0.05%
1Y
1.46%
3Y*
3.71%
5Y*
2.14%
10Y*
1.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYG vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.78%8.59%7.97%11.54%-10.98%3.76%4.47%14.09%-2.02%6.07%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-0.56%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%

Correlation

The correlation between HYG and FXF is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.29

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

0.32

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

0.18

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2007

0.14

Over the past year, HYG and FXF have become more correlated (0.41) than their long-term average of 0.14, meaning their price movements have been converging.

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Return for Risk

HYG vs. FXF — Risk / Return Rank

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

HYG
HYG Risk / Return Rank: 6767
Overall Rank
HYG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 6767
Sortino Ratio Rank
HYG Omega Ratio Rank: 6565
Omega Ratio Rank
HYG Calmar Ratio Rank: 6666
Calmar Ratio Rank
HYG Martin Ratio Rank: 7676
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 1212
Overall Rank
FXF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 1111
Sortino Ratio Rank
FXF Omega Ratio Rank: 1111
Omega Ratio Rank
FXF Calmar Ratio Rank: 1313
Calmar Ratio Rank
FXF Martin Ratio Rank: 1212
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.

HYG vs. FXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HYGFXFDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+2.37

Omega ratioGain probability vs. loss probability

1.35

1.04

+0.31

Calmar ratioReturn relative to maximum drawdown

2.98

0.30

+2.69

Martin ratioReturn relative to average drawdown

13.11

0.64

+12.47

HYG vs. FXF - Sharpe Ratio Comparison

The current HYG Sharpe Ratio is 1.81, which is higher than the FXF Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of HYG 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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Drawdowns

HYG vs. FXF - Drawdown Comparison

The maximum HYG drawdown since its inception was -34.25%, roughly equal to the maximum FXF drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for HYG and FXF.


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Drawdown Indicators


HYGFXFDifference

Max Drawdown

Largest peak-to-trough decline

-34.25%

-35.58%

+1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-4.97%

+2.63%

Max Drawdown (3Y)

Largest decline over 3 years

-4.56%

-8.52%

+3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-15.79%

-11.99%

-3.80%

Max Drawdown (10Y)

Largest decline over 10 years

-22.03%

-15.04%

-6.99%

Current Drawdown

Current decline from peak

0.00%

-18.83%

+18.83%

Average Drawdown

Average peak-to-trough decline

-3.24%

-20.83%

+17.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

2.29%

-1.76%

Volatility

HYG vs. FXF - Volatility Comparison

The current volatility for iShares iBoxx $ High Yield Corporate Bond ETF (HYG) is 1.31%, while Invesco CurrencyShares® Swiss Franc Trust (FXF) has a volatility of 1.84%. This indicates that HYG experiences smaller price fluctuations and is considered to be less risky 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


HYGFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.84%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

5.53%

-2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

7.42%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.53%

8.33%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.29%

7.57%

+0.72%

HYG vs. FXF - Expense Ratio Comparison

HYG has a 0.49% expense ratio, which is higher than FXF's 0.40% expense ratio.


Dividends

HYG vs. FXF - Dividend Comparison

HYG's dividend yield for the trailing twelve months is around 5.89%, while FXF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.89%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%

Frequently Asked Questions


HYG and FXF have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXF has higher volatility (1.84%) compared to HYG (1.31%). In terms of maximum drawdown, HYG dropped -34.25% vs FXF's -35.58%.

On 10-year performance, HYG leads with 5.03% vs 1.05% for FXF. On fees, FXF is cheaper at 0.40% per year. On volatility, HYG has been the lower-risk option at 1.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HYG has performed better with a 5.03% return vs 1.05%. 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 0.49% for HYG.

HYG has the higher dividend yield at 5.89%, compared with 0.00% for FXF.

HYG is categorized as High Yield Bonds, while FXF is Currency. HYG tracks Markit iBoxx USD Liquid High Yield Index, while FXF tracks Swiss Franc. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.49% for HYG and 0.40% for FXF.

HYG currently has the higher Sharpe Ratio (1.81 vs 0.20), 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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