LVHI vs. FXF
LVHI (Franklin International Low Volatility High Dividend Index ETF) and FXF (Invesco CurrencyShares® Swiss Franc Trust) are both exchange-traded funds - LVHI is a Volatility Hedged Equity fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR, while FXF is a Currency fund tracking the Swiss Franc. Both are passively managed. Over the past 5 years, LVHI returned 15.67%/yr vs 1.79%/yr for FXF. At a 0.01 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
LVHI vs. FXF - Performance Comparison
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Returns By Period
In the year-to-date period, LVHI achieves a 11.45% return, which is significantly higher than FXF's -0.97% return.
LVHI
- 1D
- 0.37%
- 1M
- 0.77%
- YTD
- 11.45%
- 6M
- 13.55%
- 1Y
- 29.27%
- 3Y*
- 20.97%
- 5Y*
- 15.67%
- 10Y*
- —
FXF
- 1D
- -0.26%
- 1M
- -2.70%
- YTD
- -0.97%
- 6M
- 0.83%
- 1Y
- 2.42%
- 3Y*
- 3.92%
- 5Y*
- 1.79%
- 10Y*
- 1.04%
LVHI vs. FXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LVHI Franklin International Low Volatility High Dividend Index ETF | 11.45% | 27.12% | 14.81% | 17.45% | 3.84% | 18.19% | -8.76% | 18.35% | -5.22% | 12.26% |
FXF Invesco CurrencyShares® Swiss Franc Trust | -0.97% | 14.04% | -7.46% | 9.63% | -2.29% | -4.08% | 8.18% | 0.32% | -2.01% | 3.31% |
Correlation
The correlation between LVHI and FXF is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2016 | 0.01 |
The correlation between LVHI and FXF shifts across timeframes, from 0.01 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LVHI vs. FXF — Risk / Return Rank
LVHI
FXF
LVHI vs. FXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Low Volatility High Dividend Index ETF (LVHI) 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.
| LVHI | FXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.78 | ||
| Sortino ratioReturn per unit of downside risk | +3.69 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.06 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 4.84 | 0.50 | +4.34 |
| Martin ratioReturn relative to average drawdown | 19.99 | 1.10 | +18.88 |
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
| LVHI | FXF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.10 | 0.33 | +2.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.42 | 0.22 | +1.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.14 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.17 | +0.64 |
Drawdowns
LVHI vs. FXF - Drawdown Comparison
The maximum LVHI drawdown since its inception was -32.31%, smaller than the maximum FXF drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for LVHI and FXF.
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Drawdown Indicators
| LVHI | FXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -35.58% | +3.27% |
Max Drawdown (1Y)Largest decline over 1 year | -6.08% | -4.82% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -11.99% | -8.52% | -3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -11.99% | -13.03% | +1.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.04% | — |
Current DrawdownCurrent decline from peak | -1.79% | -19.16% | +17.37% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -20.84% | +17.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 2.20% | -0.73% |
Volatility
LVHI vs. FXF - Volatility Comparison
Franklin International Low Volatility High Dividend Index ETF (LVHI) has a higher volatility of 2.35% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.78%. This indicates that LVHI's price experiences larger fluctuations and is considered to be riskier 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
| LVHI | FXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 1.78% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 5.59% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.50% | 7.49% | +2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.07% | 8.33% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.76% | 7.57% | +6.19% |
LVHI vs. FXF - Expense Ratio Comparison
Both LVHI and FXF have an expense ratio of 0.40%.
Dividends
LVHI vs. FXF - Dividend Comparison
LVHI's dividend yield for the trailing twelve months is around 4.79%, while FXF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 4.79% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% |
Frequently Asked Questions
LVHI and FXF have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LVHI has higher volatility (2.35%) compared to FXF (1.78%). In terms of maximum drawdown, LVHI dropped -32.31% vs FXF's -35.58%.
On 5-year performance, LVHI leads with 15.67% vs 1.79% for FXF. Both ETFs have the same 0.40% expense ratio. On volatility, FXF has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, LVHI has performed better with a 15.67% return vs 1.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LVHI and FXF have the same expense ratio: 0.40% per year.
LVHI has the higher dividend yield at 4.79%, compared with 0.00% for FXF.
LVHI is categorized as Volatility Hedged Equity, while FXF is Currency. LVHI tracks Franklin International Low Volatility High Dividend Hedged Index-NR, while FXF tracks Swiss Franc. They also come from different issuers: Franklin Templeton and Invesco.
LVHI currently has the higher Sharpe Ratio (3.10 vs 0.33), 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.
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