PG vs. FXF
PG (The Procter & Gamble Company) is a stock, while FXF (Invesco CurrencyShares® Swiss Franc Trust) is Currency fund tracking the Swiss Franc. Over the past 10 years, PG returned 8.96%/yr vs 1.06%/yr for FXF. At a 0.07 correlation, their price movements are largely independent.
Performance
PG vs. FXF - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly higher than FXF's -0.80% return. Over the past 10 years, PG has outperformed FXF with an annualized return of 8.96%, while FXF has yielded a comparatively lower 1.06% annualized return.
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
FXF
- 1D
- -0.15%
- 1M
- -1.88%
- YTD
- -0.80%
- 6M
- -0.32%
- 1Y
- 1.23%
- 3Y*
- 4.05%
- 5Y*
- 1.88%
- 10Y*
- 1.06%
PG vs. FXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
FXF Invesco CurrencyShares® Swiss Franc Trust | -0.80% | 14.04% | -7.46% | 9.63% | -2.29% | -4.08% | 8.18% | 0.32% | -2.01% | 3.31% |
Correlation
The correlation between PG and FXF is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2006 | 0.07 |
The correlation between PG and FXF shifts across timeframes, from 0.07 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PG vs. FXF — Risk / Return Rank
PG
FXF
PG vs. FXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | FXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.03 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 0.25 | -0.62 |
| Martin ratioReturn relative to average drawdown | -0.68 | 0.54 | -1.22 |
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Drawdowns
PG vs. FXF - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for PG and FXF.
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Drawdown Indicators
| PG | FXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -35.58% | -18.67% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -4.97% | -10.55% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -8.52% | -12.63% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -12.68% | -11.09% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -15.04% | -8.73% |
Current DrawdownCurrent decline from peak | -13.29% | -19.02% | +5.73% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -20.83% | +8.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 2.28% | +6.52% |
Volatility
PG vs. FXF - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 6.99% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.81%. This indicates that PG'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
| PG | FXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 1.81% | +5.18% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 5.56% | +9.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 7.49% | +11.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 8.33% | +9.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 7.57% | +11.48% |
Dividends
PG vs. FXF - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, while FXF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Frequently Asked Questions
PG and FXF have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to FXF (1.81%). In terms of maximum drawdown, PG dropped -54.25% vs FXF's -35.58%.
FXF currently has the higher Sharpe Ratio (0.17 vs -0.30), 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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