VIRT vs. FXF
VIRT (Virtu Financial, Inc.) is a stock, while FXF (Invesco CurrencyShares® Swiss Franc Trust) is Currency fund tracking the Swiss Franc. Over the past 10 years, VIRT returned 18.05%/yr vs 1.08%/yr for FXF. Their 0.03 correlation means their historical movements had little consistent relationship.
Performance
VIRT vs. FXF - Performance Comparison
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Returns By Period
In the year-to-date period, VIRT achieves a 81.20% return, which is significantly higher than FXF's -3.50% return. Over the past 10 years, VIRT has outperformed FXF with an annualized return of 18.05%, while FXF has yielded a comparatively lower 1.08% annualized return.
VIRT
- 1D
- 0.12%
- 1M
- -2.15%
- 6M
- 62.47%
- YTD
- 81.20%
- 1Y
- 38.30%
- 3Y*
- 52.81%
- 5Y*
- 23.17%
- 10Y*
- 18.05%
- ALL TIME*
- 13.40%
FXF
- 1D
- -0.17%
- 1M
- -1.09%
- 6M
- -4.81%
- YTD
- -3.50%
- 1Y
- -3.38%
- 3Y*
- 1.52%
- 5Y*
- 1.83%
- 10Y*
- 1.08%
- ALL TIME*
- 1.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.99M | $3.23M | $5.41M | |
| $75.83M | $74.91M | $74.80M |
VIRT vs. FXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIRT Virtu Financial, Inc. | 81.20% | -4.24% | 83.03% | 4.61% | -26.51% | 18.58% | 64.42% | -34.86% | 45.96% | 21.52% |
FXF Invesco CurrencyShares® Swiss Franc Trust | -3.50% | 14.04% | -7.46% | 9.63% | -2.29% | -4.08% | 8.18% | 0.32% | -2.01% | 3.31% |
Correlation
The correlation between VIRT and FXF is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2015 | 0.03 |
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Return for Risk
VIRT vs. FXF — Risk / Return Rank
VIRT
FXF
VIRT vs. FXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtu Financial, Inc. (VIRT) 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.
| VIRT | FXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.93 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | -0.48 | +1.94 |
| Martin ratioReturn relative to average drawdown | 2.68 | -1.15 | +3.83 |
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Drawdowns
VIRT vs. FXF - Drawdown Comparison
The maximum VIRT drawdown since its inception was -56.17%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for VIRT and FXF.
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Drawdown Indicators
| VIRT | FXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.17% | -35.58% | -20.59% |
Max Drawdown (1Y)Largest decline over 1 year | -27.30% | -7.15% | -20.15% |
Max Drawdown (3Y)Largest decline over 3 years | -27.83% | -8.52% | -19.31% |
Max Drawdown (5Y)Largest decline over 5 years | -54.52% | -11.99% | -42.53% |
Max Drawdown (10Y)Largest decline over 10 years | -56.17% | -15.04% | -41.13% |
Current DrawdownCurrent decline from peak | -10.60% | -21.23% | +10.63% |
Average DrawdownAverage peak-to-trough decline | -25.46% | -20.83% | -4.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.83% | 2.98% | +11.85% |
Volatility
VIRT vs. FXF - Volatility Comparison
Virtu Financial, Inc. (VIRT) has a higher volatility of 14.15% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.75%. This indicates that VIRT'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
| VIRT | FXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.15% | 1.75% | +12.40% |
Volatility (6M)Calculated over the trailing 6-month period | 27.24% | 5.46% | +21.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.11% | 7.39% | +24.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.78% | 8.31% | +24.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.06% | 7.57% | +28.49% |
Dividends
VIRT vs. FXF - Dividend Comparison
VIRT's dividend yield for the trailing twelve months is around 1.61%, 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% |
VIRT Virtu Financial, Inc. | 1.61% | 2.88% | 2.69% | 4.74% | 4.70% | 3.33% | 3.81% | 6.00% | 3.73% | 5.25% | 6.02% | 2.12% |
Frequently Asked Questions
VIRT and FXF have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIRT has higher volatility (14.15%) compared to FXF (1.75%). In terms of maximum drawdown, VIRT dropped -56.17% vs FXF's -35.58%.
VIRT currently has the higher Sharpe Ratio (1.24 vs -0.47), 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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