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QVMM vs FXF

Comparison between INVESCO S&P MIDCAP 400 QVM MULTI-FACTOR ETF (QVMM, ETF) and Invesco CurrencyShares Swiss Franc Trust (FXF, ETF).

5-Year PerformanceQVMM has outperformed FXF, delivering a return of +8.9% compared to +1.9%

QVMM vs FXF - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
QVMM
$434M
FXF
$431M
Expense Ratio
Winner
QVMM
0.15%
FXF
0.40%
Max Drawdown
Winner
QVMM
24.55%
FXF
35.58%
Sharpe Ratio
Winner
QVMM
1.13
FXF
-0.73
5Y Beta
QVMM
0.97
Winner
FXF
-0.10
P/E Ratio
QVMM
23.93
FXF
N/A
Forward P/E
QVMM
16.96
FXF
N/A
5Y EPS CAGR
QVMM
11.94%
FXF
N/A
Debt to Equity
QVMM
47.14%
FXF
N/A
P/S Ratio
QVMM
1.60
FXF
N/A
P/B Ratio
QVMM
2.61
FXF
N/A

QVMM vs FXF - Historical Returns

Returns include dividend reinvestment.

1M
QVMM
-0.55%
Winner
FXF
-0.55%
3M
Winner
QVMM
+3.93%
FXF
-3.91%
6M
Winner
QVMM
+8.82%
FXF
-2.49%
1Y
Winner
QVMM
+22.86%
FXF
-2.36%
5Y(CAGR)
Winner
QVMM
+8.85%
FXF
+1.91%
10Y(CAGR)
QVMM
N/A
FXF
+1.09%
Max(CAGR)
Winner
QVMM
+8.62%
FXF
+1.64%

QVMM vs FXF - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

YearQVMMFXF
2026+14.34%-2.83%
2025+9.07%+14.70%
2024+13.84%-6.46%
2023+15.89%+11.03%
2022-13.11%-1.57%
2021+6.05%-4.45%
2020N/A+8.45%
2019N/A+1.08%
2018N/A-2.27%
2017N/A+4.24%
2016N/A-2.62%
2015N/A-1.07%
2014N/A-9.80%
2013N/A+2.54%
2012N/A+1.42%
2011N/A-1.00%
2010N/A+9.94%
2009N/A+4.08%
2008N/A+6.11%
2007N/A+9.72%
2006N/A+2.39%

QVMM vs FXF Drawdown Comparison

The maximum drawdown for QVMM was -24.01%, occurring on Apr 8, 2025. Recovery took 260 trading sessions.

The maximum drawdown for FXF was -35.58%, occurring on Nov 3, 2022. This drawdown has not yet recovered.

The current QVMM drawdown is -1.75%. The current FXF drawdown is -20.69%.

RankQVMMFXF
#1-24.01%
Nov 25, 2024 - Dec 10, 2025
-35.58%
Aug 9, 2011 - Nov 3, 2022
#2-23.39%
Nov 16, 2021 - Feb 12, 2024
-18.94%
Mar 17, 2008 - Sep 27, 2010
#3-8.31%
Mar 2, 2026 - Apr 14, 2026
-5.35%
Nov 26, 2007 - Jan 14, 2008
#4-7.76%
Jul 16, 2024 - Sep 19, 2024
-5.08%
Oct 14, 2010 - Dec 22, 2010
#5-6.97%
Mar 28, 2024 - Jul 16, 2024
-4.80%
Dec 5, 2006 - Jul 20, 2007
#6-5.24%
Sep 2, 2021 - Oct 20, 2021
-4.14%
Dec 31, 2010 - Feb 24, 2011
#7-5.18%
Jul 12, 2021 - Aug 3, 2021
-4.07%
Aug 4, 2006 - Nov 24, 2006
#8-4.78%
May 6, 2026 - Jun 2, 2026
-3.55%
May 3, 2011 - May 27, 2011
#9-3.50%
Aug 11, 2021 - Aug 27, 2021
-2.88%
Mar 17, 2011 - Apr 12, 2011
#10-3.30%
Nov 11, 2024 - Nov 22, 2024
-2.54%
Jul 7, 2006 - Aug 4, 2006
#11-3.19%
Oct 18, 2024 - Nov 6, 2024
-2.40%
Aug 3, 2007 - Sep 7, 2007
#12-3.01%
Jun 30, 2026 - Jul 8, 2026
-2.36%
Jan 31, 2008 - Feb 26, 2008
#13-2.47%
Feb 12, 2024 - Feb 15, 2024
-2.20%
Jun 3, 2011 - Jun 28, 2011
#14-2.44%
Jul 1, 2021 - Jul 12, 2021
-1.95%
Jun 28, 2011 - Jul 12, 2011
#15-2.44%
Dec 11, 2025 - Jan 5, 2026
-1.86%
Sep 28, 2007 - Oct 26, 2007

Correlation

Correlation between QVMM and FXF is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83
-101

Dividend Comparison (2006 - 2026)

QVMM vs FXF dividend yield comparison.

YearQVMMFXF
20260.58%0.00%
20251.32%0.00%
20241.29%0.03%
20231.42%0.02%
20221.51%0.00%
20210.60%0.00%
20080.00%1.14%
20070.00%1.25%
20060.00%0.30%

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