ROCY vs FXF
Comparison between JPMORGAN EQUITY PREMIUM YIELD ETF (ROCY, ETF) and Invesco CurrencyShares Swiss Franc Trust (FXF, ETF).
ROCY vs FXF - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
ROCY
$398M
Winner
FXF
$398M
Expense Ratio
Winner
ROCY
0.35%
FXF
0.40%
Max Drawdown
Winner
ROCY
3.79%
FXF
35.58%
Sharpe Ratio
Winner
ROCY
2.30
FXF
-0.43
5Y Beta
ROCY
0.75
Winner
FXF
-0.08
P/E Ratio
ROCY
24.48
FXF
N/A
Forward P/E
ROCY
19.76
FXF
N/A
PEG Ratio
ROCY
0.31
FXF
N/A
5Y EPS CAGR
ROCY
28.52%
FXF
N/A
Debt to Equity
ROCY
17.38%
FXF
N/A
P/S Ratio
ROCY
3.89
FXF
N/A
P/B Ratio
ROCY
5.52
FXF
N/A
ROCY vs FXF - Historical Returns
Returns include dividend reinvestment.
1M
Winner
ROCY
+2.10%
FXF
+1.91%
3M
Winner
ROCY
+3.45%
FXF
-2.36%
6M
Winner
ROCY
+13.04%
FXF
-3.87%
1Y
ROCY
N/A
FXF
-0.02%
5Y(CAGR)
ROCY
N/A
FXF
+2.08%
10Y(CAGR)
ROCY
N/A
FXF
+1.03%
Max(CAGR)
Winner
ROCY
+32.77%
FXF
+1.69%
ROCY vs FXF - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | ROCY | FXF |
|---|---|---|
| 2026 | +13.04% | -1.64% |
| 2025 | N/A | +14.70% |
| 2024 | N/A | -6.46% |
| 2023 | N/A | +11.03% |
| 2022 | N/A | -1.57% |
| 2021 | N/A | -4.45% |
| 2020 | N/A | +8.45% |
| 2019 | N/A | +1.08% |
| 2018 | N/A | -2.27% |
| 2017 | N/A | +4.24% |
| 2016 | N/A | -2.62% |
| 2015 | N/A | -1.07% |
| 2014 | N/A | -9.80% |
| 2013 | N/A | +2.54% |
| 2012 | N/A | +1.42% |
| 2011 | N/A | -1.00% |
| 2010 | N/A | +9.94% |
| 2009 | N/A | +4.08% |
| 2008 | N/A | +6.11% |
| 2007 | N/A | +9.72% |
| 2006 | N/A | +2.39% |
ROCY vs FXF Drawdown Comparison
The maximum drawdown for ROCY was -3.53%, occurring on Jun 10, 2026. Recovery took 25 trading sessions.
The maximum drawdown for FXF was -35.58%, occurring on Nov 3, 2022. This drawdown has not yet recovered.
The current ROCY drawdown is -1.69%. The current FXF drawdown is -19.72%.
| Rank | ROCY | FXF |
|---|---|---|
| #1 | -3.53% Jun 2, 2026 - Jul 9, 2026 | -35.58% Aug 9, 2011 - Nov 3, 2022 |
| #2 | -3.35% Mar 25, 2026 - Apr 6, 2026 | -18.94% Mar 17, 2008 - Sep 27, 2010 |
| #3 | -2.35% Jul 15, 2026 - Aug 3, 2026 | -5.35% Nov 26, 2007 - Jan 14, 2008 |
| #4 | -1.76% Aug 13, 2026 - Aug 20, 2026 | -5.08% Oct 14, 2010 - Dec 22, 2010 |
| #5 | -1.31% May 14, 2026 - May 22, 2026 | -4.80% Dec 5, 2006 - Jul 20, 2007 |
| #6 | -1.13% Mar 19, 2026 - Mar 25, 2026 | -4.14% Dec 31, 2010 - Feb 24, 2011 |
| #7 | -0.71% Apr 17, 2026 - Apr 24, 2026 | -4.07% Aug 4, 2006 - Nov 24, 2006 |
| #8 | -0.42% Jul 10, 2026 - Jul 14, 2026 | -3.55% May 3, 2011 - May 27, 2011 |
| #9 | -0.29% Aug 7, 2026 - Aug 12, 2026 | -2.88% Mar 17, 2011 - Apr 12, 2011 |
| #10 | -0.28% Apr 27, 2026 - Apr 30, 2026 | -2.54% Jul 7, 2006 - Aug 4, 2006 |
| #11 | -0.19% May 6, 2026 - May 11, 2026 | -2.40% Aug 3, 2007 - Sep 7, 2007 |
| #12 | -0.19% May 1, 2026 - May 5, 2026 | -2.36% Jan 31, 2008 - Feb 26, 2008 |
| #13 | -0.16% Aug 4, 2026 - Aug 7, 2026 | -2.20% Jun 3, 2011 - Jun 28, 2011 |
| #14 | -0.16% Apr 9, 2026 - Apr 13, 2026 | -1.95% Jun 28, 2011 - Jul 12, 2011 |
| #15 | -0.08% Apr 6, 2026 - Apr 8, 2026 | -1.86% Sep 28, 2007 - Oct 26, 2007 |
Correlation
Correlation between ROCY and FXF is -0.18 which considered as a very weak or no correlation - the stocks move independently of each other.
-0.18
-101
Dividend Comparison (2006 - 2026)
ROCY vs FXF dividend yield comparison.
| Year | ROCY | FXF |
|---|---|---|
| 2026 | 2.83% | 0.00% |
| 2024 | 0.00% | 0.03% |
| 2023 | 0.00% | 0.02% |
| 2008 | 0.00% | 1.14% |
| 2007 | 0.00% | 1.25% |
| 2006 | 0.00% | 0.30% |
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