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Matthews China Discovery Active ETF (MCHS)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Matthews
Inception Date
Jan 10, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Matthews China Discovery Active ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Matthews China Discovery Active ETF (MCHS) has returned 10.80% so far this year and 32.41% over the past 12 months.


Matthews China Discovery Active ETF

1D
-0.59%
1M
-10.87%
YTD
10.80%
6M
7.16%
1Y
32.41%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 11, 2024, MCHS's average daily return is +0.09%, while the average monthly return is +1.85%. At this rate, your investment would double in approximately 3.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Sep 2024 with a return of +19.9%, while the worst month was Mar 2026 at -10.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MCHS closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +12.2%, while the worst single day was Oct 8, 2024 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.68%12.31%-10.87%10.80%
20253.41%4.83%1.26%-4.10%1.86%5.71%6.05%9.28%3.25%-2.93%-2.24%1.92%31.19%
2024-9.40%11.55%-0.39%3.56%2.23%-5.47%-4.97%-2.22%19.87%-3.41%-1.82%0.10%6.53%

Benchmark Metrics

Matthews China Discovery Active ETF has an annualized alpha of 13.85%, beta of 0.70, and R² of 0.16 versus S&P 500 Index. Calculated based on daily prices since January 12, 2024.

  • This ETF captured 71.33% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -21.13%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.70 may look defensive, but with R² of 0.16 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.16 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
13.85%
Beta
0.70
0.16
Upside Capture
71.33%
Downside Capture
-21.13%

Expense Ratio

MCHS has an expense ratio of 0.89%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MCHS ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


MCHS Risk / Return Rank: 7171
Overall Rank
MCHS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
MCHS Sortino Ratio Rank: 7171
Sortino Ratio Rank
MCHS Omega Ratio Rank: 7171
Omega Ratio Rank
MCHS Calmar Ratio Rank: 7575
Calmar Ratio Rank
MCHS Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Matthews China Discovery Active ETF (MCHS) and compare them to a chosen benchmark (S&P 500 Index).


MCHSBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.90

+0.37

Sortino ratio

Return per unit of downside risk

1.83

1.39

+0.44

Omega ratio

Gain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

2.03

1.40

+0.64

Martin ratio

Return relative to average drawdown

7.51

6.61

+0.91

Explore MCHS risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Matthews China Discovery Active ETF provided a 3.22% dividend yield over the last twelve months, with an annual payout of $1.16 per share.


3.50%4.00%4.50%5.00%5.50%$0.00$0.50$1.00$1.5020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.16$1.16$1.41

Dividend yield

3.22%3.56%5.48%

Monthly Dividends

The table displays the monthly dividend distributions for Matthews China Discovery Active ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.16$1.16
2024$1.41$1.41

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Matthews China Discovery Active ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Matthews China Discovery Active ETF was 23.75%, occurring on Apr 8, 2025. Recovery took 71 trading sessions.

The current Matthews China Discovery Active ETF drawdown is 11.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.75%Oct 8, 2024125Apr 8, 202571Jul 22, 2025196
-18.87%May 20, 202470Aug 28, 202422Sep 30, 202492
-12.15%Mar 3, 202615Mar 23, 2026
-11.65%Jan 16, 202415Feb 5, 202415Feb 27, 202430
-10.19%Oct 3, 202536Nov 21, 202530Jan 7, 202666

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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