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AFTY vs. ASHR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AFTY and ASHR is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

AFTY vs. ASHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer CSOP FTSE China A50 ETF (AFTY) and Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
33.86%
5.33%
AFTY
ASHR

Key characteristics

Returns By Period


AFTY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ASHR

YTD

13.13%

1M

-1.46%

6M

13.80%

1Y

16.85%

5Y*

-0.36%

10Y*

1.26%

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AFTY vs. ASHR - Expense Ratio Comparison

AFTY has a 0.70% expense ratio, which is higher than ASHR's 0.65% expense ratio.


AFTY
Pacer CSOP FTSE China A50 ETF
Expense ratio chart for AFTY: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for ASHR: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

AFTY vs. ASHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer CSOP FTSE China A50 ETF (AFTY) and Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR). 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.


Sharpe ratio
The chart of Sharpe ratio for AFTY, currently valued at 1.42, compared to the broader market0.002.004.001.420.59
The chart of Sortino ratio for AFTY, currently valued at 3.00, compared to the broader market-2.000.002.004.006.008.0010.003.001.06
The chart of Omega ratio for AFTY, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.17
The chart of Calmar ratio for AFTY, currently valued at 0.52, compared to the broader market0.005.0010.0015.000.520.37
The chart of Martin ratio for AFTY, currently valued at 7.06, compared to the broader market0.0020.0040.0060.0080.00100.007.061.69
AFTY
ASHR


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.42
0.59
AFTY
ASHR

Dividends

AFTY vs. ASHR - Dividend Comparison

AFTY has not paid dividends to shareholders, while ASHR's dividend yield for the trailing twelve months is around 1.12%.


TTM2023202220212020201920182017201620152014
AFTY
Pacer CSOP FTSE China A50 ETF
101.85%2.23%0.00%1.84%1.48%8.63%1.85%6.62%1.19%16.76%0.00%
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund
1.12%2.48%1.13%0.88%0.81%0.98%1.32%0.84%0.73%30.13%0.27%

Drawdowns

AFTY vs. ASHR - Drawdown Comparison


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-36.46%
-39.04%
AFTY
ASHR

Volatility

AFTY vs. ASHR - Volatility Comparison

The current volatility for Pacer CSOP FTSE China A50 ETF (AFTY) is 0.00%, while Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) has a volatility of 10.33%. This indicates that AFTY experiences smaller price fluctuations and is considered to be less risky than ASHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember0
10.33%
AFTY
ASHR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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