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AFTY vs. MAGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AFTY vs. MAGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer CSOP FTSE China A50 ETF (AFTY) and Roundhill China Magnificent Seven ETF (MAGC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AFTY

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

MAGC

1D
-3.41%
1M
-5.47%
YTD
-18.25%
6M
-19.75%
1Y
-19.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AFTY vs. MAGC - Yearly Performance Comparison


2026 (YTD)20252024
AFTY
Pacer CSOP FTSE China A50 ETF
0.00%0.00%-0.72%
MAGC
Roundhill China Magnificent Seven ETF
-18.25%16.35%-14.54%

Correlation

The correlation between AFTY and MAGC is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 4, 2024

0.05

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Return for Risk

AFTY vs. MAGC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AFTY

MAGC
MAGC Risk / Return Rank: 33
Overall Rank
MAGC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MAGC Sortino Ratio Rank: 33
Sortino Ratio Rank
MAGC Omega Ratio Rank: 33
Omega Ratio Rank
MAGC Calmar Ratio Rank: 44
Calmar Ratio Rank
MAGC Martin Ratio Rank: 33
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.

AFTY vs. MAGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer CSOP FTSE China A50 ETF (AFTY) and Roundhill China Magnificent Seven ETF (MAGC). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AFTY vs. MAGC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AFTYMAGCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

Drawdowns

AFTY vs. MAGC - Drawdown Comparison


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Drawdown Indicators


AFTYMAGCDifference

Max Drawdown

Largest peak-to-trough decline

-32.86%

Max Drawdown (1Y)

Largest decline over 1 year

-32.86%

Current Drawdown

Current decline from peak

-31.30%

Average Drawdown

Average peak-to-trough decline

-15.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.09%

Volatility

AFTY vs. MAGC - Volatility Comparison


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Volatility by Period


AFTYMAGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.15%

Volatility (6M)

Calculated over the trailing 6-month period

19.75%

Volatility (1Y)

Calculated over the trailing 1-year period

26.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.42%

AFTY vs. MAGC - Expense Ratio Comparison

AFTY has a 0.70% expense ratio, which is higher than MAGC's 0.59% expense ratio.


Dividends

AFTY vs. MAGC - Dividend Comparison

AFTY has not paid dividends to shareholders, while MAGC's dividend yield for the trailing twelve months is around 5.02%.


PositionTTM20252024202320222021202020192018201720162015
AFTY
Pacer CSOP FTSE China A50 ETF
0.00%0.00%0.00%2.23%2.08%1.84%1.48%7.96%1.85%6.62%1.19%16.76%
MAGC
Roundhill China Magnificent Seven ETF
5.02%4.10%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AFTY and MAGC have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MAGC is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MAGC is cheaper with a 0.59% expense ratio, compared with 0.70% for AFTY.

MAGC has the higher dividend yield at 5.02%, compared with 0.00% for AFTY.

They also come from different issuers: Pacer and Roundhill. Their fees differ too: 0.70% for AFTY and 0.59% for MAGC.

Portfolio Optimizer

Find the right allocation for AFTY and MAGC

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