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CHILX vs. FLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHILX vs. FLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock China A Opportunities Fund (CHILX) and First Trust Latin America AlphaDEX Fund (FLN). The values are adjusted to include any dividend payments, if applicable.

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CHILX vs. FLN - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CHILX
BlackRock China A Opportunities Fund
0.13%26.30%15.44%-12.29%-28.54%3.54%48.69%48.44%
FLN
First Trust Latin America AlphaDEX Fund
15.41%55.05%-23.10%29.68%2.73%-6.94%-12.27%21.50%

Returns By Period

In the year-to-date period, CHILX achieves a 0.13% return, which is significantly lower than FLN's 15.41% return.


CHILX

1D
1.14%
1M
-5.75%
YTD
0.13%
6M
1.86%
1Y
23.88%
3Y*
6.30%
5Y*
-0.62%
10Y*

FLN

1D
1.61%
1M
-1.03%
YTD
15.41%
6M
24.91%
1Y
52.82%
3Y*
19.94%
5Y*
13.04%
10Y*
9.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHILX vs. FLN - Expense Ratio Comparison

CHILX has a 0.99% expense ratio, which is higher than FLN's 0.80% expense ratio.


Return for Risk

CHILX vs. FLN — Risk / Return Rank

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

CHILX
CHILX Risk / Return Rank: 6969
Overall Rank
CHILX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CHILX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CHILX Omega Ratio Rank: 6363
Omega Ratio Rank
CHILX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CHILX Martin Ratio Rank: 7171
Martin Ratio Rank

FLN
FLN Risk / Return Rank: 9494
Overall Rank
FLN Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FLN Sortino Ratio Rank: 9292
Sortino Ratio Rank
FLN Omega Ratio Rank: 9191
Omega Ratio Rank
FLN Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLN Martin Ratio Rank: 9494
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.

CHILX vs. FLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock China A Opportunities Fund (CHILX) and First Trust Latin America AlphaDEX Fund (FLN). 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.


CHILXFLNDifference

Sharpe ratio

Return per unit of total volatility

1.33

2.32

-0.99

Sortino ratio

Return per unit of downside risk

1.77

2.83

-1.06

Omega ratio

Gain probability vs. loss probability

1.25

1.41

-0.15

Calmar ratio

Return relative to maximum drawdown

1.81

4.91

-3.10

Martin ratio

Return relative to average drawdown

7.17

15.32

-8.15

CHILX vs. FLN - Sharpe Ratio Comparison

The current CHILX Sharpe Ratio is 1.33, which is lower than the FLN Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of CHILX and FLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CHILXFLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

2.32

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.58

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.09

+0.40

Correlation

The correlation between CHILX and FLN is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CHILX vs. FLN - Dividend Comparison

CHILX's dividend yield for the trailing twelve months is around 2.93%, less than FLN's 3.47% yield.


TTM20252024202320222021202020192018201720162015
CHILX
BlackRock China A Opportunities Fund
2.93%2.94%2.11%2.02%0.92%1.19%3.64%12.77%0.00%0.00%0.00%0.00%
FLN
First Trust Latin America AlphaDEX Fund
3.47%3.40%6.26%4.17%5.57%4.70%1.64%1.91%3.08%10.28%1.06%2.34%

Drawdowns

CHILX vs. FLN - Drawdown Comparison

The maximum CHILX drawdown since its inception was -47.73%, smaller than the maximum FLN drawdown of -57.95%. Use the drawdown chart below to compare losses from any high point for CHILX and FLN.


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Drawdown Indicators


CHILXFLNDifference

Max Drawdown

Largest peak-to-trough decline

-47.73%

-57.95%

+10.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-11.42%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-43.95%

-25.95%

-18.00%

Max Drawdown (10Y)

Largest decline over 10 years

-57.75%

Current Drawdown

Current decline from peak

-16.23%

-4.22%

-12.01%

Average Drawdown

Average peak-to-trough decline

-20.75%

-19.07%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

3.66%

-0.52%

Volatility

CHILX vs. FLN - Volatility Comparison

The current volatility for BlackRock China A Opportunities Fund (CHILX) is 5.77%, while First Trust Latin America AlphaDEX Fund (FLN) has a volatility of 10.17%. This indicates that CHILX experiences smaller price fluctuations and is considered to be less risky than FLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHILXFLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

10.17%

-4.40%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

17.25%

-5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

17.24%

23.00%

-5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.15%

22.55%

-2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.87%

27.73%

-5.86%