PortfoliosLab logo
CHILX vs. HSHIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHILX and HSHIX is 0.31, 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.


Performance

CHILX vs. HSHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock China A Opportunities Fund (CHILX) and Hartford Schroders China A Fund (HSHIX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

CHILX:

0.33

HSHIX:

0.33

Sortino Ratio

CHILX:

0.65

HSHIX:

0.66

Omega Ratio

CHILX:

1.09

HSHIX:

1.09

Calmar Ratio

CHILX:

0.17

HSHIX:

0.15

Martin Ratio

CHILX:

0.69

HSHIX:

0.73

Ulcer Index

CHILX:

11.33%

HSHIX:

11.01%

Daily Std Dev

CHILX:

24.75%

HSHIX:

25.22%

Max Drawdown

CHILX:

-47.73%

HSHIX:

-55.30%

Current Drawdown

CHILX:

-32.07%

HSHIX:

-41.58%

Returns By Period

In the year-to-date period, CHILX achieves a 2.55% return, which is significantly lower than HSHIX's 2.96% return.


CHILX

YTD

2.55%

1M

7.00%

6M

1.09%

1Y

7.58%

5Y*

2.21%

10Y*

N/A

HSHIX

YTD

2.96%

1M

4.81%

6M

-0.37%

1Y

7.13%

5Y*

-1.03%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CHILX vs. HSHIX - Expense Ratio Comparison

CHILX has a 0.99% expense ratio, which is lower than HSHIX's 1.15% expense ratio.


Risk-Adjusted Performance

CHILX vs. HSHIX — Risk-Adjusted Performance Rank

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

CHILX
The Risk-Adjusted Performance Rank of CHILX is 3636
Overall Rank
The Sharpe Ratio Rank of CHILX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of CHILX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of CHILX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of CHILX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of CHILX is 3131
Martin Ratio Rank

HSHIX
The Risk-Adjusted Performance Rank of HSHIX is 3535
Overall Rank
The Sharpe Ratio Rank of HSHIX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of HSHIX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of HSHIX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of HSHIX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of HSHIX is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHILX vs. HSHIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock China A Opportunities Fund (CHILX) and Hartford Schroders China A Fund (HSHIX). 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.


The current CHILX Sharpe Ratio is 0.33, which is comparable to the HSHIX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of CHILX and HSHIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

CHILX vs. HSHIX - Dividend Comparison

CHILX's dividend yield for the trailing twelve months is around 2.06%, more than HSHIX's 0.67% yield.


TTM202420232022202120202019
CHILX
BlackRock China A Opportunities Fund
2.06%2.11%2.02%0.92%1.19%3.64%12.77%
HSHIX
Hartford Schroders China A Fund
0.67%0.69%0.35%0.58%0.00%0.33%0.00%

Drawdowns

CHILX vs. HSHIX - Drawdown Comparison

The maximum CHILX drawdown since its inception was -47.73%, smaller than the maximum HSHIX drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for CHILX and HSHIX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

CHILX vs. HSHIX - Volatility Comparison

BlackRock China A Opportunities Fund (CHILX) and Hartford Schroders China A Fund (HSHIX) have volatilities of 3.61% and 3.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...