CI vs. FHKCX
CI (Cigna Corporation) is a stock, while FHKCX (Fidelity China Region Fund) is China Equities fund managed by Fidelity. Over the past 10 years, CI returned 9.98%/yr vs 15.22%/yr for FHKCX. At a 0.22 correlation, their price movements are largely independent.
Performance
CI vs. FHKCX - Performance Comparison
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Returns By Period
In the year-to-date period, CI achieves a 9.50% return, which is significantly lower than FHKCX's 33.90% return. Over the past 10 years, CI has underperformed FHKCX with an annualized return of 9.98%, while FHKCX has yielded a comparatively higher 15.22% annualized return.
CI
- 1D
- 1.07%
- 1M
- -0.33%
- YTD
- 9.50%
- 6M
- 9.71%
- 1Y
- -3.41%
- 3Y*
- 5.04%
- 5Y*
- 6.20%
- 10Y*
- 9.98%
FHKCX
- 1D
- 4.07%
- 1M
- -0.99%
- YTD
- 33.90%
- 6M
- 36.76%
- 1Y
- 69.00%
- 3Y*
- 31.30%
- 5Y*
- 8.13%
- 10Y*
- 15.22%
CI vs. FHKCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CI Cigna Corporation | 9.50% | 1.72% | -6.27% | -7.97% | 46.68% | 12.29% | 1.83% | 7.70% | -6.46% | 52.29% |
FHKCX Fidelity China Region Fund | 33.90% | 42.56% | 23.15% | -0.29% | -23.87% | -13.69% | 47.85% | 35.12% | -17.43% | 51.94% |
Correlation
The correlation between CI and FHKCX is -0.03, 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 (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 1996 | 0.22 |
The correlation between CI and FHKCX shifts across timeframes, from -0.04 (3 years) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CI vs. FHKCX — Risk / Return Rank
CI
FHKCX
CI vs. FHKCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cigna Corporation (CI) and Fidelity China Region Fund (FHKCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CI | FHKCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.18 | ||
| Sortino ratioReturn per unit of downside risk | -3.62 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.53 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 6.43 | -6.56 |
| Martin ratioReturn relative to average drawdown | -0.23 | 19.26 | -19.49 |
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Drawdowns
CI vs. FHKCX - Drawdown Comparison
The maximum CI drawdown since its inception was -84.34%, which is greater than FHKCX's maximum drawdown of -61.96%. Use the drawdown chart below to compare losses from any high point for CI and FHKCX.
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Drawdown Indicators
| CI | FHKCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.34% | -61.96% | -22.38% |
Max Drawdown (1Y)Largest decline over 1 year | -26.54% | -10.80% | -15.74% |
Max Drawdown (3Y)Largest decline over 3 years | -32.10% | -22.02% | -10.08% |
Max Drawdown (5Y)Largest decline over 5 years | -32.10% | -52.42% | +20.32% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -58.41% | +15.94% |
Current DrawdownCurrent decline from peak | -15.81% | -4.29% | -11.52% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -20.25% | +1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.58% | 3.60% | +10.98% |
Volatility
CI vs. FHKCX - Volatility Comparison
The current volatility for Cigna Corporation (CI) is 8.88%, while Fidelity China Region Fund (FHKCX) has a volatility of 10.32%. This indicates that CI experiences smaller price fluctuations and is considered to be less risky than FHKCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CI | FHKCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 10.32% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 18.91% | 18.40% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.22% | 22.56% | +10.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.41% | 24.47% | +3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.75% | 22.44% | +8.31% |
Dividends
CI vs. FHKCX - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 2.06%, more than FHKCX's 1.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CI Cigna Corporation | 2.06% | 2.19% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% |
FHKCX Fidelity China Region Fund | 1.31% | 1.75% | 1.39% | 1.92% | 1.05% | 10.77% | 4.85% | 0.66% | 0.83% | 0.39% | 1.35% | 15.47% |
Frequently Asked Questions
CI and FHKCX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FHKCX has higher volatility (10.32%) compared to CI (8.88%). In terms of maximum drawdown, CI dropped -84.34% vs FHKCX's -61.96%.
FHKCX currently has the higher Sharpe Ratio (3.08 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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