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CNYA vs. FCA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNYA vs. FCA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A ETF (CNYA) and First Trust China AlphaDEX Fund (FCA). The values are adjusted to include any dividend payments, if applicable.

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CNYA vs. FCA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNYA
iShares MSCI China A ETF
-0.93%26.48%10.78%-13.76%-26.51%3.53%41.54%35.95%-26.56%30.99%
FCA
First Trust China AlphaDEX Fund
11.25%45.20%14.07%-8.28%-17.61%-0.65%11.80%18.72%-18.30%60.26%

Returns By Period

In the year-to-date period, CNYA achieves a -0.93% return, which is significantly lower than FCA's 11.25% return.


CNYA

1D
0.23%
1M
-5.18%
YTD
-0.93%
6M
1.32%
1Y
25.22%
3Y*
4.59%
5Y*
-1.42%
10Y*

FCA

1D
0.35%
1M
-8.43%
YTD
11.25%
6M
8.59%
1Y
53.44%
3Y*
18.13%
5Y*
6.02%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNYA vs. FCA - Expense Ratio Comparison

CNYA has a 0.60% expense ratio, which is lower than FCA's 0.80% expense ratio.


Return for Risk

CNYA vs. FCA — Risk / Return Rank

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

CNYA
CNYA Risk / Return Rank: 7474
Overall Rank
CNYA Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 7171
Sortino Ratio Rank
CNYA Omega Ratio Rank: 7171
Omega Ratio Rank
CNYA Calmar Ratio Rank: 7777
Calmar Ratio Rank
CNYA Martin Ratio Rank: 8080
Martin Ratio Rank

FCA
FCA Risk / Return Rank: 9090
Overall Rank
FCA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FCA Sortino Ratio Rank: 8888
Sortino Ratio Rank
FCA Omega Ratio Rank: 8888
Omega Ratio Rank
FCA Calmar Ratio Rank: 9292
Calmar Ratio Rank
FCA 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.

CNYA vs. FCA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A ETF (CNYA) and First Trust China AlphaDEX Fund (FCA). 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.


CNYAFCADifference

Sharpe ratio

Return per unit of total volatility

1.34

2.05

-0.71

Sortino ratio

Return per unit of downside risk

1.84

2.54

-0.70

Omega ratio

Gain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratio

Return relative to maximum drawdown

2.15

3.45

-1.29

Martin ratio

Return relative to average drawdown

9.28

15.39

-6.12

CNYA vs. FCA - Sharpe Ratio Comparison

The current CNYA Sharpe Ratio is 1.34, which is lower than the FCA Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of CNYA and FCA, 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


CNYAFCADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

2.05

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.22

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.13

+0.10

Correlation

The correlation between CNYA and FCA is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CNYA vs. FCA - Dividend Comparison

CNYA's dividend yield for the trailing twelve months is around 1.93%, less than FCA's 2.32% yield.


TTM20252024202320222021202020192018201720162015
CNYA
iShares MSCI China A ETF
1.93%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%0.00%
FCA
First Trust China AlphaDEX Fund
2.32%2.67%5.17%5.70%6.00%4.91%4.12%3.73%3.10%2.30%2.51%4.13%

Drawdowns

CNYA vs. FCA - Drawdown Comparison

The maximum CNYA drawdown since its inception was -49.49%, which is greater than FCA's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for CNYA and FCA.


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Drawdown Indicators


CNYAFCADifference

Max Drawdown

Largest peak-to-trough decline

-49.49%

-45.56%

-3.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-15.81%

+4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-45.11%

-42.47%

-2.64%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

Current Drawdown

Current decline from peak

-21.52%

-8.43%

-13.09%

Average Drawdown

Average peak-to-trough decline

-20.77%

-21.80%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.54%

-0.87%

Volatility

CNYA vs. FCA - Volatility Comparison

The current volatility for iShares MSCI China A ETF (CNYA) is 4.99%, while First Trust China AlphaDEX Fund (FCA) has a volatility of 7.28%. This indicates that CNYA experiences smaller price fluctuations and is considered to be less risky than FCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNYAFCADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

7.28%

-2.29%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

16.52%

-4.90%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

26.17%

-7.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.71%

27.43%

-3.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.60%

26.57%

-2.97%