EEM vs. FXI
Compare and contrast key facts about iShares MSCI Emerging Markets ETF (EEM) and iShares China Large-Cap ETF (FXI).
EEM and FXI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EEM is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Index. It was launched on Apr 11, 2003. FXI is a passively managed fund by iShares that tracks the performance of the FTSE China 25 Index. It was launched on Oct 5, 2004. Both EEM and FXI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EEM or FXI.
Performance
EEM vs. FXI - Performance Comparison
Returns By Period
In the year-to-date period, EEM achieves a 8.78% return, which is significantly lower than FXI's 28.25% return. Over the past 10 years, EEM has outperformed FXI with an annualized return of 2.45%, while FXI has yielded a comparatively lower -0.22% annualized return.
EEM
8.78%
-5.40%
0.25%
13.23%
2.53%
2.45%
FXI
28.25%
-4.51%
6.23%
21.02%
-3.63%
-0.22%
Key characteristics
| EEM | FXI | |
|---|---|---|
| Sharpe Ratio | 0.86 | 0.65 |
| Sortino Ratio | 1.30 | 1.17 |
| Omega Ratio | 1.16 | 1.14 |
| Calmar Ratio | 0.44 | 0.36 |
| Martin Ratio | 4.10 | 2.07 |
| Ulcer Index | 3.26% | 10.22% |
| Daily Std Dev | 15.60% | 32.40% |
| Max Drawdown | -66.44% | -72.68% |
| Current Drawdown | -19.12% | -39.29% |
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EEM vs. FXI - Expense Ratio Comparison
EEM has a 0.68% expense ratio, which is lower than FXI's 0.74% expense ratio.
Correlation
The correlation between EEM and FXI is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
EEM vs. FXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ETF (EEM) and iShares China Large-Cap ETF (FXI). 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.
Dividends
EEM vs. FXI - Dividend Comparison
EEM's dividend yield for the trailing twelve months is around 2.39%, more than FXI's 2.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEM iShares MSCI Emerging Markets ETF | 2.39% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% | 2.23% | 2.06% |
FXI iShares China Large-Cap ETF | 2.25% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% | 2.51% | 2.64% |
Drawdowns
EEM vs. FXI - Drawdown Comparison
The maximum EEM drawdown since its inception was -66.44%, smaller than the maximum FXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for EEM and FXI. For additional features, visit the drawdowns tool.
Volatility
EEM vs. FXI - Volatility Comparison
The current volatility for iShares MSCI Emerging Markets ETF (EEM) is 4.82%, while iShares China Large-Cap ETF (FXI) has a volatility of 10.55%. This indicates that EEM experiences smaller price fluctuations and is considered to be less risky than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.