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EEM vs. FXI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EEM and FXI 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.


-0.50.00.51.0
Correlation: 0.6

Performance

EEM vs. FXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets ETF (EEM) and iShares China Large-Cap ETF (FXI). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%240.00%NovemberDecember2025FebruaryMarchApril
233.36%
195.06%
EEM
FXI

Key characteristics

Sharpe Ratio

EEM:

0.52

FXI:

1.12

Sortino Ratio

EEM:

0.87

FXI:

1.73

Omega Ratio

EEM:

1.11

FXI:

1.23

Calmar Ratio

EEM:

0.37

FXI:

0.77

Martin Ratio

EEM:

1.64

FXI:

3.47

Ulcer Index

EEM:

6.04%

FXI:

11.39%

Daily Std Dev

EEM:

19.26%

FXI:

35.39%

Max Drawdown

EEM:

-66.43%

FXI:

-72.68%

Current Drawdown

EEM:

-17.74%

FXI:

-31.83%

Returns By Period

In the year-to-date period, EEM achieves a 3.90% return, which is significantly lower than FXI's 11.63% return. Over the past 10 years, EEM has outperformed FXI with an annualized return of 2.38%, while FXI has yielded a comparatively lower -1.69% annualized return.


EEM

YTD

3.90%

1M

-0.73%

6M

-2.08%

1Y

8.06%

5Y*

5.93%

10Y*

2.38%

FXI

YTD

11.63%

1M

-5.19%

6M

8.73%

1Y

33.74%

5Y*

-0.52%

10Y*

-1.69%

*Annualized

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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.


Expense ratio chart for FXI: current value is 0.74%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXI: 0.74%
Expense ratio chart for EEM: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EEM: 0.68%

Risk-Adjusted Performance

EEM vs. FXI — Risk-Adjusted Performance Rank

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

EEM
The Risk-Adjusted Performance Rank of EEM is 5757
Overall Rank
The Sharpe Ratio Rank of EEM is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of EEM is 6161
Sortino Ratio Rank
The Omega Ratio Rank of EEM is 5757
Omega Ratio Rank
The Calmar Ratio Rank of EEM is 5454
Calmar Ratio Rank
The Martin Ratio Rank of EEM is 5555
Martin Ratio Rank

FXI
The Risk-Adjusted Performance Rank of FXI is 8181
Overall Rank
The Sharpe Ratio Rank of FXI is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FXI is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FXI is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FXI is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FXI is 7777
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.

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.


The chart of Sharpe ratio for EEM, currently valued at 0.52, compared to the broader market-1.000.001.002.003.004.00
EEM: 0.52
FXI: 1.12
The chart of Sortino ratio for EEM, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.00
EEM: 0.87
FXI: 1.73
The chart of Omega ratio for EEM, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
EEM: 1.11
FXI: 1.23
The chart of Calmar ratio for EEM, currently valued at 0.37, compared to the broader market0.002.004.006.008.0010.0012.00
EEM: 0.37
FXI: 0.77
The chart of Martin ratio for EEM, currently valued at 1.64, compared to the broader market0.0020.0040.0060.00
EEM: 1.64
FXI: 3.47

The current EEM Sharpe Ratio is 0.52, which is lower than the FXI Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of EEM and FXI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.52
1.12
EEM
FXI

Dividends

EEM vs. FXI - Dividend Comparison

EEM's dividend yield for the trailing twelve months is around 2.34%, more than FXI's 1.58% yield.


TTM20242023202220212020201920182017201620152014
EEM
iShares MSCI Emerging Markets ETF
2.34%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%
FXI
iShares China Large-Cap ETF
1.58%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%2.51%

Drawdowns

EEM vs. FXI - Drawdown Comparison

The maximum EEM drawdown since its inception was -66.43%, 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.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2025FebruaryMarchApril
-17.74%
-31.83%
EEM
FXI

Volatility

EEM vs. FXI - Volatility Comparison

The current volatility for iShares MSCI Emerging Markets ETF (EEM) is 11.35%, while iShares China Large-Cap ETF (FXI) has a volatility of 15.26%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
11.35%
15.26%
EEM
FXI