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FHKCX vs. GXC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHKCX vs. GXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity China Region Fund (FHKCX) and SPDR S&P China ETF (GXC). The values are adjusted to include any dividend payments, if applicable.

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FHKCX vs. GXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FHKCX
Fidelity China Region Fund
8.35%42.56%23.15%-0.29%-23.87%-13.69%47.85%35.12%-17.43%51.94%
GXC
SPDR S&P China ETF
-4.21%30.84%14.60%-9.93%-22.12%-19.70%28.31%23.07%-19.39%51.66%

Returns By Period

In the year-to-date period, FHKCX achieves a 8.35% return, which is significantly higher than GXC's -4.21% return. Over the past 10 years, FHKCX has outperformed GXC with an annualized return of 12.46%, while GXC has yielded a comparatively lower 5.15% annualized return.


FHKCX

1D
2.70%
1M
-6.14%
YTD
8.35%
6M
7.83%
1Y
46.41%
3Y*
20.93%
5Y*
2.94%
10Y*
12.46%

GXC

1D
-0.42%
1M
-5.54%
YTD
-4.21%
6M
-10.98%
1Y
10.37%
3Y*
7.19%
5Y*
-4.63%
10Y*
5.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHKCX vs. GXC - Expense Ratio Comparison

FHKCX has a 0.91% expense ratio, which is higher than GXC's 0.59% expense ratio.


Return for Risk

FHKCX vs. GXC — Risk / Return Rank

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

FHKCX
FHKCX Risk / Return Rank: 9191
Overall Rank
FHKCX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FHKCX Sortino Ratio Rank: 9090
Sortino Ratio Rank
FHKCX Omega Ratio Rank: 8888
Omega Ratio Rank
FHKCX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FHKCX Martin Ratio Rank: 9292
Martin Ratio Rank

GXC
GXC Risk / Return Rank: 2525
Overall Rank
GXC Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GXC Sortino Ratio Rank: 2525
Sortino Ratio Rank
GXC Omega Ratio Rank: 2525
Omega Ratio Rank
GXC Calmar Ratio Rank: 2626
Calmar Ratio Rank
GXC Martin Ratio Rank: 2525
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.

FHKCX vs. GXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity China Region Fund (FHKCX) and SPDR S&P China ETF (GXC). 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.


FHKCXGXCDifference

Sharpe ratio

Return per unit of total volatility

2.06

0.46

+1.60

Sortino ratio

Return per unit of downside risk

2.62

0.76

+1.86

Omega ratio

Gain probability vs. loss probability

1.38

1.11

+0.27

Calmar ratio

Return relative to maximum drawdown

2.94

0.64

+2.30

Martin ratio

Return relative to average drawdown

11.28

2.01

+9.27

FHKCX vs. GXC - Sharpe Ratio Comparison

The current FHKCX Sharpe Ratio is 2.06, which is higher than the GXC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of FHKCX and GXC, 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


FHKCXGXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

0.46

+1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

-0.16

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.20

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.16

+0.24

Correlation

The correlation between FHKCX and GXC is 0.87, 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.


Dividends

FHKCX vs. GXC - Dividend Comparison

FHKCX's dividend yield for the trailing twelve months is around 1.62%, less than GXC's 2.51% yield.


TTM20252024202320222021202020192018201720162015
FHKCX
Fidelity China Region Fund
1.62%1.75%1.39%1.92%1.05%10.77%4.85%0.66%0.83%0.39%1.35%15.47%
GXC
SPDR S&P China ETF
2.51%2.40%2.81%3.70%2.67%1.35%1.04%1.60%2.03%1.84%2.05%2.85%

Drawdowns

FHKCX vs. GXC - Drawdown Comparison

The maximum FHKCX drawdown since its inception was -61.96%, smaller than the maximum GXC drawdown of -71.96%. Use the drawdown chart below to compare losses from any high point for FHKCX and GXC.


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Drawdown Indicators


FHKCXGXCDifference

Max Drawdown

Largest peak-to-trough decline

-61.96%

-71.96%

+10.00%

Max Drawdown (1Y)

Largest decline over 1 year

-15.90%

-16.11%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-53.82%

-54.30%

+0.48%

Max Drawdown (10Y)

Largest decline over 10 years

-58.41%

-60.23%

+1.82%

Current Drawdown

Current decline from peak

-8.40%

-32.31%

+23.91%

Average Drawdown

Average peak-to-trough decline

-20.37%

-28.81%

+8.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

5.26%

-1.11%

Volatility

FHKCX vs. GXC - Volatility Comparison

Fidelity China Region Fund (FHKCX) has a higher volatility of 9.78% compared to SPDR S&P China ETF (GXC) at 6.07%. This indicates that FHKCX's price experiences larger fluctuations and is considered to be riskier than GXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHKCXGXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.78%

6.07%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

16.55%

13.70%

+2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

23.25%

22.60%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.00%

28.92%

-4.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.11%

26.08%

-3.97%