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FHKCX vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHKCX vs. SCHD - Performance Comparison

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

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FHKCX vs. SCHD - 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%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, FHKCX achieves a 8.35% return, which is significantly lower than SCHD's 12.17% return. Both investments have delivered pretty close results over the past 10 years, with FHKCX having a 12.46% annualized return and SCHD not far behind at 12.25%.


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%

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHKCX vs. SCHD - Expense Ratio Comparison

FHKCX has a 0.91% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Return for Risk

FHKCX vs. SCHD — 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

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity China Region Fund (FHKCX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.


FHKCXSCHDDifference

Sharpe ratio

Return per unit of total volatility

2.06

0.88

+1.19

Sortino ratio

Return per unit of downside risk

2.62

1.32

+1.30

Omega ratio

Gain probability vs. loss probability

1.38

1.19

+0.19

Calmar ratio

Return relative to maximum drawdown

2.94

1.05

+1.89

Martin ratio

Return relative to average drawdown

11.28

3.55

+7.73

FHKCX vs. SCHD - Sharpe Ratio Comparison

The current FHKCX Sharpe Ratio is 2.06, which is higher than the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of FHKCX and SCHD, 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


FHKCXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

0.88

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.58

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.74

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.84

-0.44

Correlation

The correlation between FHKCX and SCHD is 0.45, 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

FHKCX vs. SCHD - Dividend Comparison

FHKCX's dividend yield for the trailing twelve months is around 1.62%, less than SCHD's 3.46% 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%
SCHD
Schwab U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

FHKCX vs. SCHD - Drawdown Comparison

The maximum FHKCX drawdown since its inception was -61.96%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FHKCX and SCHD.


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Drawdown Indicators


FHKCXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-61.96%

-33.37%

-28.59%

Max Drawdown (1Y)

Largest decline over 1 year

-15.90%

-12.74%

-3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-53.82%

-16.85%

-36.97%

Max Drawdown (10Y)

Largest decline over 10 years

-58.41%

-33.37%

-25.04%

Current Drawdown

Current decline from peak

-8.40%

-3.43%

-4.97%

Average Drawdown

Average peak-to-trough decline

-20.37%

-3.34%

-17.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

3.75%

+0.40%

Volatility

FHKCX vs. SCHD - Volatility Comparison

Fidelity China Region Fund (FHKCX) has a higher volatility of 9.78% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that FHKCX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHKCXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.78%

2.33%

+7.45%

Volatility (6M)

Calculated over the trailing 6-month period

16.55%

7.96%

+8.59%

Volatility (1Y)

Calculated over the trailing 1-year period

23.25%

15.69%

+7.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.00%

14.40%

+9.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.11%

16.70%

+5.41%