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FHKCX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHKCX and SCHD is 0.56, 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

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 US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
181.65%
369.64%
FHKCX
SCHD

Key characteristics

Sharpe Ratio

FHKCX:

0.65

SCHD:

0.18

Sortino Ratio

FHKCX:

1.09

SCHD:

0.35

Omega Ratio

FHKCX:

1.13

SCHD:

1.05

Calmar Ratio

FHKCX:

0.35

SCHD:

0.18

Martin Ratio

FHKCX:

2.01

SCHD:

0.64

Ulcer Index

FHKCX:

8.31%

SCHD:

4.44%

Daily Std Dev

FHKCX:

25.59%

SCHD:

15.99%

Max Drawdown

FHKCX:

-62.36%

SCHD:

-33.37%

Current Drawdown

FHKCX:

-39.67%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, FHKCX achieves a -0.21% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, FHKCX has underperformed SCHD with an annualized return of 2.78%, while SCHD has yielded a comparatively higher 10.28% annualized return.


FHKCX

YTD

-0.21%

1M

-6.23%

6M

-5.91%

1Y

15.19%

5Y*

1.50%

10Y*

2.78%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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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.


Expense ratio chart for FHKCX: current value is 0.91%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FHKCX: 0.91%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

FHKCX vs. SCHD — Risk-Adjusted Performance Rank

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

FHKCX
The Risk-Adjusted Performance Rank of FHKCX is 6161
Overall Rank
The Sharpe Ratio Rank of FHKCX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FHKCX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FHKCX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FHKCX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FHKCX is 5757
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
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.

FHKCX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity China Region Fund (FHKCX) and Schwab US 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.


The chart of Sharpe ratio for FHKCX, currently valued at 0.65, compared to the broader market-1.000.001.002.003.00
FHKCX: 0.65
SCHD: 0.18
The chart of Sortino ratio for FHKCX, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.00
FHKCX: 1.09
SCHD: 0.35
The chart of Omega ratio for FHKCX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
FHKCX: 1.13
SCHD: 1.05
The chart of Calmar ratio for FHKCX, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.00
FHKCX: 0.35
SCHD: 0.18
The chart of Martin ratio for FHKCX, currently valued at 2.01, compared to the broader market0.0010.0020.0030.0040.0050.00
FHKCX: 2.01
SCHD: 0.64

The current FHKCX Sharpe Ratio is 0.65, which is higher than the SCHD Sharpe Ratio of 0.18. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.65
0.18
FHKCX
SCHD

Dividends

FHKCX vs. SCHD - Dividend Comparison

FHKCX's dividend yield for the trailing twelve months is around 1.39%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
FHKCX
Fidelity China Region Fund
1.39%1.39%1.92%1.05%0.13%0.97%0.66%0.83%0.39%1.14%16.83%15.96%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

FHKCX vs. SCHD - Drawdown Comparison

The maximum FHKCX drawdown since its inception was -62.36%, 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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-39.67%
-11.47%
FHKCX
SCHD

Volatility

FHKCX vs. SCHD - Volatility Comparison

Fidelity China Region Fund (FHKCX) has a higher volatility of 13.15% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.15%
11.20%
FHKCX
SCHD