FXI vs. CMCSA
FXI (iShares China Large-Cap ETF) is China Equities fund tracking the FTSE China 50 Index, while CMCSA (Comcast Corporation) is a stock. Over the past 10 years, FXI returned 3.13%/yr vs 1.27%/yr for CMCSA. At a 0.37 correlation, their price movements are largely independent.
Performance
FXI vs. CMCSA - Performance Comparison
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Returns By Period
In the year-to-date period, FXI achieves a -7.83% return, which is significantly lower than CMCSA's -5.28% return. Over the past 10 years, FXI has outperformed CMCSA with an annualized return of 3.13%, while CMCSA has yielded a comparatively lower 1.27% annualized return.
FXI
- 1D
- 1.09%
- 1M
- -2.51%
- YTD
- -7.83%
- 6M
- -8.72%
- 1Y
- -1.10%
- 3Y*
- 10.41%
- 5Y*
- -3.08%
- 10Y*
- 3.13%
CMCSA
- 1D
- 2.21%
- 1M
- -1.05%
- YTD
- -5.28%
- 6M
- 3.97%
- 1Y
- -17.53%
- 3Y*
- -8.98%
- 5Y*
- -10.72%
- 10Y*
- 1.27%
FXI vs. CMCSA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | -7.83% | 28.95% | 28.98% | -12.42% | -20.66% | -20.06% | 8.92% | 14.90% | -13.28% | 36.26% |
CMCSA Comcast Corporation | -5.28% | -17.35% | -11.84% | 29.08% | -28.68% | -2.22% | 19.13% | 34.04% | -12.71% | 17.45% |
Correlation
The correlation between FXI and CMCSA is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2004 | 0.37 |
Over the past year, the correlation between FXI and CMCSA has dropped to 0.11 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
FXI vs. CMCSA — Risk / Return Rank
FXI
CMCSA
FXI vs. CMCSA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) and Comcast Corporation (CMCSA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FXI | CMCSA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.90 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | -0.67 | +0.48 |
| Martin ratioReturn relative to average drawdown | -0.38 | -1.26 | +0.88 |
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Drawdowns
FXI vs. CMCSA - Drawdown Comparison
The maximum FXI drawdown since its inception was -72.68%, which is greater than CMCSA's maximum drawdown of -67.89%. Use the drawdown chart below to compare losses from any high point for FXI and CMCSA.
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Drawdown Indicators
| FXI | CMCSA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.68% | -67.89% | -4.79% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -27.34% | +11.31% |
Max Drawdown (3Y)Largest decline over 3 years | -28.72% | -39.87% | +11.15% |
Max Drawdown (5Y)Largest decline over 5 years | -54.94% | -52.11% | -2.83% |
Max Drawdown (10Y)Largest decline over 10 years | -60.81% | -52.11% | -8.70% |
Current DrawdownCurrent decline from peak | -27.42% | -47.99% | +20.57% |
Average DrawdownAverage peak-to-trough decline | -31.21% | -24.62% | -6.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 14.38% | -6.72% |
Volatility
FXI vs. CMCSA - Volatility Comparison
The current volatility for iShares China Large-Cap ETF (FXI) is 6.22%, while Comcast Corporation (CMCSA) has a volatility of 7.12%. This indicates that FXI experiences smaller price fluctuations and is considered to be less risky than CMCSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXI | CMCSA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 7.12% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 14.30% | 24.86% | -10.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.90% | 29.24% | -9.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.67% | 26.96% | +4.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.64% | 26.49% | +1.15% |
Dividends
FXI vs. CMCSA - Dividend Comparison
FXI's dividend yield for the trailing twelve months is around 2.62%, less than CMCSA's 11.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | 11.84% | 4.35% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% |
FXI iShares China Large-Cap ETF | 2.62% | 2.42% | 1.76% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% |
Frequently Asked Questions
FXI and CMCSA have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMCSA has higher volatility (7.12%) compared to FXI (6.22%). In terms of maximum drawdown, FXI dropped -72.68% vs CMCSA's -67.89%.
FXI currently has the higher Sharpe Ratio (-0.15 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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