FXI vs. CORT

Last updated Jun 13, 2026

FXI (iShares China Large-Cap ETF) is China Equities fund tracking the FTSE China 50 Index, while CORT (Corcept Therapeutics Incorporated) is a stock. Over the past 10 years, FXI returned 3.13%/yr vs 31.68%/yr for CORT. At a 0.19 correlation, their price movements are largely independent.

Performance

FXI vs. CORT - Performance Comparison

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

Returns By Period

In the year-to-date period, FXI achieves a -7.83% return, which is significantly lower than CORT's 138.25% return. Over the past 10 years, FXI has underperformed CORT with an annualized return of 3.13%, while CORT has yielded a comparatively higher 31.68% annualized return.

FXI

• 1D: 1.09%
• 1M: -7.76%
• YTD: -7.83%
• 6M: -8.72%
• 1Y: -2.91%
• 3Y*: 10.41%
• 5Y*: -3.08%
• 10Y*: 3.13%

CORT

• 1D: -0.41%
• 1M: 45.25%
• YTD: 138.25%
• 6M: -5.77%
• 1Y: 16.48%
• 3Y*: 52.65%
• 5Y*: 30.95%
• 10Y*: 31.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FXI vs. CORT - 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%
CORT Corcept Therapeutics Incorporated	138.25%	-30.94%	55.14%	59.92%	2.58%	-24.31%	116.20%	-9.43%	-26.02%	148.76%

Correlation

The correlation between FXI and CORT is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (10Y) Calculated over the trailing 10-year period	0.22
Correlation (All Time) Calculated using the full available price history since Oct 8, 2004	0.19

Return for Risk

FXI vs. CORT — Risk / Return Rank

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

FXI

FXI Risk / Return Rank: 8
FXI Sharpe Ratio Rank: 8
FXI Sortino Ratio Rank: 8
FXI Omega Ratio Rank: 8
FXI Calmar Ratio Rank: 8
FXI Martin Ratio Rank: 8

CORT

CORT Risk / Return Rank: 53
CORT Sharpe Ratio Rank: 51
CORT Sortino Ratio Rank: 52
CORT Omega Ratio Rank: 63
CORT Calmar Ratio Rank: 49
CORT Martin Ratio Rank: 49

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.

FXI vs. CORT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) and Corcept Therapeutics Incorporated (CORT). 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	CORT	Difference
Sharpe ratio: Return per unit of total volatility	-0.15	0.22	-0.36
Sortino ratio: Return per unit of downside risk	-0.07	0.82	-0.90
Omega ratio: Gain probability vs. loss probability	0.99	1.17	-0.18
Calmar ratio: Return relative to maximum drawdown	-0.18	0.26	-0.44
Martin ratio: Return relative to average drawdown	-0.38	0.47	-0.85

FXI vs. CORT - Sharpe Ratio Comparison

The current FXI Sharpe Ratio is -0.15, which is lower than the CORT Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of FXI and CORT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FXI vs. CORT - Drawdown Comparison

The maximum FXI drawdown since its inception was -72.68%, smaller than the maximum CORT drawdown of -94.29%. Use the drawdown chart below to compare losses from any high point for FXI and CORT.

Drawdown Indicators

	FXI	CORT	Difference
Max Drawdown Largest peak-to-trough decline	-72.68%	-94.29%	+21.61%
Max Drawdown (1Y) Largest decline over 1 year	-16.03%	-64.40%	+48.37%
Max Drawdown (3Y) Largest decline over 3 years	-28.72%	-71.85%	+43.13%
Max Drawdown (5Y) Largest decline over 5 years	-54.94%	-71.85%	+16.91%
Max Drawdown (10Y) Largest decline over 10 years	-60.81%	-71.85%	+11.04%
Current Drawdown Current decline from peak	-27.42%	-27.41%	-0.01%
Average Drawdown Average peak-to-trough decline	-31.21%	-53.45%	+22.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.66%	35.37%	-27.71%

Volatility

FXI vs. CORT - Volatility Comparison

The current volatility for iShares China Large-Cap ETF (FXI) is 6.22%, while Corcept Therapeutics Incorporated (CORT) has a volatility of 14.28%. This indicates that FXI experiences smaller price fluctuations and is considered to be less risky than CORT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FXI	CORT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.22%	14.28%	-8.06%
Volatility (6M) Calculated over the trailing 6-month period	14.30%	85.36%	-71.06%
Volatility (1Y) Calculated over the trailing 1-year period	19.90%	76.98%	-57.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.67%	74.58%	-42.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.64%	67.23%	-39.59%

Dividends

FXI vs. CORT - Dividend Comparison

FXI's dividend yield for the trailing twelve months is around 2.62%, while CORT has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CORT Corcept Therapeutics Incorporated	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Can I hold both FXI and CORT in my portfolio?

FXI and CORT have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FXI or CORT?

CORT has higher volatility (14.28%) compared to FXI (6.22%). In terms of maximum drawdown, FXI dropped -72.68% vs CORT's -94.29%.

Which has better risk-adjusted returns?

CORT currently has the higher Sharpe Ratio (0.21 vs -0.15), 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.