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FXI vs. EEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FXI and EEM is 0.61, 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

FXI vs. EEM - Performance Comparison

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

140.00%160.00%180.00%200.00%220.00%240.00%NovemberDecember2025FebruaryMarchApril
196.19%
233.98%
FXI
EEM

Key characteristics

Sharpe Ratio

FXI:

1.19

EEM:

0.57

Sortino Ratio

FXI:

1.82

EEM:

0.94

Omega Ratio

FXI:

1.24

EEM:

1.12

Calmar Ratio

FXI:

0.83

EEM:

0.41

Martin Ratio

FXI:

3.71

EEM:

1.83

Ulcer Index

FXI:

11.37%

EEM:

6.02%

Daily Std Dev

FXI:

35.43%

EEM:

19.26%

Max Drawdown

FXI:

-72.68%

EEM:

-66.43%

Current Drawdown

FXI:

-31.57%

EEM:

-17.59%

Returns By Period

In the year-to-date period, FXI achieves a 12.06% return, which is significantly higher than EEM's 4.09% return. Over the past 10 years, FXI has underperformed EEM with an annualized return of -1.91%, while EEM has yielded a comparatively higher 2.12% annualized return.


FXI

YTD

12.06%

1M

-6.03%

6M

9.11%

1Y

37.44%

5Y*

-0.02%

10Y*

-1.91%

EEM

YTD

4.09%

1M

-2.51%

6M

-1.98%

1Y

9.75%

5Y*

6.43%

10Y*

2.12%

*Annualized

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FXI vs. EEM - Expense Ratio Comparison

FXI has a 0.74% expense ratio, which is higher than EEM's 0.68% expense ratio.


Expense ratio chart for FXI: current value is 0.74%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXI: 0.74%
Expense ratio chart for EEM: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EEM: 0.68%

Risk-Adjusted Performance

FXI vs. EEM — Risk-Adjusted Performance Rank

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

FXI
The Risk-Adjusted Performance Rank of FXI is 8383
Overall Rank
The Sharpe Ratio Rank of FXI is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FXI is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FXI is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FXI is 7979
Calmar Ratio Rank
The Martin Ratio Rank of FXI is 7979
Martin Ratio Rank

EEM
The Risk-Adjusted Performance Rank of EEM is 6161
Overall Rank
The Sharpe Ratio Rank of EEM is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of EEM is 6565
Sortino Ratio Rank
The Omega Ratio Rank of EEM is 6262
Omega Ratio Rank
The Calmar Ratio Rank of EEM is 5757
Calmar Ratio Rank
The Martin Ratio Rank of EEM is 5858
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.

FXI vs. EEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) and iShares MSCI Emerging Markets ETF (EEM). 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 FXI, currently valued at 1.19, compared to the broader market-1.000.001.002.003.004.00
FXI: 1.19
EEM: 0.57
The chart of Sortino ratio for FXI, currently valued at 1.82, compared to the broader market-2.000.002.004.006.008.00
FXI: 1.82
EEM: 0.94
The chart of Omega ratio for FXI, currently valued at 1.24, compared to the broader market0.501.001.502.002.50
FXI: 1.24
EEM: 1.12
The chart of Calmar ratio for FXI, currently valued at 0.83, compared to the broader market0.002.004.006.008.0010.0012.00
FXI: 0.83
EEM: 0.41
The chart of Martin ratio for FXI, currently valued at 3.71, compared to the broader market0.0020.0040.0060.00
FXI: 3.71
EEM: 1.83

The current FXI Sharpe Ratio is 1.19, which is higher than the EEM Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FXI and EEM, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.19
0.57
FXI
EEM

Dividends

FXI vs. EEM - Dividend Comparison

FXI's dividend yield for the trailing twelve months is around 1.57%, less than EEM's 2.34% yield.


TTM20242023202220212020201920182017201620152014
FXI
iShares China Large-Cap ETF
1.57%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%2.51%
EEM
iShares MSCI Emerging Markets ETF
2.34%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%

Drawdowns

FXI vs. EEM - Drawdown Comparison

The maximum FXI drawdown since its inception was -72.68%, which is greater than EEM's maximum drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for FXI and EEM. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2025FebruaryMarchApril
-31.57%
-17.59%
FXI
EEM

Volatility

FXI vs. EEM - Volatility Comparison

iShares China Large-Cap ETF (FXI) has a higher volatility of 15.26% compared to iShares MSCI Emerging Markets ETF (EEM) at 11.36%. This indicates that FXI's price experiences larger fluctuations and is considered to be riskier than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.26%
11.36%
FXI
EEM