FXI vs. JCHI
Compare and contrast key facts about iShares China Large-Cap ETF (FXI) and JPMorgan Active China ETF (JCHI).
FXI and JCHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXI is a passively managed fund by iShares that tracks the performance of the FTSE China 25 Index. It was launched on Oct 5, 2004. JCHI is an actively managed fund by JPMorgan. It was launched on Mar 15, 2023.
Performance
FXI vs. JCHI - Performance Comparison
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FXI vs. JCHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FXI iShares China Large-Cap ETF | -7.13% | 28.95% | 28.98% | -10.46% |
JCHI JPMorgan Active China ETF | -4.46% | 27.66% | 13.77% | -17.06% |
Returns By Period
In the year-to-date period, FXI achieves a -7.13% return, which is significantly lower than JCHI's -4.46% return.
FXI
- 1D
- -0.95%
- 1M
- -3.63%
- YTD
- -7.13%
- 6M
- -13.13%
- 1Y
- 1.94%
- 3Y*
- 9.04%
- 5Y*
- -3.44%
- 10Y*
- 3.03%
JCHI
- 1D
- 0.61%
- 1M
- -4.41%
- YTD
- -4.46%
- 6M
- -11.12%
- 1Y
- 9.44%
- 3Y*
- 3.21%
- 5Y*
- —
- 10Y*
- —
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FXI vs. JCHI - Expense Ratio Comparison
FXI has a 0.74% expense ratio, which is higher than JCHI's 0.65% expense ratio.
Return for Risk
FXI vs. JCHI — Risk / Return Rank
FXI
JCHI
FXI vs. JCHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) and JPMorgan Active China ETF (JCHI). 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.
| FXI | JCHI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 0.46 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.28 | 0.74 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.10 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 0.57 | -0.47 |
Martin ratioReturn relative to average drawdown | 0.29 | 1.66 | -1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FXI | JCHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 0.46 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.19 | -0.02 |
Correlation
The correlation between FXI and JCHI is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FXI vs. JCHI - Dividend Comparison
FXI's dividend yield for the trailing twelve months is around 2.60%, more than JCHI's 1.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | 2.60% | 2.42% | 1.76% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% |
JCHI JPMorgan Active China ETF | 1.89% | 1.81% | 2.12% | 2.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FXI vs. JCHI - Drawdown Comparison
The maximum FXI drawdown since its inception was -72.68%, which is greater than JCHI's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for FXI and JCHI.
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Drawdown Indicators
| FXI | JCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.68% | -29.57% | -43.11% |
Max Drawdown (1Y)Largest decline over 1 year | -16.74% | -15.93% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -55.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -60.81% | — | — |
Current DrawdownCurrent decline from peak | -26.87% | -11.98% | -14.89% |
Average DrawdownAverage peak-to-trough decline | -31.27% | -13.67% | -17.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 5.64% | +0.25% |
Volatility
FXI vs. JCHI - Volatility Comparison
iShares China Large-Cap ETF (FXI) has a higher volatility of 6.74% compared to JPMorgan Active China ETF (JCHI) at 5.77%. This indicates that FXI's price experiences larger fluctuations and is considered to be riskier than JCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXI | JCHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.74% | 5.77% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 14.71% | 12.55% | +2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.29% | 20.80% | +3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.64% | 25.16% | +6.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.70% | 25.16% | +2.54% |