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

Correlation

The correlation between FXI and MCHI is 0.57, 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. MCHI - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
7.45%
33.01%
FXI
MCHI

Key characteristics

Sharpe Ratio

FXI:

1.19

MCHI:

0.93

Sortino Ratio

FXI:

1.82

MCHI:

1.48

Omega Ratio

FXI:

1.24

MCHI:

1.20

Calmar Ratio

FXI:

0.83

MCHI:

0.58

Martin Ratio

FXI:

3.71

MCHI:

2.42

Ulcer Index

FXI:

11.37%

MCHI:

13.35%

Daily Std Dev

FXI:

35.43%

MCHI:

34.84%

Max Drawdown

FXI:

-72.68%

MCHI:

-62.84%

Current Drawdown

FXI:

-31.57%

MCHI:

-41.67%

Returns By Period

In the year-to-date period, FXI achieves a 12.06% return, which is significantly higher than MCHI's 10.90% return. Over the past 10 years, FXI has underperformed MCHI with an annualized return of -1.91%, while MCHI has yielded a comparatively higher -0.29% annualized return.


FXI

YTD

12.06%

1M

-6.03%

6M

9.11%

1Y

37.44%

5Y*

-0.02%

10Y*

-1.91%

MCHI

YTD

10.90%

1M

-5.51%

6M

6.52%

1Y

28.68%

5Y*

-0.79%

10Y*

-0.29%

*Annualized

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FXI vs. MCHI - Expense Ratio Comparison

FXI has a 0.74% expense ratio, which is higher than MCHI's 0.59% 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 MCHI: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MCHI: 0.59%

Risk-Adjusted Performance

FXI vs. MCHI — 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

MCHI
The Risk-Adjusted Performance Rank of MCHI is 7676
Overall Rank
The Sharpe Ratio Rank of MCHI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of MCHI is 8181
Sortino Ratio Rank
The Omega Ratio Rank of MCHI is 8181
Omega Ratio Rank
The Calmar Ratio Rank of MCHI is 6969
Calmar Ratio Rank
The Martin Ratio Rank of MCHI is 6767
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. MCHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) and iShares MSCI China ETF (MCHI). 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
MCHI: 0.93
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
MCHI: 1.48
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
MCHI: 1.20
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
MCHI: 0.58
The chart of Martin ratio for FXI, currently valued at 3.71, compared to the broader market0.0020.0040.0060.00
FXI: 3.71
MCHI: 2.42

The current FXI Sharpe Ratio is 1.19, which is comparable to the MCHI Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FXI and MCHI, 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 Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.19
0.93
FXI
MCHI

Dividends

FXI vs. MCHI - Dividend Comparison

FXI's dividend yield for the trailing twelve months is around 1.57%, less than MCHI's 2.08% 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%
MCHI
iShares MSCI China ETF
2.08%2.31%3.49%2.15%1.04%1.04%1.45%1.60%1.56%1.66%2.76%2.35%

Drawdowns

FXI vs. MCHI - Drawdown Comparison

The maximum FXI drawdown since its inception was -72.68%, which is greater than MCHI's maximum drawdown of -62.84%. Use the drawdown chart below to compare losses from any high point for FXI and MCHI. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%NovemberDecember2025FebruaryMarchApril
-31.57%
-41.67%
FXI
MCHI

Volatility

FXI vs. MCHI - Volatility Comparison

iShares China Large-Cap ETF (FXI) has a higher volatility of 15.26% compared to iShares MSCI China ETF (MCHI) at 14.44%. This indicates that FXI's price experiences larger fluctuations and is considered to be riskier than MCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.26%
14.44%
FXI
MCHI