PortfoliosLab logoPortfoliosLab logo
FXI vs. MINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXI vs. MINT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FXI achieves a -5.06% return, which is significantly lower than MINT's 2.56% return. Over the past 10 years, FXI has underperformed MINT with an annualized return of 2.48%, while MINT has yielded a comparatively higher 2.75% annualized return.


FXI

1D
-0.63%
1M
11.05%
6M
-5.01%
YTD
-5.06%
1Y
-2.38%
3Y*
10.14%
5Y*
0.08%
10Y*
2.48%
ALL TIME*
5.52%

MINT

1D
0.05%
1M
0.34%
6M
2.14%
YTD
2.56%
1Y
4.52%
3Y*
5.23%
5Y*
3.61%
10Y*
2.75%
ALL TIME*
2.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$719.56M$757.31M$954.29M
$158.65M$162.42M$156.49M

FXI vs. MINT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXI
iShares China Large-Cap ETF
-5.06%28.95%28.98%-12.42%-20.66%-20.06%8.92%14.90%-13.28%36.26%
MINT
PIMCO Enhanced Short Maturity Active ETF
2.56%4.74%5.94%6.26%-1.01%-0.03%1.62%3.34%1.72%1.86%

Correlation

The correlation between FXI and MINT is -0.10, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.10

Correlation (3Y)
Balances recent behavior with more history.

-0.00

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.07

Correlation (10Y)
Provides a long-term view across more market conditions.

0.01

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2009

-0.01

The correlation between FXI and MINT shifts across timeframes, from -0.10 (1 year) to 0.07 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FXI vs. MINT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FXI
FXI Risk / Return Rank: 99
Overall Rank
FXI Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FXI Sortino Ratio Rank: 88
Sortino Ratio Rank
FXI Omega Ratio Rank: 88
Omega Ratio Rank
FXI Calmar Ratio Rank: 99
Calmar Ratio Rank
FXI Martin Ratio Rank: 99
Martin Ratio Rank

MINT
MINT Risk / Return Rank: 100100
Overall Rank
MINT Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MINT Sortino Ratio Rank: 100100
Sortino Ratio Rank
MINT Omega Ratio Rank: 100100
Omega Ratio Rank
MINT Calmar Ratio Rank: 100100
Calmar Ratio Rank
MINT Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FXI vs. MINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) and PIMCO Enhanced Short Maturity Active ETF (MINT). 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.


FXIMINTDifference
Sharpe ratioReturn per unit of total volatility

-16.09

Sortino ratioReturn per unit of downside risk

-51.79

Omega ratioGain probability vs. loss probability

1.00

14.88

-13.89

Calmar ratioReturn relative to maximum drawdown

-0.10

91.19

-91.29

Martin ratioReturn relative to average drawdown

-0.24

705.26

-705.49

FXI vs. MINT - Sharpe Ratio Comparison

The current FXI Sharpe Ratio is -0.12, which is lower than the MINT Sharpe Ratio of 15.97. The chart below compares the historical Sharpe Ratios of FXI and MINT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FXI vs. MINT - Drawdown Comparison

The maximum FXI drawdown since its inception was -72.68%, which is greater than MINT's maximum drawdown of -4.62%. Use the drawdown chart below to compare losses from any high point for FXI and MINT.


Loading charts...

Drawdown Indicators


FXIMINTDifference

Max Drawdown

Largest peak-to-trough decline

-72.68%

-4.62%

-68.06%

Max Drawdown (1Y)

Largest decline over 1 year

-22.94%

-0.05%

-22.89%

Max Drawdown (3Y)

Largest decline over 3 years

-25.28%

-0.16%

-25.12%

Max Drawdown (5Y)

Largest decline over 5 years

-49.88%

-2.42%

-47.46%

Max Drawdown (10Y)

Largest decline over 10 years

-60.81%

-4.62%

-56.19%

Current Drawdown

Current decline from peak

-25.24%

0.00%

-25.24%

Average Drawdown

Average peak-to-trough decline

-31.20%

-0.17%

-31.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.08%

0.01%

+10.07%

Volatility

FXI vs. MINT - Volatility Comparison

iShares China Large-Cap ETF (FXI) has a higher volatility of 5.19% compared to PIMCO Enhanced Short Maturity Active ETF (MINT) at 0.09%. This indicates that FXI's price experiences larger fluctuations and is considered to be riskier than MINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FXIMINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

0.09%

+5.10%

Volatility (6M)

Calculated over the trailing 6-month period

14.26%

0.22%

+14.04%

Volatility (1Y)

Calculated over the trailing 1-year period

20.17%

0.28%

+19.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.44%

0.58%

+30.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.60%

0.94%

+26.66%

FXI vs. MINT - Expense Ratio Comparison

FXI has a 0.74% expense ratio, which is higher than MINT's 0.36% expense ratio.


Dividends

FXI vs. MINT - Dividend Comparison

FXI's dividend yield for the trailing twelve months is around 1.88%, less than MINT's 4.19% yield.


PositionTTM20252024202320222021202020192018201720162015
FXI
iShares China Large-Cap ETF
1.88%2.42%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%
MINT
PIMCO Enhanced Short Maturity Active ETF
4.19%4.63%5.22%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%

Frequently Asked Questions


FXI and MINT have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXI has higher volatility (5.19%) compared to MINT (0.09%). In terms of maximum drawdown, FXI dropped -72.68% vs MINT's -4.62%.

On 10-year performance, MINT leads with 2.75% vs 2.48% for FXI. On fees, MINT is cheaper at 0.36% per year. On volatility, MINT has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MINT has performed better with a 2.75% return vs 2.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MINT is cheaper with a 0.36% expense ratio, compared with 0.74% for FXI.

MINT has the higher dividend yield at 4.19%, compared with 1.88% for FXI.

FXI is categorized as China Equities, while MINT is Ultrashort Bond. They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.74% for FXI and 0.36% for MINT.

MINT currently has the higher Sharpe Ratio (15.97 vs -0.12), 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.

Portfolio Optimizer

Find the right allocation for FXI and MINT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer