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FXI vs. NBCE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FXI vs. NBCE - Performance Comparison

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

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FXI vs. NBCE - Yearly Performance Comparison


2026 (YTD)202520242023
FXI
iShares China Large-Cap ETF
-7.13%28.95%28.98%-7.51%
NBCE
Neuberger Berman China Equity ETF
3.33%39.08%3.35%-2.22%

Returns By Period

In the year-to-date period, FXI achieves a -7.13% return, which is significantly lower than NBCE's 3.33% 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%

NBCE

1D
0.92%
1M
-6.23%
YTD
3.33%
6M
4.66%
1Y
32.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FXI vs. NBCE - Expense Ratio Comparison

Both FXI and NBCE have an expense ratio of 0.74%.


Return for Risk

FXI vs. NBCE — Risk / Return Rank

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

FXI
FXI Risk / Return Rank: 1414
Overall Rank
FXI Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FXI Sortino Ratio Rank: 1414
Sortino Ratio Rank
FXI Omega Ratio Rank: 1414
Omega Ratio Rank
FXI Calmar Ratio Rank: 1414
Calmar Ratio Rank
FXI Martin Ratio Rank: 1414
Martin Ratio Rank

NBCE
NBCE Risk / Return Rank: 8282
Overall Rank
NBCE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
NBCE Sortino Ratio Rank: 7979
Sortino Ratio Rank
NBCE Omega Ratio Rank: 8080
Omega Ratio Rank
NBCE Calmar Ratio Rank: 8282
Calmar Ratio Rank
NBCE Martin Ratio Rank: 8686
Martin Ratio Rank
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. NBCE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) and Neuberger Berman China Equity ETF (NBCE). 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.


FXINBCEDifference

Sharpe ratio

Return per unit of total volatility

0.08

1.60

-1.52

Sortino ratio

Return per unit of downside risk

0.28

2.07

-1.79

Omega ratio

Gain probability vs. loss probability

1.04

1.31

-0.27

Calmar ratio

Return relative to maximum drawdown

0.10

2.40

-2.30

Martin ratio

Return relative to average drawdown

0.29

10.50

-10.21

FXI vs. NBCE - Sharpe Ratio Comparison

The current FXI Sharpe Ratio is 0.08, which is lower than the NBCE Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of FXI and NBCE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FXINBCEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

1.60

-1.52

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

0.68

-0.52

Correlation

The correlation between FXI and NBCE is 0.71, 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. NBCE - Dividend Comparison

FXI's dividend yield for the trailing twelve months is around 2.60%, more than NBCE's 1.28% yield.


TTM20252024202320222021202020192018201720162015
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%
NBCE
Neuberger Berman China Equity ETF
1.28%1.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FXI vs. NBCE - Drawdown Comparison

The maximum FXI drawdown since its inception was -72.68%, which is greater than NBCE's maximum drawdown of -28.42%. Use the drawdown chart below to compare losses from any high point for FXI and NBCE.


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Drawdown Indicators


FXINBCEDifference

Max Drawdown

Largest peak-to-trough decline

-72.68%

-28.42%

-44.26%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-13.27%

-3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-55.14%

Max Drawdown (10Y)

Largest decline over 10 years

-60.81%

Current Drawdown

Current decline from peak

-26.87%

-7.12%

-19.75%

Average Drawdown

Average peak-to-trough decline

-31.27%

-9.67%

-21.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.89%

3.14%

+2.75%

Volatility

FXI vs. NBCE - Volatility Comparison

iShares China Large-Cap ETF (FXI) and Neuberger Berman China Equity ETF (NBCE) have volatilities of 6.74% and 6.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXINBCEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

6.96%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.71%

13.54%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

24.29%

20.37%

+3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.64%

24.20%

+7.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.70%

24.20%

+3.50%