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

Performance

FXI vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares China Large-Cap ETF (FXI) and AT&T Inc. (T). 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 -7.18% return, which is significantly lower than T's -3.08% return. Over the past 10 years, FXI has underperformed T with an annualized return of 2.96%, while T has yielded a comparatively higher 3.62% annualized return.


FXI

1D
-2.26%
1M
-2.76%
YTD
-7.18%
6M
-8.38%
1Y
2.05%
3Y*
11.73%
5Y*
-3.18%
10Y*
2.96%

T

1D
-4.42%
1M
-9.77%
YTD
-3.08%
6M
-4.92%
1Y
-12.10%
3Y*
22.12%
5Y*
7.39%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXI vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXI
iShares China Large-Cap ETF
-7.18%28.95%28.98%-12.42%-20.66%-20.06%8.92%14.90%-13.28%36.26%
T
AT&T Inc.
-3.08%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between FXI and T is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2004

0.31

The correlation between FXI and T shifts across timeframes, from -0.04 (1 year) to 0.31 (all time), 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. T — Risk / Return Rank

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

FXI
FXI Risk / Return Rank: 1010
Overall Rank
FXI Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FXI Sortino Ratio Rank: 1010
Sortino Ratio Rank
FXI Omega Ratio Rank: 99
Omega Ratio Rank
FXI Calmar Ratio Rank: 1010
Calmar Ratio Rank
FXI Martin Ratio Rank: 1010
Martin Ratio Rank

T
T Risk / Return Rank: 1717
Overall Rank
T Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
T Sortino Ratio Rank: 1616
Sortino Ratio Rank
T Omega Ratio Rank: 1717
Omega Ratio Rank
T Calmar Ratio Rank: 1919
Calmar Ratio Rank
T Martin Ratio Rank: 1414
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. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) and AT&T Inc. (T). 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.


FXITDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.03

0.92

+0.11

Calmar ratioReturn relative to maximum drawdown

0.13

-0.59

+0.72

Martin ratioReturn relative to average drawdown

0.28

-1.20

+1.49

FXI vs. T - Sharpe Ratio Comparison

The current FXI Sharpe Ratio is 0.10, which is higher than the T Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of FXI and T, 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...

Sharpe Ratios by Period


FXITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

-0.56

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.31

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.15

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.38

-0.21

Drawdowns

FXI vs. T - Drawdown Comparison

The maximum FXI drawdown since its inception was -72.68%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for FXI and T.


Loading charts...

Drawdown Indicators


FXITDifference

Max Drawdown

Largest peak-to-trough decline

-72.68%

-64.15%

-8.53%

Max Drawdown (1Y)

Largest decline over 1 year

-15.62%

-20.60%

+4.98%

Max Drawdown (3Y)

Largest decline over 3 years

-28.72%

-20.60%

-8.12%

Max Drawdown (5Y)

Largest decline over 5 years

-54.94%

-32.01%

-22.93%

Max Drawdown (10Y)

Largest decline over 10 years

-60.81%

-42.35%

-18.46%

Current Drawdown

Current decline from peak

-26.91%

-18.23%

-8.68%

Average Drawdown

Average peak-to-trough decline

-31.22%

-15.72%

-15.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.22%

10.08%

-2.86%

Volatility

FXI vs. T - Volatility Comparison

iShares China Large-Cap ETF (FXI) and AT&T Inc. (T) have volatilities of 7.13% 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.


Loading charts...

Volatility by Period


FXITDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

6.96%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

14.35%

17.27%

-2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

19.93%

21.86%

-1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.68%

23.92%

+7.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.67%

23.69%

+3.98%

Dividends

FXI vs. T - Dividend Comparison

FXI's dividend yield for the trailing twelve months is around 2.60%, less than T's 4.71% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
T
AT&T Inc.
4.71%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Frequently Asked Questions


FXI and T have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXI has higher volatility (7.13%) compared to T (6.96%). In terms of maximum drawdown, FXI dropped -72.68% vs T's -64.15%.

FXI currently has the higher Sharpe Ratio (0.10 vs -0.56), 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 T

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