FXI vs. T
Compare and contrast key facts about iShares China Large-Cap ETF (FXI) and AT&T Inc. (T).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FXI or T.
Key characteristics
| FXI | T | |
|---|---|---|
| YTD Return | 5.87% | 2.06% |
| 1Y Return | -5.61% | 3.27% |
| 3Y Return (Ann) | -16.51% | -4.04% |
| 5Y Return (Ann) | -8.42% | 1.12% |
| 10Y Return (Ann) | -0.57% | 2.84% |
| Sharpe Ratio | -0.15 | 0.06 |
| Daily Std Dev | 27.57% | 24.56% |
| Max Drawdown | -72.68% | -63.88% |
| Current Drawdown | -49.88% | -21.42% |
Correlation
The correlation between FXI and T is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FXI vs. T - Performance Comparison
In the year-to-date period, FXI achieves a 5.87% return, which is significantly higher than T's 2.06% return. Over the past 10 years, FXI has underperformed T with an annualized return of -0.57%, while T has yielded a comparatively higher 2.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FXI vs. T - Risk-Adjusted Performance 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.
Dividends
FXI vs. T - Dividend Comparison
FXI's dividend yield for the trailing twelve months is around 2.99%, less than T's 6.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | 2.99% | 3.17% | 2.60% | 1.59% | 2.18% | 2.72% | 2.68% | 2.30% | 2.68% | 2.89% | 2.50% | 2.63% |
T AT&T Inc. | 6.69% | 6.62% | 7.35% | 11.19% | 9.58% | 6.91% | 9.28% | 6.67% | 5.98% | 7.23% | 7.25% | 6.78% |
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 -63.88%. Use the drawdown chart below to compare losses from any high point for FXI and T. For additional features, visit the drawdowns tool.
Volatility
FXI vs. T - Volatility Comparison
iShares China Large-Cap ETF (FXI) has a higher volatility of 5.75% compared to AT&T Inc. (T) at 5.03%. This indicates that FXI's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.