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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.

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Returns By Period

In the year-to-date period, FXI achieves a -13.61% return, which is significantly lower than T's -6.13% return. Over the past 10 years, FXI has underperformed T with an annualized return of 2.55%, while T has yielded a comparatively higher 2.70% annualized return.


FXI

1D
-1.79%
1M
-6.88%
YTD
-13.61%
6M
-14.15%
1Y
-7.33%
3Y*
9.64%
5Y*
-4.39%
10Y*
2.55%

T

1D
3.21%
1M
-9.70%
YTD
-6.13%
6M
-4.67%
1Y
-15.59%
3Y*
20.20%
5Y*
7.06%
10Y*
2.70%
*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
-13.61%28.95%28.98%-12.42%-20.66%-20.06%8.92%14.90%-13.28%36.26%
T
AT&T Inc.
-6.13%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 -0.02, 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

-0.02

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 8, 2004

0.31

The correlation between FXI and T shifts across timeframes, from -0.02 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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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: 55
Overall Rank
FXI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FXI Sortino Ratio Rank: 55
Sortino Ratio Rank
FXI Omega Ratio Rank: 55
Omega Ratio Rank
FXI Calmar Ratio Rank: 66
Calmar Ratio Rank
FXI Martin Ratio Rank: 55
Martin Ratio Rank

T
T Risk / Return Rank: 1414
Overall Rank
T Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
T Sortino Ratio Rank: 1414
Sortino Ratio Rank
T Omega Ratio Rank: 1515
Omega Ratio Rank
T Calmar Ratio Rank: 1818
Calmar Ratio Rank
T Martin Ratio Rank: 99
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.

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.


FXITDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

0.95

0.90

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.37

-0.66

+0.29

Martin ratioReturn relative to average drawdown

-0.90

-1.40

+0.50

FXI vs. T - Sharpe Ratio Comparison

The current FXI Sharpe Ratio is -0.37, which is higher than the T Sharpe Ratio of -0.69. 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.


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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.


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Drawdown Indicators


FXITDifference

Max Drawdown

Largest peak-to-trough decline

-72.68%

-64.15%

-8.53%

Max Drawdown (1Y)

Largest decline over 1 year

-19.91%

-23.57%

+3.66%

Max Drawdown (3Y)

Largest decline over 3 years

-28.72%

-23.57%

-5.15%

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

-31.97%

-20.80%

-11.17%

Average Drawdown

Average peak-to-trough decline

-31.21%

-15.72%

-15.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.13%

11.14%

-3.01%

Volatility

FXI vs. T - Volatility Comparison

The current volatility for iShares China Large-Cap ETF (FXI) is 6.02%, while AT&T Inc. (T) has a volatility of 8.49%. This indicates that FXI experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

8.49%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

18.37%

-3.71%

Volatility (1Y)

Calculated over the trailing 1-year period

20.00%

22.66%

-2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.72%

24.12%

+7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.60%

23.79%

+3.81%

Dividends

FXI vs. T - Dividend Comparison

FXI's dividend yield for the trailing twelve months is around 2.07%, less than T's 4.87% yield.


PositionTTM20252024202320222021202020192018201720162015
FXI
iShares China Large-Cap ETF
2.07%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.
4.87%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 -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (8.49%) compared to FXI (6.02%). In terms of maximum drawdown, FXI dropped -72.68% vs T's -64.15%.

FXI currently has the higher Sharpe Ratio (-0.37 vs -0.69), 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.

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