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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 -9.14% return, which is significantly lower than T's -8.33% return. Both investments have delivered pretty close results over the past 10 years, with FXI having a 2.09% annualized return and T not far behind at 2.02%.


FXI

1D
0.73%
1M
-0.09%
6M
-13.03%
YTD
-9.14%
1Y
-6.15%
3Y*
9.78%
5Y*
-2.64%
10Y*
2.09%

T

1D
2.57%
1M
-3.83%
6M
-5.16%
YTD
-8.33%
1Y
-14.60%
3Y*
23.91%
5Y*
6.50%
10Y*
2.02%
*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
-9.14%28.95%28.98%-12.42%-20.66%-20.06%8.92%14.90%-13.28%36.26%
T
AT&T Inc.
-8.33%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

0.05

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: 66
Overall Rank
FXI Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FXI Sortino Ratio Rank: 66
Sortino Ratio Rank
FXI Omega Ratio Rank: 66
Omega Ratio Rank
FXI Calmar Ratio Rank: 77
Calmar Ratio Rank
FXI Martin Ratio Rank: 66
Martin Ratio Rank

T
T Risk / Return Rank: 1919
Overall Rank
T Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
T Sortino Ratio Rank: 1717
Sortino Ratio Rank
T Omega Ratio Rank: 1818
Omega Ratio Rank
T Calmar Ratio Rank: 2626
Calmar Ratio Rank
T Martin Ratio Rank: 1818
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

+0.31

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

0.96

0.91

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.27

-0.51

+0.24

Martin ratioReturn relative to average drawdown

-0.64

-1.14

+0.50

FXI vs. T - Sharpe Ratio Comparison

The current FXI Sharpe Ratio is -0.31, which is higher than the T Sharpe Ratio of -0.62. 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

-22.94%

-28.89%

+5.95%

Max Drawdown (3Y)

Largest decline over 3 years

-28.72%

-28.89%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-52.08%

-32.01%

-20.07%

Max Drawdown (10Y)

Largest decline over 10 years

-60.81%

-42.35%

-18.46%

Current Drawdown

Current decline from peak

-28.45%

-22.66%

-5.79%

Average Drawdown

Average peak-to-trough decline

-31.22%

-15.74%

-15.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.59%

12.80%

-3.21%

Volatility

FXI vs. T - Volatility Comparison

The current volatility for iShares China Large-Cap ETF (FXI) is 6.30%, while AT&T Inc. (T) has a volatility of 10.04%. 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

6.30%

10.04%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

19.94%

-5.64%

Volatility (1Y)

Calculated over the trailing 1-year period

20.04%

23.65%

-3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.67%

24.40%

+7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.58%

23.91%

+3.67%

Dividends

FXI vs. T - Dividend Comparison

FXI's dividend yield for the trailing twelve months is around 1.97%, less than T's 5.05% yield.


PositionTTM20252024202320222021202020192018201720162015
FXI
iShares China Large-Cap ETF
1.97%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.
5.05%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 (10.04%) compared to FXI (6.30%). In terms of maximum drawdown, FXI dropped -72.68% vs T's -64.15%.

FXI currently has the higher Sharpe Ratio (-0.31 vs -0.62), 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

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