FXI vs. TALO
FXI (iShares China Large-Cap ETF) is China Equities fund tracking the FTSE China 50 Index, while TALO (Talos Energy Inc.) is a stock. Over the past 5 years, FXI returned -3.08%/yr vs -2.42%/yr for TALO. At a 0.22 correlation, their price movements are largely independent.
Performance
FXI vs. TALO - Performance Comparison
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Returns By Period
In the year-to-date period, FXI achieves a -7.83% return, which is significantly lower than TALO's 35.75% return.
FXI
- 1D
- 1.09%
- 1M
- -5.24%
- YTD
- -7.83%
- 6M
- -8.72%
- 1Y
- -1.10%
- 3Y*
- 10.41%
- 5Y*
- -3.08%
- 10Y*
- 3.13%
TALO
- 1D
- 1.08%
- 1M
- -3.05%
- YTD
- 35.75%
- 6M
- 31.46%
- 1Y
- 60.00%
- 3Y*
- 2.24%
- 5Y*
- -2.42%
- 10Y*
- —
FXI vs. TALO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | -7.83% | 28.95% | 28.98% | -12.42% | -20.66% | -20.06% | 8.92% | 14.90% | -15.57% |
TALO Talos Energy Inc. | 35.75% | 13.49% | -31.76% | -24.63% | 92.65% | 18.93% | -72.67% | 84.74% | -53.37% |
Correlation
The correlation between FXI and TALO 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 | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 10, 2018 | 0.22 |
The correlation between FXI and TALO shifts across timeframes, from -0.02 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FXI vs. TALO — Risk / Return Rank
FXI
TALO
FXI vs. TALO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) and Talos Energy Inc. (TALO). 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.
| FXI | TALO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.23 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 3.48 | -3.67 |
| Martin ratioReturn relative to average drawdown | -0.38 | 8.53 | -8.91 |
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Drawdowns
FXI vs. TALO - Drawdown Comparison
The maximum FXI drawdown since its inception was -72.68%, smaller than the maximum TALO drawdown of -86.34%. Use the drawdown chart below to compare losses from any high point for FXI and TALO.
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Drawdown Indicators
| FXI | TALO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.68% | -86.34% | +13.66% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -18.53% | +2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -28.72% | -63.16% | +34.44% |
Max Drawdown (5Y)Largest decline over 5 years | -54.94% | -74.63% | +19.69% |
Max Drawdown (10Y)Largest decline over 10 years | -60.81% | — | — |
Current DrawdownCurrent decline from peak | -27.42% | -60.07% | +32.65% |
Average DrawdownAverage peak-to-trough decline | -31.21% | -58.56% | +27.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 7.55% | +0.11% |
Volatility
FXI vs. TALO - Volatility Comparison
The current volatility for iShares China Large-Cap ETF (FXI) is 6.22%, while Talos Energy Inc. (TALO) has a volatility of 15.13%. This indicates that FXI experiences smaller price fluctuations and is considered to be less risky than TALO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXI | TALO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 15.13% | -8.91% |
Volatility (6M)Calculated over the trailing 6-month period | 14.30% | 38.25% | -23.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.90% | 48.80% | -28.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.67% | 55.92% | -24.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.64% | 64.35% | -36.71% |
Dividends
FXI vs. TALO - Dividend Comparison
FXI's dividend yield for the trailing twelve months is around 2.62%, while TALO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | 2.62% | 2.42% | 1.76% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% |
TALO Talos Energy Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FXI and TALO 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.
TALO has higher volatility (15.13%) compared to FXI (6.22%). In terms of maximum drawdown, FXI dropped -72.68% vs TALO's -86.34%.
TALO currently has the higher Sharpe Ratio (1.32 vs -0.15), 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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