FXI vs. TMDX
FXI (iShares China Large-Cap ETF) is China Equities fund tracking the FTSE China 50 Index, while TMDX (TransMedics Group, Inc.) is a stock. Over the past 5 years, FXI returned -3.08%/yr vs 20.83%/yr for TMDX. At a 0.22 correlation, their price movements are largely independent.
Performance
FXI vs. TMDX - Performance Comparison
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Returns By Period
In the year-to-date period, FXI achieves a -7.83% return, which is significantly higher than TMDX's -40.07% return.
FXI
- 1D
- 1.09%
- 1M
- -2.51%
- YTD
- -7.83%
- 6M
- -8.72%
- 1Y
- -1.10%
- 3Y*
- 10.41%
- 5Y*
- -3.08%
- 10Y*
- 3.13%
TMDX
- 1D
- -0.92%
- 1M
- 15.36%
- YTD
- -40.07%
- 6M
- -42.50%
- 1Y
- -48.97%
- 3Y*
- -4.58%
- 5Y*
- 20.83%
- 10Y*
- —
FXI vs. TMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | -7.83% | 28.95% | 28.98% | -12.42% | -20.66% | -20.06% | 8.92% | 1.41% |
TMDX TransMedics Group, Inc. | -40.07% | 95.11% | -21.01% | 27.88% | 222.13% | -3.72% | 4.68% | -6.12% |
Correlation
The correlation between FXI and TMDX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 2, 2019 | 0.22 |
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Return for Risk
FXI vs. TMDX — Risk / Return Rank
FXI
TMDX
FXI vs. TMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) and TransMedics Group, Inc. (TMDX). 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 | TMDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.86 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | -0.84 | +0.65 |
| Martin ratioReturn relative to average drawdown | -0.38 | -1.99 | +1.61 |
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Drawdowns
FXI vs. TMDX - Drawdown Comparison
The maximum FXI drawdown since its inception was -72.68%, roughly equal to the maximum TMDX drawdown of -73.69%. Use the drawdown chart below to compare losses from any high point for FXI and TMDX.
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Drawdown Indicators
| FXI | TMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.68% | -73.69% | +1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -58.76% | +42.73% |
Max Drawdown (3Y)Largest decline over 3 years | -28.72% | -67.79% | +39.07% |
Max Drawdown (5Y)Largest decline over 5 years | -54.94% | -67.79% | +12.85% |
Max Drawdown (10Y)Largest decline over 10 years | -60.81% | — | — |
Current DrawdownCurrent decline from peak | -27.42% | -58.60% | +31.18% |
Average DrawdownAverage peak-to-trough decline | -31.21% | -31.89% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 24.65% | -16.99% |
Volatility
FXI vs. TMDX - Volatility Comparison
The current volatility for iShares China Large-Cap ETF (FXI) is 6.22%, while TransMedics Group, Inc. (TMDX) has a volatility of 12.66%. This indicates that FXI experiences smaller price fluctuations and is considered to be less risky than TMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXI | TMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 12.66% | -6.44% |
Volatility (6M)Calculated over the trailing 6-month period | 14.30% | 43.87% | -29.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.90% | 58.06% | -38.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.67% | 72.00% | -40.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.64% | 71.72% | -44.08% |
Dividends
FXI vs. TMDX - Dividend Comparison
FXI's dividend yield for the trailing twelve months is around 2.62%, while TMDX 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% |
TMDX TransMedics Group, 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 TMDX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMDX has higher volatility (12.66%) compared to FXI (6.22%). In terms of maximum drawdown, FXI dropped -72.68% vs TMDX's -73.69%.
FXI currently has the higher Sharpe Ratio (-0.15 vs -0.85), 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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