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GAAEX vs. ICHKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAAEX vs. ICHKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guinness Atkinson Alternative Energy Fund (GAAEX) and Guinness Atkinson China And Hong Kong Fund (ICHKX). The values are adjusted to include any dividend payments, if applicable.

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GAAEX vs. ICHKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAAEX
Guinness Atkinson Alternative Energy Fund
-3.94%26.64%-11.85%-2.39%-12.67%8.40%86.45%30.20%-15.49%20.68%
ICHKX
Guinness Atkinson China And Hong Kong Fund
-3.57%28.97%0.05%-14.52%-23.67%-6.90%14.58%30.08%-20.50%49.07%

Returns By Period

In the year-to-date period, GAAEX achieves a -3.94% return, which is significantly lower than ICHKX's -3.57% return. Over the past 10 years, GAAEX has outperformed ICHKX with an annualized return of 8.24%, while ICHKX has yielded a comparatively lower 3.91% annualized return.


GAAEX

1D
-0.97%
1M
-12.61%
YTD
-3.94%
6M
-1.93%
1Y
28.02%
3Y*
-1.40%
5Y*
-0.44%
10Y*
8.24%

ICHKX

1D
-0.32%
1M
-7.76%
YTD
-3.57%
6M
-4.32%
1Y
12.70%
3Y*
1.13%
5Y*
-6.49%
10Y*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GAAEX vs. ICHKX - Expense Ratio Comparison

GAAEX has a 1.98% expense ratio, which is higher than ICHKX's 1.71% expense ratio.


Return for Risk

GAAEX vs. ICHKX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GAAEX
GAAEX Risk / Return Rank: 6868
Overall Rank
GAAEX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GAAEX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GAAEX Omega Ratio Rank: 6161
Omega Ratio Rank
GAAEX Calmar Ratio Rank: 7373
Calmar Ratio Rank
GAAEX Martin Ratio Rank: 6666
Martin Ratio Rank

ICHKX
ICHKX Risk / Return Rank: 2828
Overall Rank
ICHKX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ICHKX Sortino Ratio Rank: 2626
Sortino Ratio Rank
ICHKX Omega Ratio Rank: 2525
Omega Ratio Rank
ICHKX Calmar Ratio Rank: 2929
Calmar Ratio Rank
ICHKX Martin Ratio Rank: 3232
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.

GAAEX vs. ICHKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guinness Atkinson Alternative Energy Fund (GAAEX) and Guinness Atkinson China And Hong Kong Fund (ICHKX). 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.


GAAEXICHKXDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.68

+0.56

Sortino ratio

Return per unit of downside risk

1.84

0.99

+0.84

Omega ratio

Gain probability vs. loss probability

1.23

1.14

+0.09

Calmar ratio

Return relative to maximum drawdown

1.69

0.83

+0.86

Martin ratio

Return relative to average drawdown

6.26

3.51

+2.74

GAAEX vs. ICHKX - Sharpe Ratio Comparison

The current GAAEX Sharpe Ratio is 1.23, which is higher than the ICHKX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of GAAEX and ICHKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GAAEXICHKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.68

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

-0.27

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.18

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.19

-0.29

Correlation

The correlation between GAAEX and ICHKX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GAAEX vs. ICHKX - Dividend Comparison

GAAEX's dividend yield for the trailing twelve months is around 0.34%, less than ICHKX's 1.10% yield.


TTM20252024202320222021202020192018201720162015
GAAEX
Guinness Atkinson Alternative Energy Fund
0.34%0.33%0.26%0.00%0.00%0.00%0.00%0.00%0.09%0.28%0.00%0.00%
ICHKX
Guinness Atkinson China And Hong Kong Fund
1.10%1.06%1.11%0.74%0.86%20.44%3.57%4.37%12.53%6.76%5.31%12.25%

Drawdowns

GAAEX vs. ICHKX - Drawdown Comparison

The maximum GAAEX drawdown since its inception was -85.83%, which is greater than ICHKX's maximum drawdown of -70.67%. Use the drawdown chart below to compare losses from any high point for GAAEX and ICHKX.


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Drawdown Indicators


GAAEXICHKXDifference

Max Drawdown

Largest peak-to-trough decline

-85.83%

-70.67%

-15.16%

Max Drawdown (1Y)

Largest decline over 1 year

-14.57%

-14.00%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-40.64%

-53.67%

+13.03%

Max Drawdown (10Y)

Largest decline over 10 years

-40.64%

-58.39%

+17.75%

Current Drawdown

Current decline from peak

-59.02%

-38.64%

-20.38%

Average Drawdown

Average peak-to-trough decline

-63.74%

-27.16%

-36.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

3.32%

+0.62%

Volatility

GAAEX vs. ICHKX - Volatility Comparison

Guinness Atkinson Alternative Energy Fund (GAAEX) has a higher volatility of 6.70% compared to Guinness Atkinson China And Hong Kong Fund (ICHKX) at 5.42%. This indicates that GAAEX's price experiences larger fluctuations and is considered to be riskier than ICHKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAAEXICHKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

5.42%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

13.83%

11.26%

+2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

21.99%

18.65%

+3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.23%

23.72%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.23%

22.40%

-0.17%