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GXC vs. FXI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GXC vs. FXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P China ETF (GXC) and iShares China Large-Cap ETF (FXI). The values are adjusted to include any dividend payments, if applicable.

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GXC vs. FXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GXC
SPDR S&P China ETF
-3.81%30.84%14.60%-9.93%-22.12%-19.70%28.31%23.07%-19.39%51.66%
FXI
iShares China Large-Cap ETF
-6.24%28.95%28.98%-12.42%-20.66%-20.06%8.92%14.90%-13.28%36.26%

Returns By Period

In the year-to-date period, GXC achieves a -3.81% return, which is significantly higher than FXI's -6.24% return. Over the past 10 years, GXC has outperformed FXI with an annualized return of 5.19%, while FXI has yielded a comparatively lower 3.13% annualized return.


GXC

1D
2.12%
1M
-5.26%
YTD
-3.81%
6M
-10.09%
1Y
11.04%
3Y*
7.34%
5Y*
-4.55%
10Y*
5.19%

FXI

1D
2.57%
1M
-3.70%
YTD
-6.24%
6M
-11.79%
1Y
2.68%
3Y*
9.39%
5Y*
-3.25%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GXC vs. FXI - Expense Ratio Comparison

GXC has a 0.59% expense ratio, which is lower than FXI's 0.74% expense ratio.


Return for Risk

GXC vs. FXI — Risk / Return Rank

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

GXC
GXC Risk / Return Rank: 2929
Overall Rank
GXC Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GXC Sortino Ratio Rank: 2929
Sortino Ratio Rank
GXC Omega Ratio Rank: 2929
Omega Ratio Rank
GXC Calmar Ratio Rank: 2929
Calmar Ratio Rank
GXC Martin Ratio Rank: 2727
Martin Ratio Rank

FXI
FXI Risk / Return Rank: 1616
Overall Rank
FXI Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FXI Sortino Ratio Rank: 1616
Sortino Ratio Rank
FXI Omega Ratio Rank: 1616
Omega Ratio Rank
FXI Calmar Ratio Rank: 1616
Calmar Ratio Rank
FXI Martin Ratio Rank: 1616
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.

GXC vs. FXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P China ETF (GXC) and iShares China Large-Cap ETF (FXI). 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.


GXCFXIDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.11

+0.38

Sortino ratio

Return per unit of downside risk

0.80

0.32

+0.48

Omega ratio

Gain probability vs. loss probability

1.11

1.04

+0.07

Calmar ratio

Return relative to maximum drawdown

0.65

0.15

+0.49

Martin ratio

Return relative to average drawdown

2.06

0.46

+1.60

GXC vs. FXI - Sharpe Ratio Comparison

The current GXC Sharpe Ratio is 0.49, which is higher than the FXI Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of GXC and FXI, 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


GXCFXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.11

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

-0.10

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.11

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.17

-0.01

Correlation

The correlation between GXC and FXI is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GXC vs. FXI - Dividend Comparison

GXC's dividend yield for the trailing twelve months is around 2.50%, less than FXI's 2.58% yield.


TTM20252024202320222021202020192018201720162015
GXC
SPDR S&P China ETF
2.50%2.40%2.81%3.70%2.67%1.35%1.04%1.60%2.03%1.84%2.05%2.85%
FXI
iShares China Large-Cap ETF
2.58%2.42%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%

Drawdowns

GXC vs. FXI - Drawdown Comparison

The maximum GXC drawdown since its inception was -71.96%, roughly equal to the maximum FXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for GXC and FXI.


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Drawdown Indicators


GXCFXIDifference

Max Drawdown

Largest peak-to-trough decline

-71.96%

-72.68%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-16.56%

-17.25%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-54.30%

-55.14%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-60.23%

-60.81%

+0.58%

Current Drawdown

Current decline from peak

-32.02%

-26.17%

-5.85%

Average Drawdown

Average peak-to-trough decline

-28.81%

-31.27%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

5.85%

-0.65%

Volatility

GXC vs. FXI - Volatility Comparison

SPDR S&P China ETF (GXC) and iShares China Large-Cap ETF (FXI) have volatilities of 6.79% and 7.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXCFXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

7.06%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

14.69%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

22.59%

24.27%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.94%

31.64%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.08%

27.70%

-1.62%