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JCHI vs. FXI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JCHI and FXI is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

JCHI vs. FXI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JCHI:

0.32

FXI:

0.92

Sortino Ratio

JCHI:

0.79

FXI:

1.53

Omega Ratio

JCHI:

1.11

FXI:

1.20

Calmar Ratio

JCHI:

0.47

FXI:

0.65

Martin Ratio

JCHI:

0.81

FXI:

2.85

Ulcer Index

JCHI:

15.79%

FXI:

11.61%

Daily Std Dev

JCHI:

32.79%

FXI:

35.11%

Max Drawdown

JCHI:

-29.57%

FXI:

-72.68%

Current Drawdown

JCHI:

-13.64%

FXI:

-27.16%

Returns By Period

In the year-to-date period, JCHI achieves a 10.84% return, which is significantly lower than FXI's 19.28% return.


JCHI

YTD

10.84%

1M

10.12%

6M

9.69%

1Y

10.46%

5Y*

N/A

10Y*

N/A

FXI

YTD

19.28%

1M

8.81%

6M

21.75%

1Y

31.99%

5Y*

1.37%

10Y*

-0.89%

*Annualized

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JCHI vs. FXI - Expense Ratio Comparison

JCHI has a 0.65% expense ratio, which is lower than FXI's 0.74% expense ratio.


Risk-Adjusted Performance

JCHI vs. FXI — Risk-Adjusted Performance Rank

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

JCHI
The Risk-Adjusted Performance Rank of JCHI is 4040
Overall Rank
The Sharpe Ratio Rank of JCHI is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of JCHI is 4545
Sortino Ratio Rank
The Omega Ratio Rank of JCHI is 4646
Omega Ratio Rank
The Calmar Ratio Rank of JCHI is 5050
Calmar Ratio Rank
The Martin Ratio Rank of JCHI is 2828
Martin Ratio Rank

FXI
The Risk-Adjusted Performance Rank of FXI is 7575
Overall Rank
The Sharpe Ratio Rank of FXI is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FXI is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FXI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FXI is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FXI is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JCHI vs. FXI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active China ETF (JCHI) 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.


The current JCHI Sharpe Ratio is 0.32, which is lower than the FXI Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of JCHI 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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Dividends

JCHI vs. FXI - Dividend Comparison

JCHI's dividend yield for the trailing twelve months is around 1.91%, more than FXI's 1.48% yield.


TTM20242023202220212020201920182017201620152014
JCHI
JPMorgan Active China ETF
1.91%2.12%2.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXI
iShares China Large-Cap ETF
1.48%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%2.51%

Drawdowns

JCHI vs. FXI - Drawdown Comparison

The maximum JCHI drawdown since its inception was -29.57%, smaller than the maximum FXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for JCHI and FXI. For additional features, visit the drawdowns tool.


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Volatility

JCHI vs. FXI - Volatility Comparison

The current volatility for JPMorgan Active China ETF (JCHI) is 5.74%, while iShares China Large-Cap ETF (FXI) has a volatility of 7.19%. This indicates that JCHI experiences smaller price fluctuations and is considered to be less risky than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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