PortfoliosLab logo
JCHI vs. KALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JCHI and KALL is 0.33, 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. KALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Active China ETF (JCHI) and KraneShares MSCI All China Index ETF (KALL). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

JCHI:

0.32

KALL:

0.38

Sortino Ratio

JCHI:

0.79

KALL:

0.83

Omega Ratio

JCHI:

1.11

KALL:

1.12

Calmar Ratio

JCHI:

0.47

KALL:

0.28

Martin Ratio

JCHI:

0.81

KALL:

0.89

Ulcer Index

JCHI:

15.79%

KALL:

16.34%

Daily Std Dev

JCHI:

32.79%

KALL:

33.99%

Max Drawdown

JCHI:

-29.57%

KALL:

-56.32%

Current Drawdown

JCHI:

-13.64%

KALL:

-39.17%

Returns By Period

In the year-to-date period, JCHI achieves a 10.84% return, which is significantly higher than KALL's 8.16% return.


JCHI

YTD

10.84%

1M

10.12%

6M

9.69%

1Y

10.46%

5Y*

N/A

10Y*

N/A

KALL

YTD

8.16%

1M

5.93%

6M

6.90%

1Y

12.84%

5Y*

0.42%

10Y*

-0.67%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JCHI vs. KALL - Expense Ratio Comparison

JCHI has a 0.65% expense ratio, which is higher than KALL's 0.49% expense ratio.


Risk-Adjusted Performance

JCHI vs. KALL — 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

KALL
The Risk-Adjusted Performance Rank of KALL is 4040
Overall Rank
The Sharpe Ratio Rank of KALL is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of KALL is 4747
Sortino Ratio Rank
The Omega Ratio Rank of KALL is 5252
Omega Ratio Rank
The Calmar Ratio Rank of KALL is 3333
Calmar Ratio Rank
The Martin Ratio Rank of KALL is 2929
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. KALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active China ETF (JCHI) and KraneShares MSCI All China Index ETF (KALL). 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 comparable to the KALL Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of JCHI and KALL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

JCHI vs. KALL - Dividend Comparison

JCHI's dividend yield for the trailing twelve months is around 1.91%, less than KALL's 2.15% yield.


TTM2024202320222021202020192018
JCHI
JPMorgan Active China ETF
1.91%2.12%2.13%0.00%0.00%0.00%0.00%0.00%
KALL
KraneShares MSCI All China Index ETF
2.15%2.33%3.37%2.28%4.64%1.01%1.45%2.06%

Drawdowns

JCHI vs. KALL - Drawdown Comparison

The maximum JCHI drawdown since its inception was -29.57%, smaller than the maximum KALL drawdown of -56.32%. Use the drawdown chart below to compare losses from any high point for JCHI and KALL. For additional features, visit the drawdowns tool.


Loading data...

Volatility

JCHI vs. KALL - Volatility Comparison

JPMorgan Active China ETF (JCHI) and KraneShares MSCI All China Index ETF (KALL) have volatilities of 5.74% and 5.87%, 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.


Loading data...