PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JCHI vs. KALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JCHI and KALL 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.


-0.50.00.51.01.0

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.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-1.55%
5.05%
JCHI
KALL

Key characteristics

Sharpe Ratio

JCHI:

0.42

KALL:

0.48

Sortino Ratio

JCHI:

0.86

KALL:

0.92

Omega Ratio

JCHI:

1.11

KALL:

1.13

Calmar Ratio

JCHI:

0.44

KALL:

0.27

Martin Ratio

JCHI:

1.07

KALL:

1.25

Ulcer Index

JCHI:

12.20%

KALL:

12.14%

Daily Std Dev

JCHI:

30.89%

KALL:

31.75%

Max Drawdown

JCHI:

-29.57%

KALL:

-56.32%

Current Drawdown

JCHI:

-26.14%

KALL:

-46.03%

Returns By Period

In the year-to-date period, JCHI achieves a -3.21% return, which is significantly higher than KALL's -4.04% return.


JCHI

YTD

-3.21%

1M

-7.41%

6M

-1.56%

1Y

14.50%

5Y*

N/A

10Y*

N/A

KALL

YTD

-4.04%

1M

-6.86%

6M

5.05%

1Y

16.93%

5Y*

-3.80%

10Y*

N/A

*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.


JCHI
JPMorgan Active China ETF
Expense ratio chart for JCHI: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for KALL: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

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 2626
Overall Rank
The Sharpe Ratio Rank of JCHI is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of JCHI is 2929
Sortino Ratio Rank
The Omega Ratio Rank of JCHI is 3030
Omega Ratio Rank
The Calmar Ratio Rank of JCHI is 2929
Calmar Ratio Rank
The Martin Ratio Rank of JCHI is 2020
Martin Ratio Rank

KALL
The Risk-Adjusted Performance Rank of KALL is 2727
Overall Rank
The Sharpe Ratio Rank of KALL is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of KALL is 3030
Sortino Ratio Rank
The Omega Ratio Rank of KALL is 3434
Omega Ratio Rank
The Calmar Ratio Rank of KALL is 2222
Calmar Ratio Rank
The Martin Ratio Rank of KALL is 2222
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.


Sharpe ratio
The chart of Sharpe ratio for JCHI, currently valued at 0.42, compared to the broader market0.002.004.000.420.48
The chart of Sortino ratio for JCHI, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.0010.000.860.92
The chart of Omega ratio for JCHI, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.13
The chart of Calmar ratio for JCHI, currently valued at 0.44, compared to the broader market0.005.0010.0015.000.440.58
The chart of Martin ratio for JCHI, currently valued at 1.07, compared to the broader market0.0020.0040.0060.0080.00100.001.071.25
JCHI
KALL

The current JCHI Sharpe Ratio is 0.42, which is comparable to the KALL Sharpe Ratio of 0.48. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.42
0.48
JCHI
KALL

Dividends

JCHI vs. KALL - Dividend Comparison

JCHI has not paid dividends to shareholders, while KALL's dividend yield for the trailing twelve months is around 2.43%.


TTM2024202320222021202020192018201720162015
JCHI
JPMorgan Active China ETF
0.00%0.00%2.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KALL
KraneShares MSCI All China Index ETF
2.43%2.33%3.37%2.28%4.64%1.01%1.45%2.06%1.21%6.62%0.56%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-26.14%
-26.05%
JCHI
KALL

Volatility

JCHI vs. KALL - Volatility Comparison

JPMorgan Active China ETF (JCHI) and KraneShares MSCI All China Index ETF (KALL) have volatilities of 9.59% and 10.01%, 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.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
9.59%
10.01%
JCHI
KALL
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab