JCHI vs. MCHI

In the year-to-date period, JCHI achieves a 12.00% return, which is significantly lower than MCHI's 18.65% return.

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JCHI has a 0.65% expense ratio, which is higher than MCHI's 0.59% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active China ETF (JCHI) and iShares MSCI China ETF (MCHI). 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 0.37, which is lower than the MCHI Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of JCHI and MCHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JCHI's dividend yield for the trailing twelve months is around 1.89%, less than MCHI's 1.95% yield.

The maximum JCHI drawdown since its inception was -29.57%, smaller than the maximum MCHI drawdown of -62.84%. Use the drawdown chart below to compare losses from any high point for JCHI and MCHI. For additional features, visit the drawdowns tool.

The current volatility for JPMorgan Active China ETF (JCHI) is 5.70%, while iShares MSCI China ETF (MCHI) has a volatility of 7.07%. This indicates that JCHI experiences smaller price fluctuations and is considered to be less risky than MCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.