JCHI vs. MCHS

In the year-to-date period, JCHI achieves a 12.00% return, which is significantly higher than MCHS's 9.77% return.

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JCHI has a 0.65% expense ratio, which is lower than MCHS's 0.89% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active China ETF (JCHI) and Matthews China Discovery Active ETF (MCHS). 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 higher than the MCHS Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of JCHI and MCHS, 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 MCHS's 4.99% yield.

The maximum JCHI drawdown since its inception was -29.57%, which is greater than MCHS's maximum drawdown of -23.75%. Use the drawdown chart below to compare losses from any high point for JCHI and MCHS. For additional features, visit the drawdowns tool.

JPMorgan Active China ETF (JCHI) and Matthews China Discovery Active ETF (MCHS) have volatilities of 5.70% and 5.48%, 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.