LNGZX vs. CHILX
LNGZX (Columbia Greater China Fund) and CHILX (BlackRock China A Opportunities Fund) are both China Equities funds. Over the past 5 years, LNGZX returned -8.49%/yr vs -0.01%/yr for CHILX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. LNGZX charges 1.25%/yr vs 0.99%/yr for CHILX.
Performance
LNGZX vs. CHILX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LNGZX achieves a -10.99% return, which is significantly lower than CHILX's 5.98% return.
LNGZX
- 1D
- 1.31%
- 1M
- 3.76%
- 6M
- -14.42%
- YTD
- -10.99%
- 1Y
- -2.31%
- 3Y*
- 1.74%
- 5Y*
- -8.49%
- 10Y*
- 2.95%
- ALL TIME*
- 7.28%
CHILX
- 1D
- 0.72%
- 1M
- -4.86%
- 6M
- 2.25%
- YTD
- 5.98%
- 1Y
- 23.73%
- 3Y*
- 9.50%
- 5Y*
- -0.01%
- 10Y*
- —
- ALL TIME*
- 11.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LNGZX vs. CHILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LNGZX Columbia Greater China Fund | -10.99% | 27.49% | 12.29% | -18.70% | -28.42% | -25.21% | 46.04% | 34.55% |
CHILX BlackRock China A Opportunities Fund | 5.98% | 26.30% | 15.44% | -12.29% | -28.54% | 3.54% | 48.69% | 48.44% |
Correlation
The correlation between LNGZX and CHILX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2019 | 0.70 |
The correlation between LNGZX and CHILX has been stable across timeframes, ranging from 0.69 to 0.70 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LNGZX vs. CHILX — Risk / Return Rank
LNGZX
CHILX
LNGZX vs. CHILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Greater China Fund (LNGZX) and BlackRock China A Opportunities Fund (CHILX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LNGZX | CHILX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.19 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 1.81 | -2.02 |
| Martin ratioReturn relative to average drawdown | -0.41 | 5.84 | -6.25 |
Loading charts...
Drawdowns
LNGZX vs. CHILX - Drawdown Comparison
The maximum LNGZX drawdown since its inception was -73.37%, which is greater than CHILX's maximum drawdown of -47.73%. Use the drawdown chart below to compare losses from any high point for LNGZX and CHILX.
Loading charts...
Drawdown Indicators
| LNGZX | CHILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.37% | -47.73% | -25.64% |
Max Drawdown (1Y)Largest decline over 1 year | -23.54% | -11.64% | -11.90% |
Max Drawdown (3Y)Largest decline over 3 years | -24.58% | -22.21% | -2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -56.81% | -43.88% | -12.93% |
Max Drawdown (10Y)Largest decline over 10 years | -67.94% | — | — |
Current DrawdownCurrent decline from peak | -53.57% | -11.34% | -42.23% |
Average DrawdownAverage peak-to-trough decline | -26.67% | -20.18% | -6.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.71% | 3.61% | +8.10% |
Volatility
LNGZX vs. CHILX - Volatility Comparison
The current volatility for Columbia Greater China Fund (LNGZX) is 6.62%, while BlackRock China A Opportunities Fund (CHILX) has a volatility of 10.16%. This indicates that LNGZX experiences smaller price fluctuations and is considered to be less risky than CHILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LNGZX | CHILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 10.16% | -3.54% |
Volatility (6M)Calculated over the trailing 6-month period | 16.18% | 17.04% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.84% | 20.70% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.57% | 20.76% | +8.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.61% | 22.11% | +4.50% |
LNGZX vs. CHILX - Expense Ratio Comparison
LNGZX has a 1.25% expense ratio, which is higher than CHILX's 0.99% expense ratio.
Dividends
LNGZX vs. CHILX - Dividend Comparison
LNGZX's dividend yield for the trailing twelve months is around 2.11%, less than CHILX's 2.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHILX BlackRock China A Opportunities Fund | 2.77% | 2.94% | 2.11% | 2.02% | 0.92% | 1.19% | 3.64% | 12.77% | 0.00% | 0.00% | 0.00% | 0.00% |
LNGZX Columbia Greater China Fund | 2.11% | 1.88% | 1.21% | 0.67% | 0.00% | 0.00% | 4.29% | 1.40% | 5.85% | 1.20% | 0.00% | 4.54% |
Frequently Asked Questions
LNGZX and CHILX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHILX has higher volatility (10.16%) compared to LNGZX (6.62%). In terms of maximum drawdown, LNGZX dropped -73.37% vs CHILX's -47.73%.
CHILX currently has the higher Sharpe Ratio (1.02 vs -0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for LNGZX and CHILX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer