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MAGC vs. AFTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAGC vs. AFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill China Magnificent Seven ETF (MAGC) and Pacer CSOP FTSE China A50 ETF (AFTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MAGC

1D
4.10%
1M
-2.34%
YTD
-15.36%
6M
-17.67%
1Y
-15.61%
3Y*
5Y*
10Y*

AFTY

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAGC vs. AFTY - Yearly Performance Comparison


2026 (YTD)20252024
MAGC
Roundhill China Magnificent Seven ETF
-15.36%16.35%-14.54%
AFTY
Pacer CSOP FTSE China A50 ETF
0.00%0.00%-0.72%

Correlation

The correlation between MAGC and AFTY is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 4, 2024

0.05

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Return for Risk

MAGC vs. AFTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MAGC
MAGC Risk / Return Rank: 44
Overall Rank
MAGC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MAGC Sortino Ratio Rank: 44
Sortino Ratio Rank
MAGC Omega Ratio Rank: 44
Omega Ratio Rank
MAGC Calmar Ratio Rank: 55
Calmar Ratio Rank
MAGC Martin Ratio Rank: 55
Martin Ratio Rank

AFTY
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MAGC vs. AFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill China Magnificent Seven ETF (MAGC) and Pacer CSOP FTSE China A50 ETF (AFTY). 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.


MAGCAFTYDifference

Sharpe ratio

Return per unit of total volatility

-0.59

Sortino ratio

Return per unit of downside risk

-0.73

Omega ratio

Gain probability vs. loss probability

0.92

Calmar ratio

Return relative to maximum drawdown

-0.44

Martin ratio

Return relative to average drawdown

-0.85

MAGC vs. AFTY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MAGCAFTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.29

Drawdowns

MAGC vs. AFTY - Drawdown Comparison


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Drawdown Indicators


MAGCAFTYDifference

Max Drawdown

Largest peak-to-trough decline

-32.86%

Max Drawdown (1Y)

Largest decline over 1 year

-32.86%

Current Drawdown

Current decline from peak

-28.88%

Average Drawdown

Average peak-to-trough decline

-15.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.98%

Volatility

MAGC vs. AFTY - Volatility Comparison


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Volatility by Period


MAGCAFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.63%

Volatility (6M)

Calculated over the trailing 6-month period

19.54%

Volatility (1Y)

Calculated over the trailing 1-year period

26.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.36%

MAGC vs. AFTY - Expense Ratio Comparison

MAGC has a 0.59% expense ratio, which is lower than AFTY's 0.70% expense ratio.


Dividends

MAGC vs. AFTY - Dividend Comparison

MAGC's dividend yield for the trailing twelve months is around 4.85%, while AFTY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AFTY
Pacer CSOP FTSE China A50 ETF
0.00%0.00%0.00%2.23%2.08%1.84%1.48%7.96%1.85%6.62%1.19%16.76%
MAGC
Roundhill China Magnificent Seven ETF
4.85%4.10%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MAGC and AFTY have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MAGC is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MAGC is cheaper with a 0.59% expense ratio, compared with 0.70% for AFTY.

MAGC has the higher dividend yield at 4.85%, compared with 0.00% for AFTY.

They also come from different issuers: Roundhill and Pacer. Their fees differ too: 0.59% for MAGC and 0.70% for AFTY.

Portfolio Optimizer

Find the right allocation for MAGC and AFTY

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