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MAPTX vs. DFRSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAPTX vs. DFRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews Pacific Tiger Fund (MAPTX) and DFA Asia Pacific Small Company (DFRSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MAPTX achieves a 38.53% return, which is significantly higher than DFRSX's 3.91% return. Over the past 10 years, MAPTX has outperformed DFRSX with an annualized return of 7.36%, while DFRSX has yielded a comparatively lower 6.94% annualized return.


MAPTX

1D
0.84%
1M
9.12%
YTD
38.53%
6M
40.60%
1Y
68.37%
3Y*
21.81%
5Y*
2.00%
10Y*
7.36%

DFRSX

1D
0.04%
1M
1.23%
YTD
3.91%
6M
2.29%
1Y
28.91%
3Y*
14.62%
5Y*
4.17%
10Y*
6.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAPTX vs. DFRSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAPTX
Matthews Pacific Tiger Fund
38.53%30.07%3.25%-4.82%-20.69%-17.92%28.88%10.75%-11.05%39.94%
DFRSX
DFA Asia Pacific Small Company
3.91%34.73%0.27%3.99%-16.96%12.59%14.24%13.30%-15.48%25.17%

Correlation

The correlation between MAPTX and DFRSX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 20, 1996

0.68

The correlation between MAPTX and DFRSX has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.

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Return for Risk

MAPTX vs. DFRSX — Risk / Return Rank

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

MAPTX
MAPTX Risk / Return Rank: 9292
Overall Rank
MAPTX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MAPTX Sortino Ratio Rank: 8686
Sortino Ratio Rank
MAPTX Omega Ratio Rank: 9191
Omega Ratio Rank
MAPTX Calmar Ratio Rank: 9494
Calmar Ratio Rank
MAPTX Martin Ratio Rank: 9393
Martin Ratio Rank

DFRSX
DFRSX Risk / Return Rank: 3939
Overall Rank
DFRSX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
DFRSX Sortino Ratio Rank: 4343
Sortino Ratio Rank
DFRSX Omega Ratio Rank: 4545
Omega Ratio Rank
DFRSX Calmar Ratio Rank: 3535
Calmar Ratio Rank
DFRSX Martin Ratio Rank: 2828
Martin Ratio Rank
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.

MAPTX vs. DFRSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews Pacific Tiger Fund (MAPTX) and DFA Asia Pacific Small Company (DFRSX). 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.


MAPTXDFRSXDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.63

1.34

+0.29

Calmar ratioReturn relative to maximum drawdown

5.12

2.09

+3.03

Martin ratioReturn relative to average drawdown

18.58

6.06

+12.51

MAPTX vs. DFRSX - Sharpe Ratio Comparison

The current MAPTX Sharpe Ratio is 3.22, which is higher than the DFRSX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of MAPTX and DFRSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MAPTX vs. DFRSX - Drawdown Comparison

The maximum MAPTX drawdown since its inception was -69.79%, roughly equal to the maximum DFRSX drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for MAPTX and DFRSX.


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Drawdown Indicators


MAPTXDFRSXDifference

Max Drawdown

Largest peak-to-trough decline

-69.79%

-69.06%

-0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-14.20%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-22.23%

-21.29%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-48.55%

-30.18%

-18.37%

Max Drawdown (10Y)

Largest decline over 10 years

-52.31%

-46.25%

-6.06%

Current Drawdown

Current decline from peak

0.00%

-6.54%

+6.54%

Average Drawdown

Average peak-to-trough decline

-17.42%

-17.20%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

4.88%

-1.07%

Volatility

MAPTX vs. DFRSX - Volatility Comparison

Matthews Pacific Tiger Fund (MAPTX) has a higher volatility of 12.64% compared to DFA Asia Pacific Small Company (DFRSX) at 5.18%. This indicates that MAPTX's price experiences larger fluctuations and is considered to be riskier than DFRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAPTXDFRSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.64%

5.18%

+7.46%

Volatility (6M)

Calculated over the trailing 6-month period

20.22%

13.33%

+6.89%

Volatility (1Y)

Calculated over the trailing 1-year period

22.31%

16.09%

+6.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.59%

17.36%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

17.07%

+1.46%

MAPTX vs. DFRSX - Expense Ratio Comparison

MAPTX has a 1.09% expense ratio, which is higher than DFRSX's 0.42% expense ratio.


Dividends

MAPTX vs. DFRSX - Dividend Comparison

MAPTX's dividend yield for the trailing twelve months is around 1.68%, less than DFRSX's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
DFRSX
DFA Asia Pacific Small Company
4.73%4.92%4.66%4.70%9.99%12.82%2.91%4.56%3.48%4.01%3.79%3.96%
MAPTX
Matthews Pacific Tiger Fund
1.68%2.33%8.93%2.93%8.52%4.85%5.74%3.44%4.78%1.25%2.61%11.18%

Frequently Asked Questions


MAPTX and DFRSX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MAPTX has higher volatility (12.64%) compared to DFRSX (5.18%). In terms of maximum drawdown, MAPTX dropped -69.79% vs DFRSX's -69.06%.

MAPTX currently has the higher Sharpe Ratio (3.22 vs 1.85), 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.

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