MATFX vs. MSFT

In the year-to-date period, MATFX achieves a 18.54% return, which is significantly higher than MSFT's 11.17% return. Over the past 10 years, MATFX has underperformed MSFT with an annualized return of -0.55%, while MSFT has yielded a comparatively higher 26.06% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Matthews Asia Innovators Fund (MATFX) and Microsoft Corporation (MSFT). 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 MATFX Sharpe Ratio is 1.26, which is higher than the MSFT Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of MATFX and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MATFX has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.54%.

The maximum MATFX drawdown since its inception was -77.90%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for MATFX and MSFT. For additional features, visit the drawdowns tool.

The current volatility for Matthews Asia Innovators Fund (MATFX) is 5.15%, while Microsoft Corporation (MSFT) has a volatility of 8.27%. This indicates that MATFX experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.