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MCH vs. CNYA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MCH and CNYA is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

MCH vs. CNYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews China Active ETF (MCH) and iShares MSCI China A ETF (CNYA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MCH:

0.34

CNYA:

0.13

Sortino Ratio

MCH:

0.79

CNYA:

0.45

Omega Ratio

MCH:

1.11

CNYA:

1.07

Calmar Ratio

MCH:

0.36

CNYA:

0.10

Martin Ratio

MCH:

0.74

CNYA:

0.25

Ulcer Index

MCH:

17.63%

CNYA:

19.21%

Daily Std Dev

MCH:

36.88%

CNYA:

33.84%

Max Drawdown

MCH:

-40.53%

CNYA:

-49.48%

Current Drawdown

MCH:

-19.66%

CNYA:

-37.64%

Returns By Period

In the year-to-date period, MCH achieves a 5.51% return, which is significantly higher than CNYA's -0.43% return.


MCH

YTD

5.51%

1M

8.79%

6M

-2.19%

1Y

12.58%

5Y*

N/A

10Y*

N/A

CNYA

YTD

-0.43%

1M

4.28%

6M

-5.18%

1Y

4.83%

5Y*

1.19%

10Y*

N/A

*Annualized

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MCH vs. CNYA - Expense Ratio Comparison

MCH has a 0.79% expense ratio, which is higher than CNYA's 0.60% expense ratio.


Risk-Adjusted Performance

MCH vs. CNYA — Risk-Adjusted Performance Rank

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

MCH
The Risk-Adjusted Performance Rank of MCH is 4848
Overall Rank
The Sharpe Ratio Rank of MCH is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of MCH is 5656
Sortino Ratio Rank
The Omega Ratio Rank of MCH is 5454
Omega Ratio Rank
The Calmar Ratio Rank of MCH is 5151
Calmar Ratio Rank
The Martin Ratio Rank of MCH is 3535
Martin Ratio Rank

CNYA
The Risk-Adjusted Performance Rank of CNYA is 3030
Overall Rank
The Sharpe Ratio Rank of CNYA is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of CNYA is 3535
Sortino Ratio Rank
The Omega Ratio Rank of CNYA is 3939
Omega Ratio Rank
The Calmar Ratio Rank of CNYA is 2727
Calmar Ratio Rank
The Martin Ratio Rank of CNYA is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MCH vs. CNYA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews China Active ETF (MCH) and iShares MSCI China A ETF (CNYA). 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 MCH Sharpe Ratio is 0.34, which is higher than the CNYA Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of MCH and CNYA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

MCH vs. CNYA - Dividend Comparison

MCH's dividend yield for the trailing twelve months is around 1.25%, less than CNYA's 2.52% yield.


TTM202420232022202120202019201820172016
MCH
Matthews China Active ETF
1.25%1.31%1.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CNYA
iShares MSCI China A ETF
2.52%2.51%4.23%2.69%1.11%1.05%1.21%3.92%0.98%1.38%

Drawdowns

MCH vs. CNYA - Drawdown Comparison

The maximum MCH drawdown since its inception was -40.53%, smaller than the maximum CNYA drawdown of -49.48%. Use the drawdown chart below to compare losses from any high point for MCH and CNYA. For additional features, visit the drawdowns tool.


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Volatility

MCH vs. CNYA - Volatility Comparison


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