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

Correlation

The correlation between MCH and CQQQ is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

MCH vs. CQQQ - Performance Comparison

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

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Key characteristics

Daily Std Dev

MCH:

23.04%

CQQQ:

41.58%

Max Drawdown

MCH:

-1.71%

CQQQ:

-73.99%

Current Drawdown

MCH:

-1.06%

CQQQ:

-60.23%

Returns By Period


MCH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

CQQQ

YTD

8.20%

1M

3.65%

6M

1.05%

1Y

19.61%

5Y*

-4.31%

10Y*

0.09%

*Annualized

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MCH vs. CQQQ - Expense Ratio Comparison

MCH has a 0.79% expense ratio, which is higher than CQQQ's 0.70% expense ratio.


Risk-Adjusted Performance

MCH vs. CQQQ — 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 3636
Martin Ratio Rank

CQQQ
The Risk-Adjusted Performance Rank of CQQQ is 6060
Overall Rank
The Sharpe Ratio Rank of CQQQ is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of CQQQ is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CQQQ is 6666
Omega Ratio Rank
The Calmar Ratio Rank of CQQQ is 5151
Calmar Ratio Rank
The Martin Ratio Rank of CQQQ is 5555
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. CQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews China Active ETF (MCH) and Invesco China Technology ETF (CQQQ). 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.



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Dividends

MCH vs. CQQQ - Dividend Comparison

MCH's dividend yield for the trailing twelve months is around 1.25%, more than CQQQ's 0.26% yield.


TTM20242023202220212020201920182017201620152014
MCH
Matthews China Active ETF
1.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CQQQ
Invesco China Technology ETF
0.26%0.28%0.55%0.08%0.00%0.47%0.01%0.43%1.41%1.69%1.77%1.00%

Drawdowns

MCH vs. CQQQ - Drawdown Comparison

The maximum MCH drawdown since its inception was -1.71%, smaller than the maximum CQQQ drawdown of -73.99%. Use the drawdown chart below to compare losses from any high point for MCH and CQQQ. For additional features, visit the drawdowns tool.


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Volatility

MCH vs. CQQQ - Volatility Comparison


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