MCHFX vs. MITSY
MCHFX (Matthews China Fund) is China Equities fund managed by Matthews, while MITSY (Mitsui & Company Ltd) is a stock. Over the past 10 years, MCHFX returned 6.23%/yr vs 17.97%/yr for MITSY. At a 0.30 correlation, their price movements are largely independent.
Performance
MCHFX vs. MITSY - Performance Comparison
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Returns By Period
In the year-to-date period, MCHFX achieves a -3.14% return, which is significantly lower than MITSY's -0.21% return. Over the past 10 years, MCHFX has underperformed MITSY with an annualized return of 6.23%, while MITSY has yielded a comparatively higher 17.97% annualized return.
MCHFX
- 1D
- -2.69%
- 1M
- -3.81%
- 6M
- -8.20%
- YTD
- -3.14%
- 1Y
- 10.82%
- 3Y*
- 9.45%
- 5Y*
- -6.87%
- 10Y*
- 6.23%
MITSY
- 1D
- 2.97%
- 1M
- -3.11%
- 6M
- -7.57%
- YTD
- -0.21%
- 1Y
- 41.90%
- 3Y*
- 18.15%
- 5Y*
- 21.20%
- 10Y*
- 17.97%
MCHFX vs. MITSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCHFX Matthews China Fund | -3.14% | 29.82% | 17.84% | -19.21% | -24.38% | -19.41% | 43.07% | 34.57% | -21.17% | 59.08% |
MITSY Mitsui & Company Ltd | -0.21% | 43.31% | 13.10% | 28.00% | 23.12% | 28.70% | 4.06% | 14.13% | -4.90% | 20.93% |
Correlation
The correlation between MCHFX and MITSY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2011 | 0.30 |
The correlation between MCHFX and MITSY shifts across timeframes, from 0.19 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MCHFX vs. MITSY — Risk / Return Rank
MCHFX
MITSY
MCHFX vs. MITSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Matthews China Fund (MCHFX) and Mitsui & Company Ltd (MITSY). 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.
| MCHFX | MITSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.24 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.28 | -0.50 |
| Martin ratioReturn relative to average drawdown | 1.96 | 3.93 | -1.97 |
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Drawdowns
MCHFX vs. MITSY - Drawdown Comparison
The maximum MCHFX drawdown since its inception was -67.02%, which is greater than MITSY's maximum drawdown of -44.45%. Use the drawdown chart below to compare losses from any high point for MCHFX and MITSY.
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Drawdown Indicators
| MCHFX | MITSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.02% | -44.45% | -22.57% |
Max Drawdown (1Y)Largest decline over 1 year | -15.58% | -32.95% | +17.37% |
Max Drawdown (3Y)Largest decline over 3 years | -27.77% | -33.95% | +6.18% |
Max Drawdown (5Y)Largest decline over 5 years | -58.71% | -33.95% | -24.76% |
Max Drawdown (10Y)Largest decline over 10 years | -64.75% | -33.95% | -30.80% |
Current DrawdownCurrent decline from peak | -40.26% | -28.20% | -12.06% |
Average DrawdownAverage peak-to-trough decline | -22.16% | -16.14% | -6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.10% | 10.70% | -4.60% |
Volatility
MCHFX vs. MITSY - Volatility Comparison
Matthews China Fund (MCHFX) and Mitsui & Company Ltd (MITSY) have volatilities of 8.14% and 8.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCHFX | MITSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.14% | 8.20% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 16.85% | 24.76% | -7.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.42% | 31.17% | -9.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.11% | 29.76% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.71% | 26.81% | -0.10% |
Dividends
MCHFX vs. MITSY - Dividend Comparison
MCHFX's dividend yield for the trailing twelve months is around 1.40%, while MITSY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCHFX Matthews China Fund | 1.40% | 1.36% | 1.91% | 0.78% | 7.53% | 6.54% | 1.25% | 1.12% | 22.28% | 10.31% | 13.66% | 19.24% |
MITSY Mitsui & Company Ltd | 0.00% | 1.17% | 1.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.65% | 3.82% | 0.00% |
Frequently Asked Questions
MCHFX and MITSY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MITSY has higher volatility (8.20%) compared to MCHFX (8.14%). In terms of maximum drawdown, MCHFX dropped -67.02% vs MITSY's -44.45%.
MITSY currently has the higher Sharpe Ratio (1.35 vs 0.57), 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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