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MCHFX vs. MSMLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCHFX vs. MSMLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews China Fund (MCHFX) and Matthews Emerging Markets Small Companies Fund (MSMLX). The values are adjusted to include any dividend payments, if applicable.

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MCHFX vs. MSMLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCHFX
Matthews China Fund
-9.47%29.82%17.84%-19.21%-24.38%-19.41%43.07%34.57%-21.17%59.08%
MSMLX
Matthews Emerging Markets Small Companies Fund
-0.43%13.50%-6.10%20.04%-16.78%26.40%43.69%17.38%-17.80%30.43%

Returns By Period

In the year-to-date period, MCHFX achieves a -9.47% return, which is significantly lower than MSMLX's -0.43% return. Over the past 10 years, MCHFX has underperformed MSMLX with an annualized return of 5.77%, while MSMLX has yielded a comparatively higher 9.25% annualized return.


MCHFX

1D
-0.45%
1M
-10.05%
YTD
-9.47%
6M
-14.25%
1Y
6.51%
3Y*
3.67%
5Y*
-7.84%
10Y*
5.77%

MSMLX

1D
-1.87%
1M
-12.08%
YTD
-0.43%
6M
-1.97%
1Y
15.42%
3Y*
6.49%
5Y*
5.95%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MCHFX vs. MSMLX - Expense Ratio Comparison

MCHFX has a 1.12% expense ratio, which is lower than MSMLX's 1.37% expense ratio.


Return for Risk

MCHFX vs. MSMLX — Risk / Return Rank

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

MCHFX
MCHFX Risk / Return Rank: 99
Overall Rank
MCHFX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MCHFX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MCHFX Omega Ratio Rank: 1111
Omega Ratio Rank
MCHFX Calmar Ratio Rank: 66
Calmar Ratio Rank
MCHFX Martin Ratio Rank: 66
Martin Ratio Rank

MSMLX
MSMLX Risk / Return Rank: 3333
Overall Rank
MSMLX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MSMLX Sortino Ratio Rank: 3838
Sortino Ratio Rank
MSMLX Omega Ratio Rank: 3131
Omega Ratio Rank
MSMLX Calmar Ratio Rank: 3131
Calmar Ratio Rank
MSMLX Martin Ratio Rank: 2727
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.

MCHFX vs. MSMLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews China Fund (MCHFX) and Matthews Emerging Markets Small Companies Fund (MSMLX). 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.


MCHFXMSMLXDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.83

-0.55

Sortino ratio

Return per unit of downside risk

0.53

1.20

-0.67

Omega ratio

Gain probability vs. loss probability

1.07

1.16

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.02

0.87

-0.89

Martin ratio

Return relative to average drawdown

-0.06

2.85

-2.91

MCHFX vs. MSMLX - Sharpe Ratio Comparison

The current MCHFX Sharpe Ratio is 0.28, which is lower than the MSMLX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of MCHFX and MSMLX, 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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Sharpe Ratios by Period


MCHFXMSMLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.83

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.35

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.55

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.58

-0.28

Correlation

The correlation between MCHFX and MSMLX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MCHFX vs. MSMLX - Dividend Comparison

MCHFX's dividend yield for the trailing twelve months is around 1.50%, which matches MSMLX's 1.50% yield.


TTM20252024202320222021202020192018201720162015
MCHFX
Matthews China Fund
1.50%1.36%1.91%0.78%7.53%6.54%1.25%1.12%22.28%10.31%13.66%19.24%
MSMLX
Matthews Emerging Markets Small Companies Fund
1.50%1.50%3.95%8.36%8.04%9.18%0.28%0.51%21.31%8.12%0.43%0.13%

Drawdowns

MCHFX vs. MSMLX - Drawdown Comparison

The maximum MCHFX drawdown since its inception was -67.02%, which is greater than MSMLX's maximum drawdown of -36.40%. Use the drawdown chart below to compare losses from any high point for MCHFX and MSMLX.


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Drawdown Indicators


MCHFXMSMLXDifference

Max Drawdown

Largest peak-to-trough decline

-67.02%

-36.40%

-30.62%

Max Drawdown (1Y)

Largest decline over 1 year

-16.32%

-12.89%

-3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-60.35%

-28.00%

-32.35%

Max Drawdown (10Y)

Largest decline over 10 years

-64.75%

-34.33%

-30.42%

Current Drawdown

Current decline from peak

-44.17%

-12.89%

-31.28%

Average Drawdown

Average peak-to-trough decline

-22.00%

-9.30%

-12.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.02%

3.93%

+3.09%

Volatility

MCHFX vs. MSMLX - Volatility Comparison

The current volatility for Matthews China Fund (MCHFX) is 7.00%, while Matthews Emerging Markets Small Companies Fund (MSMLX) has a volatility of 8.16%. This indicates that MCHFX experiences smaller price fluctuations and is considered to be less risky than MSMLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCHFXMSMLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

8.16%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

12.87%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

22.32%

17.61%

+4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.83%

17.24%

+12.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.53%

16.83%

+9.70%