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MCHFX vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

MCHFX vs. XRP-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, MCHFX achieves a 1.10% return, which is significantly higher than XRP-USD's -43.46% return.


MCHFX

1D
-0.57%
1M
-0.57%
YTD
1.10%
6M
0.12%
1Y
16.74%
3Y*
12.72%
5Y*
-6.66%
10Y*
7.60%

XRP-USD

1D
-3.01%
1M
-21.66%
YTD
-43.46%
6M
-43.24%
1Y
-52.46%
3Y*
29.45%
5Y*
11.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCHFX vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCHFX
Matthews China Fund
1.10%29.82%17.84%-19.21%-24.38%-19.41%43.07%34.57%-21.17%59.08%
XRP-USD
XRP
-43.46%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%

Correlation

The correlation between MCHFX and XRP-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

0.15

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Return for Risk

MCHFX vs. XRP-USD — Risk / Return Rank

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

MCHFX
MCHFX Risk / Return Rank: 1515
Overall Rank
MCHFX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
MCHFX Sortino Ratio Rank: 1717
Sortino Ratio Rank
MCHFX Omega Ratio Rank: 1515
Omega Ratio Rank
MCHFX Calmar Ratio Rank: 1717
Calmar Ratio Rank
MCHFX Martin Ratio Rank: 1414
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 4848
Overall Rank
XRP-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4444
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4444
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5353
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5353
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. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews China Fund (MCHFX) and XRP (XRP-USD). 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.


MCHFXXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.66

Sortino ratioReturn per unit of downside risk

+2.48

Omega ratioGain probability vs. loss probability

1.16

0.89

+0.27

Calmar ratioReturn relative to maximum drawdown

1.18

-0.74

+1.92

Martin ratioReturn relative to average drawdown

3.05

-1.15

+4.20

MCHFX vs. XRP-USD - Sharpe Ratio Comparison

The current MCHFX Sharpe Ratio is 0.89, which is higher than the XRP-USD Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of MCHFX and XRP-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MCHFX vs. XRP-USD - Drawdown Comparison

The maximum MCHFX drawdown since its inception was -67.02%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for MCHFX and XRP-USD.


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Drawdown Indicators


MCHFXXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-67.02%

-95.87%

+28.85%

Max Drawdown (1Y)

Largest decline over 1 year

-15.58%

-70.73%

+55.15%

Max Drawdown (3Y)

Largest decline over 3 years

-27.77%

-70.73%

+42.96%

Max Drawdown (5Y)

Largest decline over 5 years

-59.96%

-77.83%

+17.87%

Max Drawdown (10Y)

Largest decline over 10 years

-64.75%

Current Drawdown

Current decline from peak

-37.64%

-70.73%

+33.09%

Average Drawdown

Average peak-to-trough decline

-22.14%

-70.97%

+48.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.92%

39.65%

-33.73%

Volatility

MCHFX vs. XRP-USD - Volatility Comparison

The current volatility for Matthews China Fund (MCHFX) is 8.33%, while XRP (XRP-USD) has a volatility of 15.69%. This indicates that MCHFX experiences smaller price fluctuations and is considered to be less risky than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCHFXXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.33%

15.69%

-7.36%

Volatility (6M)

Calculated over the trailing 6-month period

16.30%

46.25%

-29.95%

Volatility (1Y)

Calculated over the trailing 1-year period

20.83%

56.07%

-35.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.08%

71.43%

-41.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.68%

111.60%

-84.92%

Frequently Asked Questions


MCHFX and XRP-USD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XRP-USD has higher volatility (15.69%) compared to MCHFX (8.33%). In terms of maximum drawdown, MCHFX dropped -67.02% vs XRP-USD's -95.87%.

MCHFX currently has the higher Sharpe Ratio (0.89 vs -0.78), 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.

Portfolio Optimizer

Find the right allocation for MCHFX and XRP-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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