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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 1.74% return, which is significantly higher than XRP-USD's -36.95% return.


MCHFX

1D
-1.24%
1M
3.30%
YTD
1.74%
6M
1.26%
1Y
22.17%
3Y*
12.28%
5Y*
-6.40%
10Y*
7.43%

XRP-USD

1D
-3.33%
1M
-17.93%
YTD
-36.95%
6M
-44.69%
1Y
-47.35%
3Y*
31.46%
5Y*
4.66%
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
1.74%29.82%17.84%-19.21%-24.38%-19.41%43.07%34.57%-21.17%59.08%
XRP-USD
XRP
-36.95%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%33,831.71%

Correlation

The correlation between MCHFX and XRP-USD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.16

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jan 3, 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: 1919
Overall Rank
MCHFX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MCHFX Sortino Ratio Rank: 2121
Sortino Ratio Rank
MCHFX Omega Ratio Rank: 1919
Omega Ratio Rank
MCHFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
MCHFX Martin Ratio Rank: 1616
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5151
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4949
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5757
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5555
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.


MCHFXXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+2.81

Omega ratioGain probability vs. loss probability

1.23

0.91

+0.32

Calmar ratioReturn relative to maximum drawdown

1.65

-0.70

+2.35

Martin ratioReturn relative to average drawdown

4.39

-1.11

+5.50

MCHFX vs. XRP-USD - Sharpe Ratio Comparison

The current MCHFX Sharpe Ratio is 1.28, which is higher than the XRP-USD Sharpe Ratio of -0.70. 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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Sharpe Ratios by Period


MCHFXXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

-0.70

+1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.05

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.54

-0.22

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%

-67.36%

+51.78%

Max Drawdown (3Y)

Largest decline over 3 years

-27.77%

-67.36%

+39.59%

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

-37.25%

-67.36%

+30.11%

Average Drawdown

Average peak-to-trough decline

-22.11%

-71.01%

+48.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

43.26%

-37.50%

Volatility

MCHFX vs. XRP-USD - Volatility Comparison

The current volatility for Matthews China Fund (MCHFX) is 7.67%, while XRP (XRP-USD) has a volatility of 12.23%. 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

7.67%

12.23%

-4.56%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

45.40%

-30.20%

Volatility (1Y)

Calculated over the trailing 1-year period

20.05%

56.01%

-35.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.97%

72.44%

-42.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.64%

111.85%

-85.21%

Frequently Asked Questions


MCHFX and XRP-USD have a correlation of 0.22, 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 (12.23%) compared to MCHFX (7.67%). In terms of maximum drawdown, MCHFX dropped -67.02% vs XRP-USD's -95.87%.

MCHFX currently has the higher Sharpe Ratio (1.28 vs -0.70), 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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