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MCHI vs. FXI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

MCHI vs. FXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China ETF (MCHI) and undefined (FXI). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%OctoberNovemberDecember2025FebruaryMarch
40.23%
16.42%
MCHI
FXI

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Risk-Adjusted Performance

MCHI vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China ETF (MCHI) and undefined (undefined). 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.


Sharpe ratio
The chart of Sharpe ratio for MCHI, currently valued at 1.36, compared to the broader market-1.000.001.002.003.004.005.001.361.86
The chart of Sortino ratio for MCHI, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.0012.002.042.65
The chart of Omega ratio for MCHI, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.34
The chart of Calmar ratio for MCHI, currently valued at 0.76, compared to the broader market0.005.0010.0015.0020.000.761.11
The chart of Martin ratio for MCHI, currently valued at 3.42, compared to the broader market0.0020.0040.0060.0080.00100.003.425.63
MCHI
FXI


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2025FebruaryMarch
1.36
1.86
MCHI
FXI

Drawdowns

MCHI vs. FXI - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%OctoberNovemberDecember2025FebruaryMarch
-38.51%
-25.85%
MCHI
FXI

Volatility

MCHI vs. FXI - Volatility Comparison

iShares MSCI China ETF (MCHI) has a higher volatility of 9.92% compared to undefined (FXI) at 9.09%. This indicates that MCHI's price experiences larger fluctuations and is considered to be riskier than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%OctoberNovemberDecember2025FebruaryMarch
9.92%
9.09%
MCHI
FXI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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