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MCHS vs. CNQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCHS vs. CNQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews China Discovery Active ETF (MCHS) and Rayliant-ChinaAMC Transformative China Tech ETF (CNQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MCHS achieves a 23.90% return, which is significantly higher than CNQQ's 1.50% return.


MCHS

1D
1.71%
1M
-14.97%
6M
11.94%
YTD
23.90%
1Y
36.95%
3Y*
5Y*
10Y*
ALL TIME*
24.01%

CNQQ

1D
0.73%
1M
-4.81%
6M
-0.44%
YTD
1.50%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$685.05K$467.08K$508.55K
$339.44K$914.40K$775.38K

MCHS vs. CNQQ - Yearly Performance Comparison


Correlation

The correlation between MCHS and CNQQ is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 26, 2025

0.74

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Return for Risk

MCHS vs. CNQQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MCHS
MCHS Risk / Return Rank: 4646
Overall Rank
MCHS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MCHS Sortino Ratio Rank: 4545
Sortino Ratio Rank
MCHS Omega Ratio Rank: 5050
Omega Ratio Rank
MCHS Calmar Ratio Rank: 4040
Calmar Ratio Rank
MCHS Martin Ratio Rank: 4646
Martin Ratio Rank

CNQQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MCHS vs. CNQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews China Discovery Active ETF (MCHS) and Rayliant-ChinaAMC Transformative China Tech ETF (CNQQ). 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.


MCHSCNQQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.43

Martin ratioReturn relative to average drawdown

5.25

MCHS vs. CNQQ - Sharpe Ratio Comparison


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Drawdowns

MCHS vs. CNQQ - Drawdown Comparison

The maximum MCHS drawdown since its inception was -24.83%, which is greater than CNQQ's maximum drawdown of -17.82%. Use the drawdown chart below to compare losses from any high point for MCHS and CNQQ.


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Drawdown Indicators


MCHSCNQQDifference

Max Drawdown

Largest peak-to-trough decline

-24.83%

-17.82%

-7.01%

Max Drawdown (1Y)

Largest decline over 1 year

-24.83%

Current Drawdown

Current decline from peak

-23.54%

-12.07%

-11.47%

Average Drawdown

Average peak-to-trough decline

-7.79%

-8.56%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.72%

Volatility

MCHS vs. CNQQ - Volatility Comparison


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Volatility by Period


MCHSCNQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.69%

Volatility (6M)

Calculated over the trailing 6-month period

27.18%

Volatility (1Y)

Calculated over the trailing 1-year period

29.98%

27.77%

+2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.25%

27.77%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.25%

27.77%

+2.48%

MCHS vs. CNQQ - Expense Ratio Comparison

MCHS has a 0.89% expense ratio, which is higher than CNQQ's 0.75% expense ratio.


Dividends

MCHS vs. CNQQ - Dividend Comparison

MCHS's dividend yield for the trailing twelve months is around 2.88%, more than CNQQ's 0.39% yield.


PositionTTM20252024
CNQQ
Rayliant-ChinaAMC Transformative China Tech ETF
0.39%0.09%0.00%
MCHS
Matthews China Discovery Active ETF
2.88%3.56%5.48%

Frequently Asked Questions


MCHS and CNQQ have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CNQQ is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CNQQ is cheaper with a 0.75% expense ratio, compared with 0.89% for MCHS.

MCHS has the higher dividend yield at 2.88%, compared with 0.39% for CNQQ.

They also come from different issuers: Matthews and Rayliant. Their fees differ too: 0.89% for MCHS and 0.75% for CNQQ.

Portfolio Optimizer

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