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MCSMX vs. MATFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCSMX vs. MATFX - Performance Comparison

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

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MCSMX vs. MATFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCSMX
Matthews China Small Companies Fund
10.66%28.85%2.82%-17.50%-31.25%6.71%82.73%35.41%-17.65%53.71%
MATFX
Matthews Asia Innovators Fund
6.71%30.22%16.47%-1.77%-24.66%-5.90%86.75%29.60%-18.59%52.78%

Returns By Period

In the year-to-date period, MCSMX achieves a 10.66% return, which is significantly higher than MATFX's 6.71% return. Both investments have delivered pretty close results over the past 10 years, with MCSMX having a 11.23% annualized return and MATFX not far ahead at 11.50%.


MCSMX

1D
-0.63%
1M
-10.72%
YTD
10.66%
6M
6.47%
1Y
31.98%
3Y*
6.45%
5Y*
-2.56%
10Y*
11.23%

MATFX

1D
-1.05%
1M
-9.74%
YTD
6.71%
6M
3.63%
1Y
36.32%
3Y*
15.76%
5Y*
2.57%
10Y*
11.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MCSMX vs. MATFX - Expense Ratio Comparison

MCSMX has a 1.41% expense ratio, which is higher than MATFX's 1.18% expense ratio.


Return for Risk

MCSMX vs. MATFX — Risk / Return Rank

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

MCSMX
MCSMX Risk / Return Rank: 6767
Overall Rank
MCSMX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MCSMX Sortino Ratio Rank: 7878
Sortino Ratio Rank
MCSMX Omega Ratio Rank: 7676
Omega Ratio Rank
MCSMX Calmar Ratio Rank: 5656
Calmar Ratio Rank
MCSMX Martin Ratio Rank: 4444
Martin Ratio Rank

MATFX
MATFX Risk / Return Rank: 8181
Overall Rank
MATFX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MATFX Sortino Ratio Rank: 8686
Sortino Ratio Rank
MATFX Omega Ratio Rank: 8282
Omega Ratio Rank
MATFX Calmar Ratio Rank: 8080
Calmar Ratio Rank
MATFX Martin Ratio Rank: 7070
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.

MCSMX vs. MATFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews China Small Companies Fund (MCSMX) and Matthews Asia Innovators Fund (MATFX). 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.


MCSMXMATFXDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.72

-0.23

Sortino ratio

Return per unit of downside risk

1.94

2.28

-0.34

Omega ratio

Gain probability vs. loss probability

1.29

1.32

-0.04

Calmar ratio

Return relative to maximum drawdown

1.32

1.92

-0.61

Martin ratio

Return relative to average drawdown

4.46

6.58

-2.12

MCSMX vs. MATFX - Sharpe Ratio Comparison

The current MCSMX Sharpe Ratio is 1.48, which is comparable to the MATFX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of MCSMX and MATFX, 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


MCSMXMATFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.72

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.11

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.52

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.25

+0.09

Correlation

The correlation between MCSMX and MATFX is 0.75, 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

MCSMX vs. MATFX - Dividend Comparison

MCSMX's dividend yield for the trailing twelve months is around 2.01%, while MATFX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MCSMX
Matthews China Small Companies Fund
2.01%2.23%1.35%2.36%1.78%26.38%16.98%1.03%2.25%5.66%4.79%8.88%
MATFX
Matthews Asia Innovators Fund
0.00%0.00%0.00%0.00%26.54%31.07%1.67%0.29%2.63%8.44%0.00%15.24%

Drawdowns

MCSMX vs. MATFX - Drawdown Comparison

The maximum MCSMX drawdown since its inception was -55.77%, smaller than the maximum MATFX drawdown of -76.88%. Use the drawdown chart below to compare losses from any high point for MCSMX and MATFX.


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Drawdown Indicators


MCSMXMATFXDifference

Max Drawdown

Largest peak-to-trough decline

-55.77%

-76.88%

+21.11%

Max Drawdown (1Y)

Largest decline over 1 year

-15.69%

-13.52%

-2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-53.98%

-45.33%

-8.65%

Max Drawdown (10Y)

Largest decline over 10 years

-55.77%

-52.42%

-3.35%

Current Drawdown

Current decline from peak

-24.92%

-10.64%

-14.28%

Average Drawdown

Average peak-to-trough decline

-20.31%

-28.35%

+8.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.63%

4.75%

+0.88%

Volatility

MCSMX vs. MATFX - Volatility Comparison

The current volatility for Matthews China Small Companies Fund (MCSMX) is 8.13%, while Matthews Asia Innovators Fund (MATFX) has a volatility of 9.83%. This indicates that MCSMX experiences smaller price fluctuations and is considered to be less risky than MATFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCSMXMATFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.13%

9.83%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

14.70%

15.52%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

22.12%

21.52%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

23.97%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.99%

22.22%

-0.23%