MJFOX vs. EWJ
Compare and contrast key facts about Matthews Japan Fund (MJFOX) and iShares MSCI Japan ETF (EWJ).
MJFOX is managed by Matthews Asia Funds. It was launched on Dec 30, 1998. EWJ is a passively managed fund by iShares that tracks the performance of the MSCI Japan Index. It was launched on Mar 12, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MJFOX or EWJ.
Correlation
The correlation between MJFOX and EWJ is 0.78, 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.
Performance
MJFOX vs. EWJ - Performance Comparison
Key characteristics
MJFOX:
0.68
EWJ:
0.35
MJFOX:
1.03
EWJ:
0.59
MJFOX:
1.13
EWJ:
1.07
MJFOX:
0.44
EWJ:
0.52
MJFOX:
2.67
EWJ:
1.30
MJFOX:
5.15%
EWJ:
4.87%
MJFOX:
20.40%
EWJ:
17.96%
MJFOX:
-67.76%
EWJ:
-58.89%
MJFOX:
-21.97%
EWJ:
-3.47%
Returns By Period
In the year-to-date period, MJFOX achieves a 2.15% return, which is significantly lower than EWJ's 3.38% return. Over the past 10 years, MJFOX has underperformed EWJ with an annualized return of 2.38%, while EWJ has yielded a comparatively higher 5.34% annualized return.
MJFOX
2.15%
3.96%
2.69%
12.24%
0.82%
2.38%
EWJ
3.38%
4.82%
1.56%
4.95%
5.65%
5.34%
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MJFOX vs. EWJ - Expense Ratio Comparison
MJFOX has a 1.05% expense ratio, which is higher than EWJ's 0.49% expense ratio.
Risk-Adjusted Performance
MJFOX vs. EWJ — Risk-Adjusted Performance Rank
MJFOX
EWJ
MJFOX vs. EWJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Matthews Japan Fund (MJFOX) and iShares MSCI Japan ETF (EWJ). 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.
Dividends
MJFOX vs. EWJ - Dividend Comparison
MJFOX's dividend yield for the trailing twelve months is around 2.08%, less than EWJ's 2.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MJFOX Matthews Japan Fund | 2.08% | 2.12% | 0.00% | 0.00% | 1.07% | 0.52% | 0.56% | 0.32% | 0.81% | 0.88% | 0.00% | 0.51% |
EWJ iShares MSCI Japan ETF | 2.27% | 2.34% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% |
Drawdowns
MJFOX vs. EWJ - Drawdown Comparison
The maximum MJFOX drawdown since its inception was -67.76%, which is greater than EWJ's maximum drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for MJFOX and EWJ. For additional features, visit the drawdowns tool.
Volatility
MJFOX vs. EWJ - Volatility Comparison
Matthews Japan Fund (MJFOX) and iShares MSCI Japan ETF (EWJ) have volatilities of 4.39% and 4.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.