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MJFOX vs. MAPTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MJFOX vs. MAPTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews Japan Fund (MJFOX) and Matthews Pacific Tiger Fund (MAPTX). The values are adjusted to include any dividend payments, if applicable.

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MJFOX vs. MAPTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MJFOX
Matthews Japan Fund
-1.91%22.72%16.31%25.79%-27.84%-5.79%29.80%26.08%-20.12%33.22%
MAPTX
Matthews Pacific Tiger Fund
-1.16%30.07%3.25%-4.82%-20.69%-17.92%28.88%10.75%-11.05%39.94%

Returns By Period

In the year-to-date period, MJFOX achieves a -1.91% return, which is significantly lower than MAPTX's -1.16% return. Over the past 10 years, MJFOX has outperformed MAPTX with an annualized return of 7.88%, while MAPTX has yielded a comparatively lower 3.83% annualized return.


MJFOX

1D
-0.08%
1M
-14.22%
YTD
-1.91%
6M
1.35%
1Y
19.54%
3Y*
17.66%
5Y*
4.82%
10Y*
7.88%

MAPTX

1D
-1.11%
1M
-13.39%
YTD
-1.16%
6M
2.34%
1Y
28.93%
3Y*
6.59%
5Y*
-4.14%
10Y*
3.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MJFOX vs. MAPTX - Expense Ratio Comparison

MJFOX has a 1.05% expense ratio, which is lower than MAPTX's 1.09% expense ratio.


Return for Risk

MJFOX vs. MAPTX — Risk / Return Rank

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

MJFOX
MJFOX Risk / Return Rank: 4141
Overall Rank
MJFOX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MJFOX Sortino Ratio Rank: 4343
Sortino Ratio Rank
MJFOX Omega Ratio Rank: 3636
Omega Ratio Rank
MJFOX Calmar Ratio Rank: 4646
Calmar Ratio Rank
MJFOX Martin Ratio Rank: 3939
Martin Ratio Rank

MAPTX
MAPTX Risk / Return Rank: 7474
Overall Rank
MAPTX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MAPTX Sortino Ratio Rank: 8282
Sortino Ratio Rank
MAPTX Omega Ratio Rank: 8181
Omega Ratio Rank
MAPTX Calmar Ratio Rank: 6666
Calmar Ratio Rank
MAPTX Martin Ratio Rank: 5959
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.

MJFOX vs. MAPTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews Japan Fund (MJFOX) and Matthews Pacific Tiger Fund (MAPTX). 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.


MJFOXMAPTXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.59

-0.75

Sortino ratio

Return per unit of downside risk

1.30

2.12

-0.82

Omega ratio

Gain probability vs. loss probability

1.17

1.32

-0.15

Calmar ratio

Return relative to maximum drawdown

1.16

1.52

-0.36

Martin ratio

Return relative to average drawdown

4.14

5.66

-1.52

MJFOX vs. MAPTX - Sharpe Ratio Comparison

The current MJFOX Sharpe Ratio is 0.84, which is lower than the MAPTX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of MJFOX and MAPTX, 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


MJFOXMAPTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.59

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.22

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.22

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.34

-0.01

Correlation

The correlation between MJFOX and MAPTX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MJFOX vs. MAPTX - Dividend Comparison

MJFOX's dividend yield for the trailing twelve months is around 2.00%, less than MAPTX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
MJFOX
Matthews Japan Fund
2.00%1.96%2.12%6.09%7.19%8.08%10.15%8.63%4.14%3.90%1.15%0.00%
MAPTX
Matthews Pacific Tiger Fund
2.35%2.33%8.93%2.93%8.52%4.85%5.74%3.44%4.78%1.25%2.61%11.18%

Drawdowns

MJFOX vs. MAPTX - Drawdown Comparison

The maximum MJFOX drawdown since its inception was -63.52%, smaller than the maximum MAPTX drawdown of -69.79%. Use the drawdown chart below to compare losses from any high point for MJFOX and MAPTX.


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Drawdown Indicators


MJFOXMAPTXDifference

Max Drawdown

Largest peak-to-trough decline

-63.52%

-69.79%

+6.27%

Max Drawdown (1Y)

Largest decline over 1 year

-14.53%

-14.03%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-42.85%

-48.55%

+5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-42.85%

-52.31%

+9.46%

Current Drawdown

Current decline from peak

-14.53%

-28.20%

+13.67%

Average Drawdown

Average peak-to-trough decline

-21.37%

-17.47%

-3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

4.11%

-0.05%

Volatility

MJFOX vs. MAPTX - Volatility Comparison

Matthews Japan Fund (MJFOX) and Matthews Pacific Tiger Fund (MAPTX) have volatilities of 9.26% and 9.09%, 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.


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Volatility by Period


MJFOXMAPTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.26%

9.09%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

16.33%

13.46%

+2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

22.97%

18.46%

+4.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.16%

19.42%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

17.84%

+0.89%