MJFOX vs. MCHFX
Compare and contrast key facts about Matthews Japan Fund (MJFOX) and Matthews China Fund (MCHFX).
MJFOX is managed by Matthews. It was launched on Dec 30, 1998. MCHFX is managed by Matthews. It was launched on Feb 18, 1998.
Performance
MJFOX vs. MCHFX - Performance Comparison
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MJFOX vs. MCHFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MJFOX Matthews Japan Fund | -1.91% | 22.72% | 16.31% | 25.79% | -27.84% | -5.79% | 29.80% | 26.08% | -20.12% | 33.22% |
MCHFX Matthews China Fund | -9.47% | 29.82% | 17.84% | -19.21% | -24.38% | -19.41% | 43.07% | 34.57% | -21.17% | 59.08% |
Returns By Period
In the year-to-date period, MJFOX achieves a -1.91% return, which is significantly higher than MCHFX's -9.47% return. Over the past 10 years, MJFOX has outperformed MCHFX with an annualized return of 7.88%, while MCHFX has yielded a comparatively lower 5.77% 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%
MCHFX
- 1D
- -0.45%
- 1M
- -10.05%
- YTD
- -9.47%
- 6M
- -14.25%
- 1Y
- 6.51%
- 3Y*
- 3.67%
- 5Y*
- -7.84%
- 10Y*
- 5.77%
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MJFOX vs. MCHFX - Expense Ratio Comparison
MJFOX has a 1.05% expense ratio, which is lower than MCHFX's 1.12% expense ratio.
Return for Risk
MJFOX vs. MCHFX — Risk / Return Rank
MJFOX
MCHFX
MJFOX vs. MCHFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Matthews Japan Fund (MJFOX) and Matthews China Fund (MCHFX). 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.
| MJFOX | MCHFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.28 | +0.56 |
Sortino ratioReturn per unit of downside risk | 1.30 | 0.53 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.07 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | -0.02 | +1.18 |
Martin ratioReturn relative to average drawdown | 4.14 | -0.06 | +4.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MJFOX | MCHFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.28 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | -0.27 | +0.51 |
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 | 0.30 | +0.03 |
Correlation
The correlation between MJFOX and MCHFX is 0.43, 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. MCHFX - Dividend Comparison
MJFOX's dividend yield for the trailing twelve months is around 2.00%, more than MCHFX's 1.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MCHFX Matthews China Fund | 1.50% | 1.36% | 1.91% | 0.78% | 7.53% | 6.54% | 1.25% | 1.12% | 22.28% | 10.31% | 13.66% | 19.24% |
Drawdowns
MJFOX vs. MCHFX - Drawdown Comparison
The maximum MJFOX drawdown since its inception was -63.52%, smaller than the maximum MCHFX drawdown of -67.02%. Use the drawdown chart below to compare losses from any high point for MJFOX and MCHFX.
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Drawdown Indicators
| MJFOX | MCHFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.52% | -67.02% | +3.50% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -16.32% | +1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -42.85% | -60.35% | +17.50% |
Max Drawdown (10Y)Largest decline over 10 years | -42.85% | -64.75% | +21.90% |
Current DrawdownCurrent decline from peak | -14.53% | -44.17% | +29.64% |
Average DrawdownAverage peak-to-trough decline | -21.37% | -22.00% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 7.02% | -2.96% |
Volatility
MJFOX vs. MCHFX - Volatility Comparison
Matthews Japan Fund (MJFOX) has a higher volatility of 9.26% compared to Matthews China Fund (MCHFX) at 7.00%. This indicates that MJFOX's price experiences larger fluctuations and is considered to be riskier than MCHFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MJFOX | MCHFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.26% | 7.00% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 16.33% | 13.58% | +2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.97% | 22.32% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.16% | 29.83% | -9.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.73% | 26.53% | -7.80% |