MJFOX vs. MCSMX
Compare and contrast key facts about Matthews Japan Fund (MJFOX) and Matthews China Small Companies Fund (MCSMX).
MJFOX is managed by Matthews. It was launched on Dec 30, 1998. MCSMX is managed by Matthews. It was launched on May 30, 2011.
Performance
MJFOX vs. MCSMX - Performance Comparison
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MJFOX vs. MCSMX - 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% |
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% |
Returns By Period
In the year-to-date period, MJFOX achieves a -1.91% return, which is significantly lower than MCSMX's 10.66% return. Over the past 10 years, MJFOX has underperformed MCSMX with an annualized return of 7.88%, while MCSMX has yielded a comparatively higher 11.23% 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%
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%
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MJFOX vs. MCSMX - Expense Ratio Comparison
MJFOX has a 1.05% expense ratio, which is lower than MCSMX's 1.41% expense ratio.
Return for Risk
MJFOX vs. MCSMX — Risk / Return Rank
MJFOX
MCSMX
MJFOX vs. MCSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Matthews Japan Fund (MJFOX) and Matthews China Small Companies Fund (MCSMX). 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 | MCSMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.48 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.94 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.29 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.32 | -0.16 |
Martin ratioReturn relative to average drawdown | 4.14 | 4.46 | -0.32 |
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 | MCSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.48 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | -0.11 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.51 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.34 | 0.00 |
Correlation
The correlation between MJFOX and MCSMX 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. MCSMX - Dividend Comparison
MJFOX's dividend yield for the trailing twelve months is around 2.00%, which matches MCSMX's 2.01% 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% |
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% |
Drawdowns
MJFOX vs. MCSMX - Drawdown Comparison
The maximum MJFOX drawdown since its inception was -63.52%, which is greater than MCSMX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for MJFOX and MCSMX.
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Drawdown Indicators
| MJFOX | MCSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.52% | -55.77% | -7.75% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -15.69% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -42.85% | -53.98% | +11.13% |
Max Drawdown (10Y)Largest decline over 10 years | -42.85% | -55.77% | +12.92% |
Current DrawdownCurrent decline from peak | -14.53% | -24.92% | +10.39% |
Average DrawdownAverage peak-to-trough decline | -21.37% | -20.31% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 5.63% | -1.57% |
Volatility
MJFOX vs. MCSMX - Volatility Comparison
Matthews Japan Fund (MJFOX) has a higher volatility of 9.26% compared to Matthews China Small Companies Fund (MCSMX) at 8.13%. This indicates that MJFOX's price experiences larger fluctuations and is considered to be riskier than MCSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MJFOX | MCSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.26% | 8.13% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 16.33% | 14.70% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.97% | 22.12% | +0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.16% | 24.01% | -3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.73% | 21.99% | -3.26% |