MSBHF vs. MCHFX
MSBHF (Mitsubishi Corp) is a stock, while MCHFX (Matthews China Fund) is China Equities fund managed by Matthews. Over the past 10 years, MSBHF returned 22.67%/yr vs 6.31%/yr for MCHFX. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
MSBHF vs. MCHFX - Performance Comparison
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Returns By Period
In the year-to-date period, MSBHF achieves a 38.19% return, which is significantly higher than MCHFX's -1.80% return. Over the past 10 years, MSBHF has outperformed MCHFX with an annualized return of 22.67%, while MCHFX has yielded a comparatively lower 6.31% annualized return.
MSBHF
- 1D
- 4.75%
- 1M
- 14.96%
- 6M
- 18.48%
- YTD
- 38.19%
- 1Y
- 59.97%
- 3Y*
- 26.03%
- 5Y*
- 31.14%
- 10Y*
- 22.67%
- ALL TIME*
- 8.28%
MCHFX
- 1D
- 1.56%
- 1M
- 0.00%
- 6M
- -5.48%
- YTD
- -1.80%
- 1Y
- 10.32%
- 3Y*
- 7.46%
- 5Y*
- -5.49%
- 10Y*
- 6.31%
- ALL TIME*
- 8.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
MCHFX Matthews China Fund | $0.00 | $0.00 | $0.00 |
MSBHF Mitsubishi Corp | $226.96K | $237.34K | $363.95K |
MSBHF vs. MCHFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSBHF Mitsubishi Corp | 38.19% | 45.58% | 4.78% | 55.88% | 4.23% | 31.37% | 5.16% | -5.35% | 12.97% | 19.70% |
MCHFX Matthews China Fund | -1.80% | 29.82% | 17.84% | -19.21% | -24.38% | -19.41% | 43.07% | 34.57% | -21.17% | 59.08% |
Correlation
The correlation between MSBHF and MCHFX is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2007 | 0.10 |
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Return for Risk
MSBHF vs. MCHFX — Risk / Return Rank
MSBHF
MCHFX
MSBHF vs. MCHFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Corp (MSBHF) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MSBHF | MCHFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.07 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 0.47 | +1.85 |
| Martin ratioReturn relative to average drawdown | 6.21 | 1.12 | +5.08 |
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Drawdowns
MSBHF vs. MCHFX - Drawdown Comparison
The maximum MSBHF drawdown since its inception was -66.05%, roughly equal to the maximum MCHFX drawdown of -67.02%. Use the drawdown chart below to compare losses from any high point for MSBHF and MCHFX.
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Drawdown Indicators
| MSBHF | MCHFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.05% | -67.02% | +0.97% |
Max Drawdown (1Y)Largest decline over 1 year | -27.15% | -15.58% | -11.57% |
Max Drawdown (3Y)Largest decline over 3 years | -32.60% | -27.13% | -5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -32.60% | -57.35% | +24.75% |
Max Drawdown (10Y)Largest decline over 10 years | -37.81% | -64.75% | +26.94% |
Current DrawdownCurrent decline from peak | -15.49% | -39.44% | +23.95% |
Average DrawdownAverage peak-to-trough decline | -24.35% | -22.20% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.12% | 6.43% | +3.69% |
Volatility
MSBHF vs. MCHFX - Volatility Comparison
Mitsubishi Corp (MSBHF) has a higher volatility of 13.58% compared to Matthews China Fund (MCHFX) at 8.16%. This indicates that MSBHF'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
| MSBHF | MCHFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.58% | 8.16% | +5.42% |
Volatility (6M)Calculated over the trailing 6-month period | 31.68% | 17.47% | +14.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.58% | 22.03% | +14.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.04% | 29.95% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.86% | 26.76% | +2.10% |
Dividends
MSBHF vs. MCHFX - Dividend Comparison
MSBHF's dividend yield for the trailing twelve months is around 2.27%, more than MCHFX's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCHFX Matthews China Fund | 1.38% | 1.36% | 1.91% | 0.78% | 7.53% | 6.54% | 1.25% | 1.12% | 22.28% | 10.31% | 13.66% | 19.24% |
MSBHF Mitsubishi Corp | 2.27% | 3.05% | 3.54% | 3.03% | 3.46% | 3.84% | 5.07% | 4.56% | 3.64% | 1.42% | 1.39% | 0.00% |
Frequently Asked Questions
MSBHF and MCHFX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSBHF has higher volatility (13.58%) compared to MCHFX (8.16%). In terms of maximum drawdown, MSBHF dropped -66.05% vs MCHFX's -67.02%.
MSBHF currently has the higher Sharpe Ratio (1.72 vs 0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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