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PGJ vs. MAGC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGJ vs. MAGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Golden Dragon China ETF (PGJ) and Roundhill China Magnificent Seven ETF (MAGC). The values are adjusted to include any dividend payments, if applicable.

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PGJ vs. MAGC - Yearly Performance Comparison


2026 (YTD)20252024
PGJ
Invesco Golden Dragon China ETF
-9.88%13.66%-13.88%
MAGC
Roundhill China Magnificent Seven ETF
-13.26%16.35%-14.54%

Returns By Period

In the year-to-date period, PGJ achieves a -9.88% return, which is significantly higher than MAGC's -13.26% return.


PGJ

1D
0.44%
1M
-5.61%
YTD
-9.88%
6M
-22.40%
1Y
-10.26%
3Y*
-0.87%
5Y*
-14.84%
10Y*
0.23%

MAGC

1D
-1.19%
1M
-0.88%
YTD
-13.26%
6M
-25.67%
1Y
-19.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGJ vs. MAGC - Expense Ratio Comparison

PGJ has a 0.70% expense ratio, which is higher than MAGC's 0.59% expense ratio.


Return for Risk

PGJ vs. MAGC — Risk / Return Rank

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

PGJ
PGJ Risk / Return Rank: 55
Overall Rank
PGJ Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PGJ Sortino Ratio Rank: 66
Sortino Ratio Rank
PGJ Omega Ratio Rank: 66
Omega Ratio Rank
PGJ Calmar Ratio Rank: 66
Calmar Ratio Rank
PGJ Martin Ratio Rank: 55
Martin Ratio Rank

MAGC
MAGC Risk / Return Rank: 22
Overall Rank
MAGC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MAGC Sortino Ratio Rank: 33
Sortino Ratio Rank
MAGC Omega Ratio Rank: 33
Omega Ratio Rank
MAGC Calmar Ratio Rank: 22
Calmar Ratio Rank
MAGC Martin Ratio Rank: 11
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.

PGJ vs. MAGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Golden Dragon China ETF (PGJ) and Roundhill China Magnificent Seven ETF (MAGC). 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.


PGJMAGCDifference

Sharpe ratio

Return per unit of total volatility

-0.38

-0.63

+0.25

Sortino ratio

Return per unit of downside risk

-0.36

-0.75

+0.39

Omega ratio

Gain probability vs. loss probability

0.96

0.91

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.38

-0.68

+0.30

Martin ratio

Return relative to average drawdown

-0.91

-1.48

+0.58

PGJ vs. MAGC - Sharpe Ratio Comparison

The current PGJ Sharpe Ratio is -0.38, which is higher than the MAGC Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of PGJ and MAGC, 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


PGJMAGCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

-0.63

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.27

+0.39

Correlation

The correlation between PGJ and MAGC is 0.88, 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.


Dividends

PGJ vs. MAGC - Dividend Comparison

PGJ's dividend yield for the trailing twelve months is around 3.51%, less than MAGC's 4.73% yield.


TTM20252024202320222021202020192018201720162015
PGJ
Invesco Golden Dragon China ETF
3.51%3.38%4.70%2.50%0.84%0.00%0.30%0.17%0.31%2.05%1.94%0.37%
MAGC
Roundhill China Magnificent Seven ETF
4.73%4.10%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PGJ vs. MAGC - Drawdown Comparison

The maximum PGJ drawdown since its inception was -78.37%, which is greater than MAGC's maximum drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for PGJ and MAGC.


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Drawdown Indicators


PGJMAGCDifference

Max Drawdown

Largest peak-to-trough decline

-78.37%

-28.90%

-49.47%

Max Drawdown (1Y)

Largest decline over 1 year

-25.69%

-28.90%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-72.28%

Max Drawdown (10Y)

Largest decline over 10 years

-78.37%

Current Drawdown

Current decline from peak

-65.65%

-27.11%

-38.54%

Average Drawdown

Average peak-to-trough decline

-31.47%

-13.71%

-17.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.73%

13.32%

-2.59%

Volatility

PGJ vs. MAGC - Volatility Comparison

The current volatility for Invesco Golden Dragon China ETF (PGJ) is 7.25%, while Roundhill China Magnificent Seven ETF (MAGC) has a volatility of 9.17%. This indicates that PGJ experiences smaller price fluctuations and is considered to be less risky than MAGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGJMAGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

9.17%

-1.92%

Volatility (6M)

Calculated over the trailing 6-month period

17.78%

18.40%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

27.39%

30.91%

-3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.90%

34.70%

+9.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.63%

34.70%

+1.93%