PGJ vs. MCHI

In the year-to-date period, PGJ achieves a -3.71% return, which is significantly lower than MCHI's 2.56% return. Over the past 10 years, PGJ has underperformed MCHI with an annualized return of -1.12%, while MCHI has yielded a comparatively higher -0.73% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Golden Dragon China ETF (PGJ) and iShares MSCI China ETF (MCHI). 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.

The current PGJ Sharpe Ratio is 0.19, which is lower than the MCHI Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of PGJ and MCHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PGJ's dividend yield for the trailing twelve months is around 5.18%, more than MCHI's 2.25% yield.

The maximum PGJ drawdown since its inception was -78.37%, which is greater than MCHI's maximum drawdown of -62.84%. Use the drawdown chart below to compare losses from any high point for PGJ and MCHI. For additional features, visit the drawdowns tool.

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