T vs. FXI
Compare and contrast key facts about AT&T Inc. (T) and iShares China Large-Cap ETF (FXI).
FXI is a passively managed fund by iShares that tracks the performance of the FTSE China 25 Index. It was launched on Oct 5, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: T or FXI.
Performance
T vs. FXI - Performance Comparison
Returns By Period
In the year-to-date period, T achieves a 43.52% return, which is significantly higher than FXI's 25.87% return. Over the past 10 years, T has outperformed FXI with an annualized return of 4.37%, while FXI has yielded a comparatively lower -0.13% annualized return.
T
43.52%
4.47%
33.99%
51.65%
1.09%
4.37%
FXI
25.87%
-4.74%
3.12%
18.87%
-3.84%
-0.13%
Key characteristics
| T | FXI | |
|---|---|---|
| Sharpe Ratio | 2.68 | 0.43 |
| Sortino Ratio | 3.70 | 0.87 |
| Omega Ratio | 1.46 | 1.11 |
| Calmar Ratio | 1.72 | 0.24 |
| Martin Ratio | 15.53 | 1.38 |
| Ulcer Index | 3.40% | 10.17% |
| Daily Std Dev | 19.72% | 32.55% |
| Max Drawdown | -64.66% | -72.68% |
| Current Drawdown | 0.00% | -40.42% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between T and FXI is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
T vs. FXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and iShares China Large-Cap ETF (FXI). 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.
Dividends
T vs. FXI - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.89%, more than FXI's 2.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | 4.89% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
FXI iShares China Large-Cap ETF | 2.30% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% | 2.51% | 2.64% |
Drawdowns
T vs. FXI - Drawdown Comparison
The maximum T drawdown since its inception was -64.66%, smaller than the maximum FXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for T and FXI. For additional features, visit the drawdowns tool.
Volatility
T vs. FXI - Volatility Comparison
The current volatility for AT&T Inc. (T) is 7.06%, while iShares China Large-Cap ETF (FXI) has a volatility of 11.26%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.