TCOM vs. FXI
TCOM (Trip.com Group Limited) is a stock, while FXI (iShares China Large-Cap ETF) is China Equities fund tracking the FTSE China 25 Index. Over the past 10 years, TCOM returned 0.78%/yr vs 2.81%/yr for FXI. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
TCOM vs. FXI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TCOM achieves a -33.17% return, which is significantly lower than FXI's -7.36% return. Over the past 10 years, TCOM has underperformed FXI with an annualized return of 0.78%, while FXI has yielded a comparatively higher 2.81% annualized return.
TCOM
- 1D
- 0.25%
- 1M
- -8.28%
- YTD
- -33.17%
- 6M
- -32.42%
- 1Y
- -22.02%
- 3Y*
- 12.45%
- 5Y*
- 4.24%
- 10Y*
- 0.78%
FXI
- 1D
- -0.20%
- 1M
- -2.80%
- YTD
- -7.36%
- 6M
- -8.79%
- 1Y
- -0.03%
- 3Y*
- 11.71%
- 5Y*
- -3.22%
- 10Y*
- 2.81%
TCOM vs. FXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TCOM Trip.com Group Limited | -33.17% | 5.24% | 90.67% | 4.68% | 39.72% | -27.01% | 0.57% | 23.95% | -38.64% | 10.25% |
FXI iShares China Large-Cap ETF | -7.36% | 28.95% | 28.98% | -12.42% | -20.66% | -20.06% | 8.92% | 14.90% | -13.28% | 36.26% |
Correlation
The correlation between TCOM and FXI is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2004 | 0.51 |
The correlation between TCOM and FXI shifts across timeframes, from 0.45 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TCOM vs. FXI — Risk / Return Rank
TCOM
FXI
TCOM vs. FXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trip.com Group Limited (TCOM) 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.
| TCOM | FXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.02 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | -0.00 | -0.53 |
| Martin ratioReturn relative to average drawdown | -1.05 | -0.00 | -1.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TCOM | FXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | -0.00 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | -0.10 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | 0.10 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.17 | +0.13 |
Drawdowns
TCOM vs. FXI - Drawdown Comparison
The maximum TCOM drawdown since its inception was -76.34%, which is greater than FXI's maximum drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for TCOM and FXI.
Loading charts...
Drawdown Indicators
| TCOM | FXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.34% | -72.68% | -3.66% |
Max Drawdown (1Y)Largest decline over 1 year | -41.27% | -15.62% | -25.65% |
Max Drawdown (3Y)Largest decline over 3 years | -41.27% | -28.72% | -12.55% |
Max Drawdown (5Y)Largest decline over 5 years | -57.31% | -54.94% | -2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -71.96% | -60.81% | -11.15% |
Current DrawdownCurrent decline from peak | -39.13% | -27.05% | -12.08% |
Average DrawdownAverage peak-to-trough decline | -27.82% | -31.22% | +3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.95% | 7.28% | +13.67% |
Volatility
TCOM vs. FXI - Volatility Comparison
Trip.com Group Limited (TCOM) has a higher volatility of 8.16% compared to iShares China Large-Cap ETF (FXI) at 7.13%. This indicates that TCOM's price experiences larger fluctuations and is considered to be riskier than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TCOM | FXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.16% | 7.13% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 27.48% | 14.34% | +13.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.38% | 19.91% | +16.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.12% | 31.67% | +17.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.33% | 27.66% | +16.67% |
Dividends
TCOM vs. FXI - Dividend Comparison
TCOM has not paid dividends to shareholders, while FXI's dividend yield for the trailing twelve months is around 2.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | 2.61% | 2.42% | 1.76% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% |
TCOM Trip.com Group Limited | 0.00% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TCOM and FXI have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TCOM has higher volatility (8.16%) compared to FXI (7.13%). In terms of maximum drawdown, TCOM dropped -76.34% vs FXI's -72.68%.
FXI currently has the higher Sharpe Ratio (-0.00 vs -0.61), 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.
Find the right allocation for TCOM and FXI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer