TMDX vs. FXI
TMDX (TransMedics Group, Inc.) is a stock, while FXI (iShares China Large-Cap ETF) is China Equities fund tracking the FTSE China 50 Index. Over the past 5 years, TMDX returned 20.83%/yr vs -3.08%/yr for FXI. At a 0.22 correlation, their price movements are largely independent.
Performance
TMDX vs. FXI - Performance Comparison
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Returns By Period
In the year-to-date period, TMDX achieves a -40.07% return, which is significantly lower than FXI's -7.83% return.
TMDX
- 1D
- -0.92%
- 1M
- 15.36%
- YTD
- -40.07%
- 6M
- -42.50%
- 1Y
- -48.97%
- 3Y*
- -4.58%
- 5Y*
- 20.83%
- 10Y*
- —
FXI
- 1D
- 1.09%
- 1M
- -2.51%
- YTD
- -7.83%
- 6M
- -8.72%
- 1Y
- -1.10%
- 3Y*
- 10.41%
- 5Y*
- -3.08%
- 10Y*
- 3.13%
TMDX vs. FXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TMDX TransMedics Group, Inc. | -40.07% | 95.11% | -21.01% | 27.88% | 222.13% | -3.72% | 4.68% | -6.12% |
FXI iShares China Large-Cap ETF | -7.83% | 28.95% | 28.98% | -12.42% | -20.66% | -20.06% | 8.92% | 1.41% |
Correlation
The correlation between TMDX and FXI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 2, 2019 | 0.22 |
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Return for Risk
TMDX vs. FXI — Risk / Return Rank
TMDX
FXI
TMDX vs. FXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransMedics Group, Inc. (TMDX) 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.
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.
| TMDX | FXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.99 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.18 | -0.65 |
| Martin ratioReturn relative to average drawdown | -1.99 | -0.38 | -1.61 |
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Drawdowns
TMDX vs. FXI - Drawdown Comparison
The maximum TMDX drawdown since its inception was -73.69%, roughly equal to the maximum FXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for TMDX and FXI.
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Drawdown Indicators
| TMDX | FXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.69% | -72.68% | -1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -58.76% | -16.03% | -42.73% |
Max Drawdown (3Y)Largest decline over 3 years | -67.79% | -28.72% | -39.07% |
Max Drawdown (5Y)Largest decline over 5 years | -67.79% | -54.94% | -12.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.81% | — |
Current DrawdownCurrent decline from peak | -58.60% | -27.42% | -31.18% |
Average DrawdownAverage peak-to-trough decline | -31.89% | -31.21% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.65% | 7.66% | +16.99% |
Volatility
TMDX vs. FXI - Volatility Comparison
TransMedics Group, Inc. (TMDX) has a higher volatility of 12.66% compared to iShares China Large-Cap ETF (FXI) at 6.22%. This indicates that TMDX'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.
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Volatility by Period
| TMDX | FXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.66% | 6.22% | +6.44% |
Volatility (6M)Calculated over the trailing 6-month period | 43.87% | 14.30% | +29.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.06% | 19.90% | +38.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.00% | 31.67% | +40.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.72% | 27.64% | +44.08% |
Dividends
TMDX vs. FXI - Dividend Comparison
TMDX has not paid dividends to shareholders, while FXI's dividend yield for the trailing twelve months is around 2.62%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | 2.62% | 2.42% | 1.76% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% |
TMDX TransMedics Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TMDX and FXI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMDX has higher volatility (12.66%) compared to FXI (6.22%). In terms of maximum drawdown, TMDX dropped -73.69% vs FXI's -72.68%.
FXI currently has the higher Sharpe Ratio (-0.15 vs -0.85), 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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