CAF vs GOVZ

Comparison between Morgan Stanley China A Share Fund Inc (CAF, ETF) and ISHARES 25+ YEAR TREASURY STRIPS BOND ETF (GOVZ, ETF).

5-Year PerformanceCAF has outperformed GOVZ, delivering a return of -1.7% compared to -11.5%

CAF vs GOVZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CAF(ETF)	GOVZ(ETF)
Net Assets	$295M	$294M
Expense Ratio	N/A	0.10%
Max Drawdown	84.15%	66.13%
Sharpe Ratio	1.96	-0.07
5Y Beta	0.39	0.10
5Y Dividends CAGR	-39.05%	17.73%

Net Assets

Winner

CAF

$295M

GOVZ

$294M

Expense Ratio

CAF

N/A

GOVZ

0.10%

Max Drawdown

CAF

84.15%

Winner

GOVZ

66.13%

Sharpe Ratio

Winner

CAF

1.96

GOVZ

-0.07

5Y Beta

CAF

0.39

Winner

GOVZ

0.10

5Y Dividends CAGR

CAF

-39.05%

Winner

GOVZ

17.73%

CAF vs GOVZ - Historical Returns

Returns include dividend reinvestment.

Period	CAF	GOVZ
1 month	+2.10%	+0.64%
3 months	+10.90%	-4.59%
6 months	+20.43%	-2.70%
1 year	+47.97%	+0.84%
5 years(CAGR)	-1.73%	-11.53%
10 years(CAGR)	+5.64%	N/A
Max(CAGR)	+9.04%	-13.59%

Winner

CAF

+2.10%

GOVZ

+0.64%

Winner

CAF

+10.90%

GOVZ

-4.59%

Winner

CAF

+20.43%

GOVZ

-2.70%

Winner

CAF

+47.97%

GOVZ

+0.84%

5Y(CAGR)

Winner

CAF

-1.73%

GOVZ

-11.53%

10Y(CAGR)

CAF

+5.64%

GOVZ

N/A

Max(CAGR)

Winner

CAF

+9.04%

GOVZ

-13.59%

CAF vs GOVZ - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	CAF	GOVZ
2026	+8.72%	-0.69%
2025	+42.50%	-2.00%
2024	+0.52%	-15.35%
2023	-9.64%	-1.66%
2022	-31.42%	-38.84%
2021	-2.55%	-4.48%
2020	+10.91%	-5.61%
2019	+24.02%	N/A
2018	-15.74%	N/A
2017	+41.08%	N/A
2016	-7.41%	N/A
2015	+12.06%	N/A
2014	+38.76%	N/A
2013	-4.11%	N/A
2012	+32.20%	N/A
2011	-29.66%	N/A
2010	-8.64%	N/A
2009	+59.50%	N/A
2008	-49.62%	N/A
2007	+89.68%	N/A
2006	+54.38%	N/A

CAF vs GOVZ Drawdown Comparison

The maximum drawdown for CAF was -66.21%, occurring on Nov 6, 2008. Recovery took 1892 trading sessions.

The maximum drawdown for GOVZ was -59.65%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The current CAF drawdown is -8.34%. The current GOVZ drawdown is -56.47%.

Rank	CAF	GOVZ
#1	-66.21% Sep 27, 2007 - Apr 6, 2015	-59.65% Sep 24, 2020 - Oct 19, 2023
#2	-49.04% Jun 1, 2021 - Jul 30, 2024	N/A
#3	-39.21% Jun 11, 2015 - May 16, 2017	N/A
#4	-33.95% Jan 26, 2018 - Dec 14, 2020	N/A
#5	-18.59% Jan 3, 2007 - Apr 3, 2007	N/A
#6	-13.35% Aug 13, 2007 - Aug 22, 2007	N/A
#7	-11.69% May 7, 2007 - Jun 14, 2007	N/A
#8	-10.34% Apr 27, 2015 - May 26, 2015	N/A
#9	-9.52% Jun 20, 2017 - Sep 7, 2017	N/A
#10	-7.52% Jun 19, 2007 - Jul 11, 2007	N/A
#11	-7.09% Sep 6, 2007 - Sep 18, 2007	N/A
#12	-6.85% Aug 27, 2007 - Aug 31, 2007	N/A
#13	-6.61% Oct 5, 2006 - Nov 29, 2006	N/A
#14	-5.76% Jan 5, 2021 - Feb 16, 2021	N/A
#15	-5.58% Oct 26, 2017 - Dec 26, 2017	N/A

Correlation

Correlation between CAF and GOVZ is 0.64 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.64

-101

Dividend Comparison (2007 - 2026)

CAF vs GOVZ dividend yield comparison.

Year	CAF	GOVZ
2026	0.00%	2.18%
2025	1.51%	5.00%
2024	2.63%	4.68%
2023	0.96%	3.83%
2022	0.02%	3.69%
2021	6.57%	1.76%
2020	10.40%	0.39%
2019	3.78%	0.00%
2018	9.48%	0.00%
2017	5.20%	0.00%
2016	4.69%	0.00%
2015	67.03%	0.00%
2014	5.66%	0.00%
2013	0.47%	0.00%
2012	8.48%	0.00%
2011	1.90%	0.00%
2010	6.30%	0.00%
2009	13.59%	0.00%
2008	28.65%	0.00%
2007	19.01%	0.00%