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CAF vs TBT

Comparison between Morgan Stanley China A Share Fund Inc (CAF, ETF) and PROSHARES ULTRASHORT 20+ YEAR TREASURY (TBT, ETF).

5-Year PerformanceTBT has outperformed CAF, delivering a return of +15.6% compared to -1.7%

CAF vs TBT - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
CAF
$295M
Winner
TBT
$296M
Max Drawdown
Winner
CAF
84.15%
TBT
95.17%
Sharpe Ratio
Winner
CAF
1.96
TBT
-0.03
5Y Beta
CAF
0.39
Winner
TBT
-0.11
5Y Dividends CAGR
CAF
-39.05%
Winner
TBT
89.90%

CAF vs TBT - Historical Returns

Returns include dividend reinvestment.

1M
Winner
CAF
+2.10%
TBT
+0.59%
3M
Winner
CAF
+10.90%
TBT
+8.06%
6M
Winner
CAF
+20.43%
TBT
+6.06%
1Y
Winner
CAF
+47.97%
TBT
+1.40%
5Y(CAGR)
CAF
-1.73%
Winner
TBT
+15.57%
10Y(CAGR)
Winner
CAF
+5.64%
TBT
+2.01%
Max(CAGR)
Winner
CAF
+9.04%
TBT
-9.76%

CAF vs TBT - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

YearCAFTBT
2026+8.72%+3.88%
2025+42.50%-1.41%
2024+0.52%+25.84%
2023-9.64%+1.22%
2022-31.42%+83.83%
2021-2.55%+2.55%
2020+10.91%-36.60%
2019+24.02%-22.02%
2018-15.74%+2.75%
2017+41.08%-16.51%
2016-7.41%-6.01%
2015+12.06%-3.08%
2014+38.76%-41.07%
2013-4.11%+21.75%
2012+32.20%-14.72%
2011-29.66%-51.83%
2010-8.64%-26.11%
2009+59.50%+27.90%
2008-49.62%-45.18%
2007+89.68%N/A
2006+54.38%N/A

CAF vs TBT Drawdown Comparison

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

The maximum drawdown for TBT was -94.99%, occurring on Aug 4, 2020. This drawdown has not yet recovered.

The current CAF drawdown is -8.34%. The current TBT drawdown is -85.55%.

RankCAFTBT
#1-66.21%
Sep 27, 2007 - Apr 6, 2015
-94.99%
Jun 13, 2008 - Aug 4, 2020
#2-49.04%
Jun 1, 2021 - Jul 30, 2024
-3.64%
May 29, 2008 - Jun 12, 2008
#3-39.21%
Jun 11, 2015 - May 16, 2017
-3.62%
May 6, 2008 - May 28, 2008
#4-33.95%
Jan 26, 2018 - Dec 14, 2020
-0.01%
May 2, 2008 - May 6, 2008
#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 TBT is -0.63 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.63
-101

Dividend Comparison (2007 - 2026)

CAF vs TBT dividend yield comparison.

YearCAFTBT
20260.00%0.47%
20251.51%3.21%
20242.63%4.64%
20230.96%4.98%
20220.02%0.42%
20216.57%0.00%
202010.40%0.32%
20193.78%2.12%
20189.48%0.99%
20175.20%0.00%
20164.69%0.00%
201567.03%0.00%
20145.66%0.00%
20130.47%0.00%
20128.48%0.00%
20111.90%0.00%
20106.30%0.00%
200913.59%0.00%
200828.65%0.44%
200719.01%0.00%

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