MCHI vs JMBS

Comparison between ISHARES MSCI CHINA ETF (MCHI, ETF) and JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF (JMBS, ETF).

5-Year PerformanceJMBS has outperformed MCHI, delivering a return of +0.8% compared to -4.4%

MCHI vs JMBS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MCHI(ETF)	JMBS(ETF)
Net Assets	$6.60B	$6.60B
Expense Ratio	0.59%	0.21%
Max Drawdown	63.39%	22.48%
Sharpe Ratio	0.54	0.70
5Y Beta	0.64	0.04
5Y Dividends CAGR	8.85%	12.04%

Net Assets

MCHI

$6.60B

JMBS

$6.60B

Expense Ratio

MCHI

0.59%

Winner

JMBS

0.21%

Max Drawdown

MCHI

63.39%

Winner

JMBS

22.48%

Sharpe Ratio

MCHI

0.54

Winner

JMBS

0.70

5Y Beta

MCHI

0.64

Winner

JMBS

0.04

5Y Dividends CAGR

MCHI

8.85%

Winner

JMBS

12.04%

MCHI vs JMBS - Historical Returns

Returns include dividend reinvestment.

Period	MCHI	JMBS
1 month	+1.78%	+0.11%
3 months	-5.89%	+0.24%
6 months	-7.19%	+1.79%
1 year	+11.53%	+7.59%
5 years(CAGR)	-4.43%	+0.80%
10 years(CAGR)	+5.66%	N/A
Max(CAGR)	+2.76%	+2.40%

Winner

MCHI

+1.78%

JMBS

+0.11%

MCHI

-5.89%

Winner

JMBS

+0.24%

MCHI

-7.19%

Winner

JMBS

+1.79%

Winner

MCHI

+11.53%

JMBS

+7.59%

5Y(CAGR)

MCHI

-4.43%

Winner

JMBS

+0.80%

10Y(CAGR)

MCHI

+5.66%

JMBS

N/A

Max(CAGR)

Winner

MCHI

+2.76%

JMBS

+2.40%

MCHI vs JMBS - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	MCHI	JMBS
2026	-6.30%	+1.32%
2025	+33.42%	+8.67%
2024	+20.76%	+2.14%
2023	-14.77%	+5.34%
2022	-23.00%	-11.28%
2021	-21.99%	-0.50%
2020	+23.65%	+5.74%
2019	+24.39%	+6.91%
2018	-22.78%	+1.53%
2017	+53.07%	N/A
2016	+3.26%	N/A
2015	-9.05%	N/A
2014	+10.05%	N/A
2013	-0.89%	N/A
2012	+20.85%	N/A
2011	-20.75%	N/A

MCHI vs JMBS Drawdown Comparison

The maximum drawdown for MCHI was -62.95%, occurring on Oct 31, 2022. This drawdown has not yet recovered.

The maximum drawdown for JMBS was -16.68%, occurring on Oct 20, 2022. Recovery took 1027 trading sessions.

The current MCHI drawdown is -33.76%. The current JMBS drawdown is -1.10%.

Rank	MCHI	JMBS
#1	-62.95% Feb 17, 2021 - Oct 31, 2022	-16.68% Aug 3, 2021 - Sep 5, 2025
#2	-43.23% Apr 28, 2015 - Aug 25, 2017	-4.28% Mar 9, 2020 - May 1, 2020
#3	-37.13% Apr 21, 2011 - Jul 24, 2014	-2.98% Feb 27, 2026 - Mar 26, 2026
#4	-33.15% Jan 26, 2018 - Jul 8, 2020	-1.46% Sep 13, 2018 - Dec 4, 2018
#5	-11.54% Sep 5, 2014 - Jan 21, 2015	-0.97% Feb 3, 2021 - Aug 2, 2021
#6	-8.66% Nov 21, 2017 - Jan 2, 2018	-0.93% Oct 28, 2025 - Nov 25, 2025
#7	-7.42% Sep 1, 2020 - Oct 12, 2020	-0.78% Sep 15, 2025 - Oct 10, 2025
#8	-6.19% Mar 2, 2015 - Mar 30, 2015	-0.68% Nov 26, 2025 - Dec 18, 2025
#9	-5.81% Nov 6, 2020 - Jan 5, 2021	-0.67% Jun 11, 2020 - Aug 4, 2020
#10	-5.80% Jan 25, 2021 - Feb 9, 2021	-0.65% Jan 14, 2026 - Feb 5, 2026
#11	-5.72% Jul 9, 2020 - Aug 24, 2020	-0.58% Mar 27, 2019 - May 7, 2019
#12	-5.01% Jan 22, 2015 - Feb 26, 2015	-0.53% Sep 4, 2019 - Oct 2, 2019
#13	-3.88% Sep 19, 2017 - Oct 3, 2017	-0.49% Jan 4, 2019 - Jan 31, 2019
#14	-3.50% Apr 16, 2015 - Apr 22, 2015	-0.48% Dec 30, 2025 - Jan 9, 2026
#15	-2.83% Oct 18, 2017 - Nov 6, 2017	-0.44% Oct 7, 2019 - Nov 5, 2019

Correlation

Correlation between MCHI and JMBS is 0.72 which considered as a strong positive correlation - the stocks tend to move together.

0.72

-101

Dividend Comparison (2011 - 2026)

MCHI vs JMBS dividend yield comparison.

Year	MCHI	JMBS
2026	0.00%	1.74%
2025	2.12%	5.03%
2024	2.31%	5.53%
2023	2.66%	4.38%
2022	1.78%	2.73%
2021	1.04%	1.16%
2020	1.04%	2.92%
2019	1.45%	3.64%
2018	1.60%	0.89%
2017	1.56%	0.00%
2016	1.66%	0.00%
2015	2.76%	0.00%
2014	2.35%	0.00%
2013	2.37%	0.00%
2012	1.90%	0.00%
2011	2.61%	0.00%