MCHI vs TFLO

Comparison between ISHARES MSCI CHINA ETF (MCHI, ETF) and ISHARES TREASURY FLOATING RATE BOND ETF (TFLO, ETF).

5-Year PerformanceTFLO has outperformed MCHI, delivering a return of +3.6% compared to -3.0%

MCHI vs TFLO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MCHI(ETF)	TFLO(ETF)
Net Assets	$6.70B	$6.70B
Expense Ratio	0.59%	0.15%
Max Drawdown	63.39%	5.02%
Sharpe Ratio	0.44	1.29
5Y Beta	0.64	-0.00
5Y Dividends CAGR	8.85%	134.46%

Net Assets

MCHI

$6.70B

TFLO

$6.70B

Expense Ratio

MCHI

0.59%

Winner

TFLO

0.15%

Max Drawdown

MCHI

63.39%

Winner

TFLO

5.02%

Sharpe Ratio

MCHI

0.44

Winner

TFLO

1.29

5Y Beta

MCHI

0.64

Winner

TFLO

-0.00

5Y Dividends CAGR

MCHI

8.85%

Winner

TFLO

134.46%

MCHI vs TFLO - Historical Returns

Returns include dividend reinvestment.

Period	MCHI	TFLO
1 month	+4.25%	+0.32%
3 months	-0.93%	+0.85%
6 months	-6.10%	+1.94%
1 year	+11.73%	+4.03%
5 years(CAGR)	-2.96%	+3.59%
10 years(CAGR)	+6.09%	+2.34%
Max(CAGR)	+2.93%	+1.93%

Winner

MCHI

+4.25%

TFLO

+0.32%

MCHI

-0.93%

Winner

TFLO

+0.85%

MCHI

-6.10%

Winner

TFLO

+1.94%

Winner

MCHI

+11.73%

TFLO

+4.03%

5Y(CAGR)

MCHI

-2.96%

Winner

TFLO

+3.59%

10Y(CAGR)

Winner

MCHI

+6.09%

TFLO

+2.34%

Max(CAGR)

Winner

MCHI

+2.93%

TFLO

+1.93%

MCHI vs TFLO - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	MCHI	TFLO
2026	-3.94%	+1.33%
2025	+33.42%	+4.20%
2024	+20.76%	+5.34%
2023	-14.77%	+5.12%
2022	-23.00%	+1.99%
2021	-21.99%	-0.01%
2020	+23.65%	+0.43%
2019	+24.39%	+2.04%
2018	-22.78%	+1.90%
2017	+53.07%	+1.03%
2016	+3.26%	+0.21%
2015	-9.05%	+0.65%
2014	+10.05%	+0.06%
2013	-0.89%	N/A
2012	+20.85%	N/A
2011	-20.75%	N/A

MCHI vs TFLO 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 TFLO was -5.01%, occurring on Dec 19, 2014. Recovery took 293 trading sessions.

The current MCHI drawdown is -32.09%.

Rank	MCHI	TFLO
#1	-62.95% Feb 17, 2021 - Oct 31, 2022	-5.01% Oct 28, 2014 - Dec 28, 2015
#2	-43.23% Apr 28, 2015 - Aug 25, 2017	-0.76% Dec 28, 2015 - May 22, 2017
#3	-37.13% Apr 21, 2011 - Jul 24, 2014	-0.34% Oct 13, 2014 - Oct 16, 2014
#4	-33.15% Jan 26, 2018 - Jul 8, 2020	-0.26% Oct 16, 2014 - Oct 28, 2014
#5	-11.54% Sep 5, 2014 - Jan 21, 2015	-0.16% Feb 20, 2018 - Feb 27, 2018
#6	-8.66% Nov 21, 2017 - Jan 2, 2018	-0.15% Feb 25, 2020 - Mar 17, 2020
#7	-7.42% Sep 1, 2020 - Oct 12, 2020	-0.15% May 14, 2014 - Jul 31, 2014
#8	-6.19% Mar 2, 2015 - Mar 30, 2015	-0.14% Sep 2, 2014 - Oct 2, 2014
#9	-5.81% Nov 6, 2020 - Jan 5, 2021	-0.14% Dec 29, 2017 - Jan 11, 2018
#10	-5.80% Jan 25, 2021 - Feb 9, 2021	-0.13% Jul 29, 2022 - Aug 12, 2022
#11	-5.72% Jul 9, 2020 - Aug 24, 2020	-0.12% Oct 2, 2014 - Oct 9, 2014
#12	-5.01% Jan 22, 2015 - Feb 26, 2015	-0.12% Sep 12, 2017 - Sep 27, 2017
#13	-3.88% Sep 19, 2017 - Oct 3, 2017	-0.12% Nov 3, 2017 - Nov 13, 2017
#14	-3.50% Apr 16, 2015 - Apr 22, 2015	-0.12% Oct 19, 2017 - Oct 23, 2017
#15	-2.83% Oct 18, 2017 - Nov 6, 2017	-0.12% Feb 7, 2018 - Feb 20, 2018

Correlation

Correlation between MCHI and TFLO is 0.22 which considered as a very weak or no correlation - the stocks move independently of each other.

0.22

-101

Dividend Comparison (2011 - 2026)

MCHI vs TFLO dividend yield comparison.

Year	MCHI	TFLO
2026	0.00%	1.18%
2025	2.12%	4.16%
2024	2.31%	5.21%
2023	2.66%	4.88%
2022	1.78%	1.68%
2021	1.04%	0.00%
2020	1.04%	0.36%
2019	1.45%	2.08%
2018	1.60%	1.65%
2017	1.56%	0.86%
2016	1.66%	0.31%
2015	2.76%	0.15%
2014	2.35%	0.08%
2013	2.37%	0.00%
2012	1.90%	0.00%
2011	2.61%	0.00%