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AEF vs. TFIF.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AEF vs. TFIF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Emerging Markets Equity Income Fund, Inc. (AEF) and TwentyFour Income Fund Limited (TFIF.L). The values are adjusted to include any dividend payments, if applicable.

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AEF vs. TFIF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AEF
Aberdeen Emerging Markets Equity Income Fund, Inc.
7.09%50.22%9.43%7.13%-29.63%3.31%11.62%22.83%-16.06%57.92%
TFIF.L
TwentyFour Income Fund Limited
-5.80%13.03%1.05%12.21%-23.05%7.34%-1.96%3.38%-11.89%16.61%
Different Trading Currencies

AEF is traded in USD, while TFIF.L is traded in GBP. To make them comparable, the TFIF.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AEF achieves a 7.09% return, which is significantly higher than TFIF.L's -5.80% return. Over the past 10 years, AEF has outperformed TFIF.L with an annualized return of 9.99%, while TFIF.L has yielded a comparatively lower -0.36% annualized return.


AEF

1D
5.35%
1M
-13.94%
YTD
7.09%
6M
18.64%
1Y
63.46%
3Y*
21.10%
5Y*
4.86%
10Y*
9.99%

TFIF.L

1D
4.19%
1M
-5.32%
YTD
-5.80%
6M
-6.20%
1Y
-0.21%
3Y*
5.17%
5Y*
-0.73%
10Y*
-0.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AEF vs. TFIF.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AEF
AEF Risk / Return Rank: 9292
Overall Rank
AEF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
AEF Sortino Ratio Rank: 9494
Sortino Ratio Rank
AEF Omega Ratio Rank: 9494
Omega Ratio Rank
AEF Calmar Ratio Rank: 8686
Calmar Ratio Rank
AEF Martin Ratio Rank: 9393
Martin Ratio Rank

TFIF.L
TFIF.L Risk / Return Rank: 33
Overall Rank
TFIF.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TFIF.L Sortino Ratio Rank: 33
Sortino Ratio Rank
TFIF.L Omega Ratio Rank: 22
Omega Ratio Rank
TFIF.L Calmar Ratio Rank: 33
Calmar Ratio Rank
TFIF.L Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AEF vs. TFIF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Emerging Markets Equity Income Fund, Inc. (AEF) and TwentyFour Income Fund Limited (TFIF.L). 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.


AEFTFIF.LDifference

Sharpe ratio

Return per unit of total volatility

2.64

-0.01

+2.65

Sortino ratio

Return per unit of downside risk

3.31

0.08

+3.23

Omega ratio

Gain probability vs. loss probability

1.46

1.01

+0.45

Calmar ratio

Return relative to maximum drawdown

3.11

-0.01

+3.12

Martin ratio

Return relative to average drawdown

13.26

-0.02

+13.28

AEF vs. TFIF.L - Sharpe Ratio Comparison

The current AEF Sharpe Ratio is 2.64, which is higher than the TFIF.L Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of AEF and TFIF.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AEFTFIF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

-0.01

+2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

-0.05

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

-0.02

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

-0.03

+0.39

Correlation

The correlation between AEF and TFIF.L is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AEF vs. TFIF.L - Dividend Comparison

AEF's dividend yield for the trailing twelve months is around 9.74%, more than TFIF.L's 0.10% yield.


TTM20252024202320222021202020192018201720162015
AEF
Aberdeen Emerging Markets Equity Income Fund, Inc.
9.74%9.29%7.51%7.63%8.54%6.73%3.37%2.23%20.97%5.19%7.05%12.19%
TFIF.L
TwentyFour Income Fund Limited
0.10%0.10%0.09%0.10%0.07%0.06%0.06%0.06%0.06%0.06%0.06%0.06%

Drawdowns

AEF vs. TFIF.L - Drawdown Comparison

The maximum AEF drawdown since its inception was -63.87%, which is greater than TFIF.L's maximum drawdown of -56.54%. Use the drawdown chart below to compare losses from any high point for AEF and TFIF.L.


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Drawdown Indicators


AEFTFIF.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.87%

-37.49%

-26.38%

Max Drawdown (1Y)

Largest decline over 1 year

-19.96%

-8.87%

-11.09%

Max Drawdown (5Y)

Largest decline over 5 years

-47.20%

-19.27%

-27.93%

Max Drawdown (10Y)

Largest decline over 10 years

-47.20%

-35.12%

-12.08%

Current Drawdown

Current decline from peak

-15.68%

-15.79%

+0.11%

Average Drawdown

Average peak-to-trough decline

-24.19%

-12.72%

-11.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

2.54%

+2.15%

Volatility

AEF vs. TFIF.L - Volatility Comparison

Aberdeen Emerging Markets Equity Income Fund, Inc. (AEF) has a higher volatility of 12.68% compared to TwentyFour Income Fund Limited (TFIF.L) at 8.30%. This indicates that AEF's price experiences larger fluctuations and is considered to be riskier than TFIF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AEFTFIF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.68%

8.30%

+4.38%

Volatility (6M)

Calculated over the trailing 6-month period

18.26%

9.94%

+8.32%

Volatility (1Y)

Calculated over the trailing 1-year period

24.21%

14.98%

+9.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.62%

14.83%

+6.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.34%

16.67%

+4.67%