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BJBHX vs. FAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BJBHX vs. FAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Global High Income Fund (BJBHX) and abrdn Asia-Pacific Income Fund Inc (FAX). The values are adjusted to include any dividend payments, if applicable.

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BJBHX vs. FAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BJBHX
abrdn Global High Income Fund
-0.45%6.99%7.69%12.32%-12.63%2.98%5.32%14.32%-5.59%8.68%
FAX
abrdn Asia-Pacific Income Fund Inc
-2.71%18.23%2.31%16.53%-22.83%-7.20%14.08%19.48%-12.72%14.65%

Returns By Period

In the year-to-date period, BJBHX achieves a -0.45% return, which is significantly higher than FAX's -2.71% return. Over the past 10 years, BJBHX has outperformed FAX with an annualized return of 4.57%, while FAX has yielded a comparatively lower 2.85% annualized return.


BJBHX

1D
0.53%
1M
-1.56%
YTD
-0.45%
6M
0.15%
1Y
5.50%
3Y*
7.62%
5Y*
2.78%
10Y*
4.57%

FAX

1D
0.24%
1M
-8.92%
YTD
-2.71%
6M
-4.74%
1Y
3.51%
3Y*
9.59%
5Y*
0.65%
10Y*
2.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BJBHX vs. FAX - Expense Ratio Comparison

BJBHX has a 1.03% expense ratio, which is lower than FAX's 3.33% expense ratio.


Return for Risk

BJBHX vs. FAX — Risk / Return Rank

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

BJBHX
BJBHX Risk / Return Rank: 7171
Overall Rank
BJBHX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BJBHX Sortino Ratio Rank: 7777
Sortino Ratio Rank
BJBHX Omega Ratio Rank: 8484
Omega Ratio Rank
BJBHX Calmar Ratio Rank: 6060
Calmar Ratio Rank
BJBHX Martin Ratio Rank: 5555
Martin Ratio Rank

FAX
FAX Risk / Return Rank: 1010
Overall Rank
FAX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FAX Sortino Ratio Rank: 88
Sortino Ratio Rank
FAX Omega Ratio Rank: 88
Omega Ratio Rank
FAX Calmar Ratio Rank: 1313
Calmar Ratio Rank
FAX Martin Ratio Rank: 1111
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.

BJBHX vs. FAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global High Income Fund (BJBHX) and abrdn Asia-Pacific Income Fund Inc (FAX). 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.


BJBHXFAXDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.26

+1.32

Sortino ratio

Return per unit of downside risk

2.08

0.42

+1.67

Omega ratio

Gain probability vs. loss probability

1.35

1.06

+0.29

Calmar ratio

Return relative to maximum drawdown

1.60

0.40

+1.20

Martin ratio

Return relative to average drawdown

6.12

1.04

+5.09

BJBHX vs. FAX - Sharpe Ratio Comparison

The current BJBHX Sharpe Ratio is 1.58, which is higher than the FAX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of BJBHX and FAX, 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


BJBHXFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

0.26

+1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.04

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.17

+0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.16

+1.16

Correlation

The correlation between BJBHX and FAX is 0.30, 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

BJBHX vs. FAX - Dividend Comparison

BJBHX's dividend yield for the trailing twelve months is around 6.38%, less than FAX's 13.70% yield.


TTM20252024202320222021202020192018201720162015
BJBHX
abrdn Global High Income Fund
6.38%6.36%6.08%5.02%7.45%4.60%4.35%5.37%5.62%3.69%4.97%6.16%
FAX
abrdn Asia-Pacific Income Fund Inc
13.70%12.91%13.45%12.18%12.55%8.64%7.42%8.29%10.85%8.61%9.07%9.19%

Drawdowns

BJBHX vs. FAX - Drawdown Comparison

The maximum BJBHX drawdown since its inception was -28.45%, smaller than the maximum FAX drawdown of -63.96%. Use the drawdown chart below to compare losses from any high point for BJBHX and FAX.


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Drawdown Indicators


BJBHXFAXDifference

Max Drawdown

Largest peak-to-trough decline

-28.45%

-63.96%

+35.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-11.14%

+7.62%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

-40.49%

+22.72%

Max Drawdown (10Y)

Largest decline over 10 years

-22.82%

-40.57%

+17.75%

Current Drawdown

Current decline from peak

-1.96%

-9.74%

+7.78%

Average Drawdown

Average peak-to-trough decline

-3.28%

-17.90%

+14.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

4.34%

-3.42%

Volatility

BJBHX vs. FAX - Volatility Comparison

The current volatility for abrdn Global High Income Fund (BJBHX) is 1.45%, while abrdn Asia-Pacific Income Fund Inc (FAX) has a volatility of 5.67%. This indicates that BJBHX experiences smaller price fluctuations and is considered to be less risky than FAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BJBHXFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

5.67%

-4.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

9.04%

-6.94%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

13.80%

-10.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.33%

15.88%

-11.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.07%

16.45%

-11.38%