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BJBHX vs. GOPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BJBHX vs. GOPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Global High Income Fund (BJBHX) and abrdn China A Share Equity Fund (GOPIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BJBHX

1D
-0.13%
1M
0.17%
YTD
1.99%
6M
2.76%
1Y
6.46%
3Y*
8.33%
5Y*
2.98%
10Y*
4.51%

GOPIX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BJBHX vs. GOPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BJBHX
abrdn Global High Income Fund
1.99%6.99%7.69%12.32%-12.63%2.98%5.32%14.32%-5.59%8.68%
GOPIX
abrdn China A Share Equity Fund
0.00%25.89%5.70%-24.96%-22.46%-3.67%56.93%31.74%-11.87%35.06%

Correlation

The correlation between BJBHX and GOPIX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2012

0.32

The correlation between BJBHX and GOPIX shifts across timeframes, from 0.13 (3 years) to 0.32 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BJBHX vs. GOPIX — Risk / Return Rank

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

BJBHX
BJBHX Risk / Return Rank: 6666
Overall Rank
BJBHX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BJBHX Sortino Ratio Rank: 7979
Sortino Ratio Rank
BJBHX Omega Ratio Rank: 7979
Omega Ratio Rank
BJBHX Calmar Ratio Rank: 5454
Calmar Ratio Rank
BJBHX Martin Ratio Rank: 4848
Martin Ratio Rank

GOPIX
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. GOPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global High Income Fund (BJBHX) and abrdn China A Share Equity Fund (GOPIX). 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.


BJBHXGOPIXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.51

Calmar ratioReturn relative to maximum drawdown

2.73

Martin ratioReturn relative to average drawdown

9.65

BJBHX vs. GOPIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BJBHXGOPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

Drawdowns

BJBHX vs. GOPIX - Drawdown Comparison


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Drawdown Indicators


BJBHXGOPIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-4.57%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

Max Drawdown (10Y)

Largest decline over 10 years

-22.82%

Current Drawdown

Current decline from peak

-0.13%

Average Drawdown

Average peak-to-trough decline

-3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

Volatility

BJBHX vs. GOPIX - Volatility Comparison


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Volatility by Period


BJBHXGOPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.07%

BJBHX vs. GOPIX - Expense Ratio Comparison

BJBHX has a 1.03% expense ratio, which is higher than GOPIX's 0.99% expense ratio.


Dividends

BJBHX vs. GOPIX - Dividend Comparison

BJBHX's dividend yield for the trailing twelve months is around 6.03%, more than GOPIX's 1.46% yield.


PositionTTM20252024202320222021202020192018201720162015
BJBHX
abrdn Global High Income Fund
6.03%6.36%6.08%5.02%7.45%4.60%4.35%5.37%5.62%3.69%4.97%6.16%
GOPIX
abrdn China A Share Equity Fund
1.46%1.46%1.29%0.79%0.00%5.22%1.42%4.45%0.41%1.24%1.40%2.03%

Frequently Asked Questions


BJBHX and GOPIX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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