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BJBHX vs. THQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BJBHX vs. THQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Global High Income Fund (BJBHX) and Abrdn Healthcare Opportunities Fund (THQ). The values are adjusted to include any dividend payments, if applicable.

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BJBHX vs. THQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BJBHX
abrdn Global High Income Fund
-0.98%6.99%7.69%12.32%-12.63%2.98%5.32%14.32%-5.59%8.68%
THQ
Abrdn Healthcare Opportunities Fund
-9.62%13.88%15.51%-1.62%-17.53%33.39%15.20%22.70%3.41%21.84%

Returns By Period

In the year-to-date period, BJBHX achieves a -0.98% return, which is significantly higher than THQ's -9.62% return. Over the past 10 years, BJBHX has underperformed THQ with an annualized return of 4.52%, while THQ has yielded a comparatively higher 8.83% annualized return.


BJBHX

1D
0.00%
1M
-2.20%
YTD
-0.98%
6M
-0.38%
1Y
5.22%
3Y*
7.43%
5Y*
2.72%
10Y*
4.52%

THQ

1D
2.75%
1M
-11.99%
YTD
-9.62%
6M
2.98%
1Y
-8.31%
3Y*
6.67%
5Y*
3.30%
10Y*
8.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BJBHX vs. THQ - Expense Ratio Comparison

BJBHX has a 1.03% expense ratio, which is lower than THQ's 1.47% expense ratio.


Return for Risk

BJBHX vs. THQ — Risk / Return Rank

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

BJBHX
BJBHX Risk / Return Rank: 6868
Overall Rank
BJBHX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BJBHX Sortino Ratio Rank: 7474
Sortino Ratio Rank
BJBHX Omega Ratio Rank: 8080
Omega Ratio Rank
BJBHX Calmar Ratio Rank: 5858
Calmar Ratio Rank
BJBHX Martin Ratio Rank: 5454
Martin Ratio Rank

THQ
THQ Risk / Return Rank: 33
Overall Rank
THQ Sharpe Ratio Rank: 22
Sharpe Ratio Rank
THQ Sortino Ratio Rank: 22
Sortino Ratio Rank
THQ Omega Ratio Rank: 22
Omega Ratio Rank
THQ Calmar Ratio Rank: 33
Calmar Ratio Rank
THQ Martin Ratio Rank: 33
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. THQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global High Income Fund (BJBHX) and Abrdn Healthcare Opportunities Fund (THQ). 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.


BJBHXTHQDifference

Sharpe ratio

Return per unit of total volatility

1.40

-0.39

+1.79

Sortino ratio

Return per unit of downside risk

1.84

-0.40

+2.24

Omega ratio

Gain probability vs. loss probability

1.31

0.95

+0.36

Calmar ratio

Return relative to maximum drawdown

1.37

-0.33

+1.69

Martin ratio

Return relative to average drawdown

5.27

-0.78

+6.05

BJBHX vs. THQ - Sharpe Ratio Comparison

The current BJBHX Sharpe Ratio is 1.40, which is higher than the THQ Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of BJBHX and THQ, 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


BJBHXTHQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

-0.39

+1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.18

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.43

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

0.33

+0.99

Correlation

The correlation between BJBHX and THQ is 0.36, 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. THQ - Dividend Comparison

BJBHX's dividend yield for the trailing twelve months is around 6.41%, less than THQ's 12.86% yield.


TTM20252024202320222021202020192018201720162015
BJBHX
abrdn Global High Income Fund
6.41%6.36%6.08%5.02%7.45%4.60%4.35%5.37%5.62%3.69%4.97%6.16%
THQ
Abrdn Healthcare Opportunities Fund
12.86%11.29%11.09%7.45%6.81%5.27%6.62%7.08%8.05%7.71%8.70%9.50%

Drawdowns

BJBHX vs. THQ - Drawdown Comparison

The maximum BJBHX drawdown since its inception was -28.45%, smaller than the maximum THQ drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for BJBHX and THQ.


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Drawdown Indicators


BJBHXTHQDifference

Max Drawdown

Largest peak-to-trough decline

-28.45%

-39.35%

+10.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-22.11%

+18.59%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

-32.20%

+14.43%

Max Drawdown (10Y)

Largest decline over 10 years

-22.82%

-39.35%

+16.53%

Current Drawdown

Current decline from peak

-2.48%

-14.45%

+11.97%

Average Drawdown

Average peak-to-trough decline

-3.28%

-8.66%

+5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

9.61%

-8.70%

Volatility

BJBHX vs. THQ - Volatility Comparison

The current volatility for abrdn Global High Income Fund (BJBHX) is 1.31%, while Abrdn Healthcare Opportunities Fund (THQ) has a volatility of 5.90%. This indicates that BJBHX experiences smaller price fluctuations and is considered to be less risky than THQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BJBHXTHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

5.90%

-4.59%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

12.38%

-10.35%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

21.64%

-17.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.33%

18.79%

-14.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.07%

20.46%

-15.39%