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CIHIX vs. FNSHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CIHIX and FNSHX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

CIHIX vs. FNSHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cullen International High Dividend Fund (CIHIX) and Fidelity Freedom Income Fund Class K (FNSHX). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
30.66%
8.05%
CIHIX
FNSHX

Key characteristics

Sharpe Ratio

CIHIX:

0.43

FNSHX:

1.04

Sortino Ratio

CIHIX:

0.64

FNSHX:

1.49

Omega Ratio

CIHIX:

1.08

FNSHX:

1.18

Calmar Ratio

CIHIX:

0.48

FNSHX:

0.49

Martin Ratio

CIHIX:

1.57

FNSHX:

4.85

Ulcer Index

CIHIX:

3.12%

FNSHX:

1.01%

Daily Std Dev

CIHIX:

11.41%

FNSHX:

4.70%

Max Drawdown

CIHIX:

-61.58%

FNSHX:

-19.27%

Current Drawdown

CIHIX:

-10.03%

FNSHX:

-4.69%

Returns By Period

In the year-to-date period, CIHIX achieves a 1.82% return, which is significantly lower than FNSHX's 4.51% return.


CIHIX

YTD

1.82%

1M

-3.35%

6M

-3.03%

1Y

3.63%

5Y*

4.36%

10Y*

3.73%

FNSHX

YTD

4.51%

1M

-0.37%

6M

1.87%

1Y

4.89%

5Y*

0.42%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CIHIX vs. FNSHX - Expense Ratio Comparison

CIHIX has a 1.00% expense ratio, which is higher than FNSHX's 0.42% expense ratio.


CIHIX
Cullen International High Dividend Fund
Expense ratio chart for CIHIX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for FNSHX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

CIHIX vs. FNSHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cullen International High Dividend Fund (CIHIX) and Fidelity Freedom Income Fund Class K (FNSHX). 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.


Sharpe ratio
The chart of Sharpe ratio for CIHIX, currently valued at 0.32, compared to the broader market-1.000.001.002.003.004.000.321.04
The chart of Sortino ratio for CIHIX, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.0010.000.491.49
The chart of Omega ratio for CIHIX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.18
The chart of Calmar ratio for CIHIX, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.0012.0014.000.350.49
The chart of Martin ratio for CIHIX, currently valued at 1.16, compared to the broader market0.0020.0040.0060.001.164.85
CIHIX
FNSHX

The current CIHIX Sharpe Ratio is 0.43, which is lower than the FNSHX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of CIHIX and FNSHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.32
1.04
CIHIX
FNSHX

Dividends

CIHIX vs. FNSHX - Dividend Comparison

CIHIX's dividend yield for the trailing twelve months is around 3.76%, more than FNSHX's 3.33% yield.


TTM20232022202120202019201820172016201520142013
CIHIX
Cullen International High Dividend Fund
3.76%4.04%2.85%3.00%2.21%3.54%3.14%3.34%3.10%2.93%4.61%2.41%
FNSHX
Fidelity Freedom Income Fund Class K
3.33%2.98%3.49%2.47%1.24%2.05%2.11%1.16%0.00%0.00%0.00%0.00%

Drawdowns

CIHIX vs. FNSHX - Drawdown Comparison

The maximum CIHIX drawdown since its inception was -61.58%, which is greater than FNSHX's maximum drawdown of -19.27%. Use the drawdown chart below to compare losses from any high point for CIHIX and FNSHX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.03%
-4.69%
CIHIX
FNSHX

Volatility

CIHIX vs. FNSHX - Volatility Comparison

Cullen International High Dividend Fund (CIHIX) has a higher volatility of 3.42% compared to Fidelity Freedom Income Fund Class K (FNSHX) at 1.54%. This indicates that CIHIX's price experiences larger fluctuations and is considered to be riskier than FNSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.42%
1.54%
CIHIX
FNSHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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