DGIFX vs. MHELX
DGIFX (Disciplined Growth Investors Fund) and MHELX (MH Elite Small Cap Fund of Funds Fund) are both Diversified Portfolio funds. Over the past 10 years, DGIFX returned 12.33%/yr vs 9.58%/yr for MHELX. A 0.73 correlation means they provide meaningful diversification when combined. DGIFX charges 0.78%/yr vs 1.25%/yr for MHELX.
Performance
DGIFX vs. MHELX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DGIFX achieves a 12.55% return, which is significantly lower than MHELX's 20.86% return. Over the past 10 years, DGIFX has outperformed MHELX with an annualized return of 12.33%, while MHELX has yielded a comparatively lower 9.58% annualized return.
DGIFX
- 1D
- -1.74%
- 1M
- -1.51%
- YTD
- 12.55%
- 6M
- 11.51%
- 1Y
- 17.93%
- 3Y*
- 16.18%
- 5Y*
- 9.23%
- 10Y*
- 12.33%
MHELX
- 1D
- 0.50%
- 1M
- 4.53%
- YTD
- 20.86%
- 6M
- 19.40%
- 1Y
- 37.71%
- 3Y*
- 16.10%
- 5Y*
- 5.13%
- 10Y*
- 9.58%
DGIFX vs. MHELX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGIFX Disciplined Growth Investors Fund | 12.55% | 3.54% | 21.13% | 33.10% | -18.35% | 9.59% | 24.07% | 23.97% | -2.39% | 14.86% |
MHELX MH Elite Small Cap Fund of Funds Fund | 20.86% | 3.45% | 12.51% | 16.30% | -20.27% | 14.07% | 20.57% | 22.49% | -12.76% | 12.42% |
Correlation
The correlation between DGIFX and MHELX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 2011 | 0.73 |
The correlation between DGIFX and MHELX shifts across timeframes, from -0.01 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DGIFX vs. MHELX — Risk / Return Rank
DGIFX
MHELX
DGIFX vs. MHELX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Disciplined Growth Investors Fund (DGIFX) and MH Elite Small Cap Fund of Funds Fund (MHELX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DGIFX | MHELX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 4.80 | -3.01 |
| Martin ratioReturn relative to average drawdown | 5.46 | 16.13 | -10.67 |
Loading charts...
Drawdowns
DGIFX vs. MHELX - Drawdown Comparison
The maximum DGIFX drawdown since its inception was -30.93%, smaller than the maximum MHELX drawdown of -61.24%. Use the drawdown chart below to compare losses from any high point for DGIFX and MHELX.
Loading charts...
Drawdown Indicators
| DGIFX | MHELX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.93% | -61.24% | +30.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -8.52% | -2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -30.93% | -30.81% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -30.93% | -32.01% | +1.08% |
Max Drawdown (10Y)Largest decline over 10 years | -30.93% | -39.02% | +8.09% |
Current DrawdownCurrent decline from peak | -4.17% | 0.00% | -4.17% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -12.91% | +7.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 2.53% | +1.05% |
Volatility
DGIFX vs. MHELX - Volatility Comparison
Disciplined Growth Investors Fund (DGIFX) has a higher volatility of 6.00% compared to MH Elite Small Cap Fund of Funds Fund (MHELX) at 5.62%. This indicates that DGIFX's price experiences larger fluctuations and is considered to be riskier than MHELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DGIFX | MHELX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 5.62% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 15.78% | -3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.03% | 19.69% | -3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.22% | 21.09% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 20.98% | -2.28% |
DGIFX vs. MHELX - Expense Ratio Comparison
DGIFX has a 0.78% expense ratio, which is lower than MHELX's 1.25% expense ratio.
Dividends
DGIFX vs. MHELX - Dividend Comparison
DGIFX's dividend yield for the trailing twelve months is around 7.35%, more than MHELX's 5.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGIFX Disciplined Growth Investors Fund | 7.35% | 8.29% | 20.95% | 2.78% | 2.21% | 11.12% | 10.09% | 3.53% | 3.74% | 4.29% | 0.00% | 0.00% |
MHELX MH Elite Small Cap Fund of Funds Fund | 5.97% | 0.00% | 2.19% | 0.00% | 14.45% | 5.03% | 2.70% | 6.13% | 0.00% | 5.17% | 5.51% | 6.93% |
Frequently Asked Questions
DGIFX and MHELX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGIFX has higher volatility (6.00%) compared to MHELX (5.62%). In terms of maximum drawdown, DGIFX dropped -30.93% vs MHELX's -61.24%.
MHELX currently has the higher Sharpe Ratio (2.08 vs 1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DGIFX and MHELX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer