DMO vs. MHEIX
Compare and contrast key facts about Dimensional Multi-Asset Fund (DMO) and MH Elite Income Fund of Funds (MHEIX).
DMO is managed by Dimensional Fund Advisors. It was launched on Dec 11, 2009. MHEIX is managed by MH Elite. It was launched on Aug 14, 2011.
Performance
DMO vs. MHEIX - Performance Comparison
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DMO vs. MHEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 0.42% | 6.95% | 20.24% | 16.79% | -21.64% | 17.12% | -22.32% | 9.10% | -2.04% | 23.46% |
MHEIX MH Elite Income Fund of Funds | -0.55% | 4.76% | 5.98% | 7.55% | -9.83% | 2.44% | 5.27% | 11.10% | -3.24% | 5.40% |
Returns By Period
In the year-to-date period, DMO achieves a 0.42% return, which is significantly higher than MHEIX's -0.55% return. Over the past 10 years, DMO has outperformed MHEIX with an annualized return of 4.48%, while MHEIX has yielded a comparatively lower 3.08% annualized return.
DMO
- 1D
- 2.28%
- 1M
- -3.98%
- YTD
- 0.42%
- 6M
- -2.43%
- 1Y
- 3.91%
- 3Y*
- 14.79%
- 5Y*
- 5.49%
- 10Y*
- 4.48%
MHEIX
- 1D
- 0.19%
- 1M
- -2.59%
- YTD
- -0.55%
- 6M
- 0.91%
- 1Y
- 6.83%
- 3Y*
- 5.23%
- 5Y*
- 1.89%
- 10Y*
- 3.08%
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DMO vs. MHEIX - Expense Ratio Comparison
DMO has a 0.04% expense ratio, which is lower than MHEIX's 1.25% expense ratio.
Return for Risk
DMO vs. MHEIX — Risk / Return Rank
DMO
MHEIX
DMO vs. MHEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Multi-Asset Fund (DMO) and MH Elite Income Fund of Funds (MHEIX). 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.
| DMO | MHEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 1.10 | -0.79 |
Sortino ratioReturn per unit of downside risk | 0.49 | 1.58 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.33 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.48 | 1.55 | -1.07 |
Martin ratioReturn relative to average drawdown | 1.23 | 4.63 | -3.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DMO | MHEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 1.10 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.34 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.59 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.56 | -0.08 |
Correlation
The correlation between DMO and MHEIX is 0.22, 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
DMO vs. MHEIX - Dividend Comparison
DMO's dividend yield for the trailing twelve months is around 14.14%, more than MHEIX's 3.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 14.14% | 14.01% | 12.92% | 11.46% | 11.51% | 8.88% | 10.95% | 9.63% | 18.93% | 13.30% | 13.19% | 14.09% |
MHEIX MH Elite Income Fund of Funds | 3.81% | 0.00% | 3.33% | 2.38% | 3.17% | 1.49% | 2.30% | 2.21% | 2.10% | 1.69% | 2.48% | 2.87% |
Drawdowns
DMO vs. MHEIX - Drawdown Comparison
The maximum DMO drawdown since its inception was -49.16%, which is greater than MHEIX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for DMO and MHEIX.
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Drawdown Indicators
| DMO | MHEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.16% | -16.95% | -32.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.37% | -4.54% | -3.83% |
Max Drawdown (5Y)Largest decline over 5 years | -29.04% | -13.62% | -15.42% |
Max Drawdown (10Y)Largest decline over 10 years | -49.16% | -16.95% | -32.21% |
Current DrawdownCurrent decline from peak | -5.65% | -4.36% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -9.68% | -2.48% | -7.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 1.52% | +1.73% |
Volatility
DMO vs. MHEIX - Volatility Comparison
Dimensional Multi-Asset Fund (DMO) has a higher volatility of 5.78% compared to MH Elite Income Fund of Funds (MHEIX) at 1.60%. This indicates that DMO's price experiences larger fluctuations and is considered to be riskier than MHEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMO | MHEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 1.60% | +4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 5.77% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 6.45% | +5.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.88% | 5.54% | +7.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.98% | 5.21% | +14.77% |