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ENHNX vs. CVLVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ENHNX vs. CVLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cullen Enhanced Equity Income Fund (ENHNX) and Cullen Value Fund (CVLVX). The values are adjusted to include any dividend payments, if applicable.

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ENHNX vs. CVLVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENHNX
Cullen Enhanced Equity Income Fund
4.27%6.20%6.89%0.99%-1.98%21.67%1.52%18.16%-5.10%10.69%
CVLVX
Cullen Value Fund
3.05%20.10%9.71%5.53%-6.37%20.49%2.06%24.86%-4.89%17.93%

Returns By Period

In the year-to-date period, ENHNX achieves a 4.27% return, which is significantly higher than CVLVX's 3.05% return. Over the past 10 years, ENHNX has underperformed CVLVX with an annualized return of 7.03%, while CVLVX has yielded a comparatively higher 10.24% annualized return.


ENHNX

1D
1.04%
1M
-4.09%
YTD
4.27%
6M
6.26%
1Y
6.48%
3Y*
6.36%
5Y*
4.88%
10Y*
7.03%

CVLVX

1D
2.11%
1M
-4.50%
YTD
3.05%
6M
6.38%
1Y
23.03%
3Y*
13.01%
5Y*
8.17%
10Y*
10.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ENHNX vs. CVLVX - Expense Ratio Comparison

Both ENHNX and CVLVX have an expense ratio of 0.75%.


Return for Risk

ENHNX vs. CVLVX — Risk / Return Rank

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

ENHNX
ENHNX Risk / Return Rank: 1414
Overall Rank
ENHNX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ENHNX Sortino Ratio Rank: 1212
Sortino Ratio Rank
ENHNX Omega Ratio Rank: 1212
Omega Ratio Rank
ENHNX Calmar Ratio Rank: 1717
Calmar Ratio Rank
ENHNX Martin Ratio Rank: 1616
Martin Ratio Rank

CVLVX
CVLVX Risk / Return Rank: 7575
Overall Rank
CVLVX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CVLVX Sortino Ratio Rank: 7373
Sortino Ratio Rank
CVLVX Omega Ratio Rank: 7474
Omega Ratio Rank
CVLVX Calmar Ratio Rank: 7575
Calmar Ratio Rank
CVLVX Martin Ratio Rank: 8181
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.

ENHNX vs. CVLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cullen Enhanced Equity Income Fund (ENHNX) and Cullen Value Fund (CVLVX). 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.


ENHNXCVLVXDifference

Sharpe ratio

Return per unit of total volatility

0.45

1.42

-0.98

Sortino ratio

Return per unit of downside risk

0.70

1.98

-1.28

Omega ratio

Gain probability vs. loss probability

1.10

1.30

-0.21

Calmar ratio

Return relative to maximum drawdown

0.65

2.00

-1.34

Martin ratio

Return relative to average drawdown

2.15

8.90

-6.75

ENHNX vs. CVLVX - Sharpe Ratio Comparison

The current ENHNX Sharpe Ratio is 0.45, which is lower than the CVLVX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of ENHNX and CVLVX, 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


ENHNXCVLVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.42

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.57

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.63

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.64

-0.18

Correlation

The correlation between ENHNX and CVLVX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ENHNX vs. CVLVX - Dividend Comparison

ENHNX's dividend yield for the trailing twelve months is around 5.90%, more than CVLVX's 3.68% yield.


TTM20252024202320222021202020192018201720162015
ENHNX
Cullen Enhanced Equity Income Fund
5.90%4.38%5.99%6.22%3.82%7.77%5.86%5.69%6.45%6.82%7.67%0.00%
CVLVX
Cullen Value Fund
3.68%3.43%4.92%9.40%6.48%11.24%16.67%13.16%1.68%7.81%4.07%3.03%

Drawdowns

ENHNX vs. CVLVX - Drawdown Comparison

The maximum ENHNX drawdown since its inception was -35.59%, roughly equal to the maximum CVLVX drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for ENHNX and CVLVX.


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Drawdown Indicators


ENHNXCVLVXDifference

Max Drawdown

Largest peak-to-trough decline

-35.59%

-35.99%

+0.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-11.86%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-18.30%

-20.69%

+2.39%

Max Drawdown (10Y)

Largest decline over 10 years

-35.59%

-35.99%

+0.40%

Current Drawdown

Current decline from peak

-4.18%

-5.57%

+1.39%

Average Drawdown

Average peak-to-trough decline

-4.10%

-4.18%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

2.66%

+0.78%

Volatility

ENHNX vs. CVLVX - Volatility Comparison

The current volatility for Cullen Enhanced Equity Income Fund (ENHNX) is 3.30%, while Cullen Value Fund (CVLVX) has a volatility of 4.54%. This indicates that ENHNX experiences smaller price fluctuations and is considered to be less risky than CVLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENHNXCVLVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

4.54%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

7.40%

8.44%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

13.95%

16.03%

-2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.84%

14.33%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.48%

16.44%

-0.96%