FAX vs. THQ

Last updated Apr 1, 2026

Compare and contrast key facts about abrdn Asia-Pacific Income Fund Inc (FAX) and Abrdn Healthcare Opportunities Fund (THQ).

FAX is managed by Aberdeen. It was launched on Jan 2, 1990. THQ is managed by Aberdeen. It was launched on Jul 29, 2014.

Performance

FAX vs. THQ - Performance Comparison

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

FAX vs. THQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FAX abrdn Asia-Pacific Income Fund Inc	-2.95%	18.23%	2.31%	16.53%	-22.83%	-7.20%	14.08%	19.48%	-12.72%	14.65%
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, FAX achieves a -2.95% return, which is significantly higher than THQ's -9.62% return. Over the past 10 years, FAX has underperformed THQ with an annualized return of 2.82%, while THQ has yielded a comparatively higher 8.83% annualized return.

FAX

• 1D: 1.34%
• 1M: -9.09%
• YTD: -2.95%
• 6M: -5.62%
• 1Y: 4.25%
• 3Y*: 9.50%
• 5Y*: 0.61%
• 10Y*: 2.82%

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)

FAX vs. THQ - Expense Ratio Comparison

FAX has a 3.33% expense ratio, which is higher than THQ's 1.47% expense ratio.

FAX

abrdn Asia-Pacific Income Fund Inc

THQ

Abrdn Healthcare Opportunities Fund

Return for Risk

FAX vs. THQ — Risk / Return Rank

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

FAX

FAX Risk / Return Rank: 12
FAX Sharpe Ratio Rank: 13
FAX Sortino Ratio Rank: 11
FAX Omega Ratio Rank: 11
FAX Calmar Ratio Rank: 14
FAX Martin Ratio Rank: 12

THQ

THQ Risk / Return Rank: 3
THQ Sharpe Ratio Rank: 2
THQ Sortino Ratio Rank: 2
THQ Omega Ratio Rank: 2
THQ Calmar Ratio Rank: 3
THQ Martin Ratio Rank: 3

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.

FAX vs. THQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Asia-Pacific Income Fund Inc (FAX) 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.

	FAX	THQ	Difference
Sharpe ratio Return per unit of total volatility	0.31	-0.39	+0.69
Sortino ratio Return per unit of downside risk	0.48	-0.40	+0.88
Omega ratio Gain probability vs. loss probability	1.07	0.95	+0.12
Calmar ratio Return relative to maximum drawdown	0.40	-0.33	+0.72
Martin ratio Return relative to average drawdown	1.04	-0.78	+1.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FAX vs. THQ - Sharpe Ratio Comparison

The current FAX Sharpe Ratio is 0.31, which is higher than the THQ Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of FAX 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.

Sharpe Ratios by Period

	FAX	THQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.31	-0.39	+0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.18	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	0.43	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.33	-0.17

Correlation

The correlation between FAX and THQ is 0.29, 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

FAX vs. THQ - Dividend Comparison

FAX's dividend yield for the trailing twelve months is around 13.73%, more than THQ's 12.86% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FAX abrdn Asia-Pacific Income Fund Inc	13.73%	12.91%	13.45%	12.18%	12.55%	8.64%	7.42%	8.29%	10.85%	8.61%	9.07%	9.19%
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

FAX vs. THQ - Drawdown Comparison

The maximum FAX drawdown since its inception was -63.96%, which is greater than THQ's maximum drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for FAX and THQ.

Drawdown Indicators

	FAX	THQ	Difference
Max Drawdown Largest peak-to-trough decline	-63.96%	-39.35%	-24.61%
Max Drawdown (1Y) Largest decline over 1 year	-11.14%	-22.11%	+10.97%
Max Drawdown (5Y) Largest decline over 5 years	-40.49%	-32.20%	-8.29%
Max Drawdown (10Y) Largest decline over 10 years	-40.57%	-39.35%	-1.22%
Current Drawdown Current decline from peak	-9.95%	-14.45%	+4.50%
Average Drawdown Average peak-to-trough decline	-17.90%	-8.66%	-9.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.29%	9.61%	-5.32%

Volatility

FAX vs. THQ - Volatility Comparison

abrdn Asia-Pacific Income Fund Inc (FAX) and Abrdn Healthcare Opportunities Fund (THQ) have volatilities of 5.89% and 5.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FAX	THQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.89%	5.90%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	9.06%	12.38%	-3.32%
Volatility (1Y) Calculated over the trailing 1-year period	13.80%	21.64%	-7.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.89%	18.79%	-2.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.45%	20.46%	-4.01%