GAOSX vs. MHEIX
Compare and contrast key facts about JPMorgan Global Allocation Fund (GAOSX) and MH Elite Income Fund of Funds (MHEIX).
GAOSX is managed by JPMorgan. It was launched on May 30, 2011. MHEIX is managed by MH Elite. It was launched on Aug 14, 2011.
Performance
GAOSX vs. MHEIX - Performance Comparison
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GAOSX vs. MHEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAOSX JPMorgan Global Allocation Fund | -5.26% | 14.96% | 8.21% | 13.02% | -18.59% | 9.54% | 15.55% | 16.27% | -5.81% | 17.12% |
MHEIX MH Elite Income Fund of Funds | -0.74% | 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, GAOSX achieves a -5.26% return, which is significantly lower than MHEIX's -0.74% return. Over the past 10 years, GAOSX has outperformed MHEIX with an annualized return of 6.41%, while MHEIX has yielded a comparatively lower 3.06% annualized return.
GAOSX
- 1D
- -0.10%
- 1M
- -8.56%
- YTD
- -5.26%
- 6M
- -3.79%
- 1Y
- 8.55%
- 3Y*
- 8.15%
- 5Y*
- 3.12%
- 10Y*
- 6.41%
MHEIX
- 1D
- -0.19%
- 1M
- -2.77%
- YTD
- -0.74%
- 6M
- 0.72%
- 1Y
- 6.83%
- 3Y*
- 5.17%
- 5Y*
- 1.93%
- 10Y*
- 3.06%
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GAOSX vs. MHEIX - Expense Ratio Comparison
GAOSX has a 0.77% expense ratio, which is lower than MHEIX's 1.25% expense ratio.
Return for Risk
GAOSX vs. MHEIX — Risk / Return Rank
GAOSX
MHEIX
GAOSX vs. MHEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund (GAOSX) 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.
| GAOSX | MHEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.06 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.09 | 1.54 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.32 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 1.46 | -0.61 |
Martin ratioReturn relative to average drawdown | 3.53 | 4.43 | -0.90 |
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
| GAOSX | MHEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.06 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.35 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.59 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.56 | +0.05 |
Correlation
The correlation between GAOSX and MHEIX is 0.54, 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.
Dividends
GAOSX vs. MHEIX - Dividend Comparison
GAOSX's dividend yield for the trailing twelve months is around 10.22%, more than MHEIX's 3.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAOSX JPMorgan Global Allocation Fund | 10.22% | 10.23% | 2.52% | 0.00% | 4.86% | 10.17% | 1.67% | 2.65% | 2.71% | 3.18% | 2.76% | 1.16% |
MHEIX MH Elite Income Fund of Funds | 3.82% | 0.00% | 3.33% | 2.38% | 3.17% | 1.49% | 2.30% | 2.21% | 2.10% | 1.69% | 2.48% | 2.87% |
Drawdowns
GAOSX vs. MHEIX - Drawdown Comparison
The maximum GAOSX drawdown since its inception was -24.98%, which is greater than MHEIX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for GAOSX and MHEIX.
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Drawdown Indicators
| GAOSX | MHEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.98% | -16.95% | -8.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -4.54% | -4.39% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -13.62% | -11.36% |
Max Drawdown (10Y)Largest decline over 10 years | -24.98% | -16.95% | -8.03% |
Current DrawdownCurrent decline from peak | -8.93% | -4.54% | -4.39% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -2.48% | -2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 1.50% | +0.65% |
Volatility
GAOSX vs. MHEIX - Volatility Comparison
JPMorgan Global Allocation Fund (GAOSX) has a higher volatility of 4.67% compared to MH Elite Income Fund of Funds (MHEIX) at 1.57%. This indicates that GAOSX'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
| GAOSX | MHEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 1.57% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.42% | 5.77% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.44% | 6.46% | +4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 5.54% | +5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.69% | 5.21% | +5.48% |