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GBLAX vs. MHESX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GBLAX vs. MHESX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Global Balanced Fund Class A (GBLAX) and MH Elite Select Portfolio of Funds Fund (MHESX). The values are adjusted to include any dividend payments, if applicable.

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GBLAX vs. MHESX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBLAX
American Funds Global Balanced Fund Class A
-0.20%17.12%6.56%13.68%-14.25%9.18%10.47%17.26%-6.13%13.99%
MHESX
MH Elite Select Portfolio of Funds Fund
-1.38%17.63%0.77%12.54%-26.14%6.62%20.24%20.22%-17.04%21.72%

Returns By Period

In the year-to-date period, GBLAX achieves a -0.20% return, which is significantly higher than MHESX's -1.38% return. Over the past 10 years, GBLAX has outperformed MHESX with an annualized return of 6.62%, while MHESX has yielded a comparatively lower 4.60% annualized return.


GBLAX

1D
1.83%
1M
-4.53%
YTD
-0.20%
6M
2.19%
1Y
14.55%
3Y*
10.81%
5Y*
5.27%
10Y*
6.62%

MHESX

1D
-0.15%
1M
-8.64%
YTD
-1.38%
6M
2.38%
1Y
19.22%
3Y*
7.78%
5Y*
0.24%
10Y*
4.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GBLAX vs. MHESX - Expense Ratio Comparison

GBLAX has a 0.80% expense ratio, which is higher than MHESX's 0.21% expense ratio.


Return for Risk

GBLAX vs. MHESX — Risk / Return Rank

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

GBLAX
GBLAX Risk / Return Rank: 7979
Overall Rank
GBLAX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GBLAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
GBLAX Omega Ratio Rank: 7575
Omega Ratio Rank
GBLAX Calmar Ratio Rank: 8080
Calmar Ratio Rank
GBLAX Martin Ratio Rank: 8080
Martin Ratio Rank

MHESX
MHESX Risk / Return Rank: 6060
Overall Rank
MHESX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MHESX Sortino Ratio Rank: 7171
Sortino Ratio Rank
MHESX Omega Ratio Rank: 6969
Omega Ratio Rank
MHESX Calmar Ratio Rank: 4242
Calmar Ratio Rank
MHESX Martin Ratio Rank: 5353
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.

GBLAX vs. MHESX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Global Balanced Fund Class A (GBLAX) and MH Elite Select Portfolio of Funds Fund (MHESX). 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.


GBLAXMHESXDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.30

+0.26

Sortino ratio

Return per unit of downside risk

2.21

1.95

+0.26

Omega ratio

Gain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratio

Return relative to maximum drawdown

2.22

1.35

+0.87

Martin ratio

Return relative to average drawdown

9.00

6.14

+2.86

GBLAX vs. MHESX - Sharpe Ratio Comparison

The current GBLAX Sharpe Ratio is 1.55, which is comparable to the MHESX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of GBLAX and MHESX, 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


GBLAXMHESXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.30

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.02

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.31

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.18

+0.44

Correlation

The correlation between GBLAX and MHESX is 0.82, 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

GBLAX vs. MHESX - Dividend Comparison

GBLAX's dividend yield for the trailing twelve months is around 6.38%, while MHESX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GBLAX
American Funds Global Balanced Fund Class A
6.38%6.34%5.53%1.61%1.52%6.02%1.24%1.87%2.30%3.15%2.00%3.28%
MHESX
MH Elite Select Portfolio of Funds Fund
0.00%0.00%0.94%0.20%6.43%4.56%4.72%1.74%0.75%2.41%3.16%2.85%

Drawdowns

GBLAX vs. MHESX - Drawdown Comparison

The maximum GBLAX drawdown since its inception was -23.36%, smaller than the maximum MHESX drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for GBLAX and MHESX.


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Drawdown Indicators


GBLAXMHESXDifference

Max Drawdown

Largest peak-to-trough decline

-23.36%

-46.01%

+22.65%

Max Drawdown (1Y)

Largest decline over 1 year

-6.75%

-10.87%

+4.12%

Max Drawdown (5Y)

Largest decline over 5 years

-22.55%

-36.05%

+13.50%

Max Drawdown (10Y)

Largest decline over 10 years

-23.36%

-36.05%

+12.69%

Current Drawdown

Current decline from peak

-5.03%

-8.64%

+3.61%

Average Drawdown

Average peak-to-trough decline

-3.72%

-11.76%

+8.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

2.74%

-1.08%

Volatility

GBLAX vs. MHESX - Volatility Comparison

American Funds Global Balanced Fund Class A (GBLAX) and MH Elite Select Portfolio of Funds Fund (MHESX) have volatilities of 4.16% and 4.36%, 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.


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Volatility by Period


GBLAXMHESXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

4.36%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

6.34%

7.93%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

9.60%

15.57%

-5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.86%

15.16%

-5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.42%

14.78%

-4.36%