PortfoliosLab logoPortfoliosLab logo
GGSIX vs. MHEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGSIX vs. MHEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Growth Strategy Portfolio (GGSIX) and MH Elite Income Fund of Funds (MHEIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GGSIX vs. MHEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGSIX
Goldman Sachs Growth Strategy Portfolio
-4.20%19.29%19.26%17.83%-16.86%17.04%14.34%24.92%-10.65%21.54%
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, GGSIX achieves a -4.20% return, which is significantly lower than MHEIX's -0.74% return. Over the past 10 years, GGSIX has outperformed MHEIX with an annualized return of 9.96%, while MHEIX has yielded a comparatively lower 3.06% annualized return.


GGSIX

1D
-0.15%
1M
-8.28%
YTD
-4.20%
6M
-1.19%
1Y
15.00%
3Y*
14.88%
5Y*
8.37%
10Y*
9.96%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GGSIX vs. MHEIX - Expense Ratio Comparison

GGSIX has a 0.19% expense ratio, which is lower than MHEIX's 1.25% expense ratio.


Return for Risk

GGSIX vs. MHEIX — Risk / Return Rank

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

GGSIX
GGSIX Risk / Return Rank: 5555
Overall Rank
GGSIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GGSIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
GGSIX Omega Ratio Rank: 6262
Omega Ratio Rank
GGSIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
GGSIX Martin Ratio Rank: 4949
Martin Ratio Rank

MHEIX
MHEIX Risk / Return Rank: 6060
Overall Rank
MHEIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
MHEIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
MHEIX Omega Ratio Rank: 8181
Omega Ratio Rank
MHEIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
MHEIX Martin Ratio Rank: 4343
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.

GGSIX vs. MHEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Strategy Portfolio (GGSIX) 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.


GGSIXMHEIXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.06

+0.08

Sortino ratio

Return per unit of downside risk

1.54

1.54

0.00

Omega ratio

Gain probability vs. loss probability

1.23

1.32

-0.09

Calmar ratio

Return relative to maximum drawdown

1.07

1.46

-0.39

Martin ratio

Return relative to average drawdown

4.87

4.43

+0.44

GGSIX vs. MHEIX - Sharpe Ratio Comparison

The current GGSIX Sharpe Ratio is 1.15, which is comparable to the MHEIX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of GGSIX and MHEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GGSIXMHEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.06

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.35

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.59

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.56

-0.12

Correlation

The correlation between GGSIX and MHEIX is 0.53, 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

GGSIX vs. MHEIX - Dividend Comparison

GGSIX's dividend yield for the trailing twelve months is around 12.39%, more than MHEIX's 3.82% yield.


TTM20252024202320222021202020192018201720162015
GGSIX
Goldman Sachs Growth Strategy Portfolio
12.39%11.87%12.21%1.73%5.76%6.57%3.47%5.77%3.02%2.77%1.35%2.03%
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

GGSIX vs. MHEIX - Drawdown Comparison

The maximum GGSIX drawdown since its inception was -52.85%, which is greater than MHEIX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for GGSIX and MHEIX.


Loading graphics...

Drawdown Indicators


GGSIXMHEIXDifference

Max Drawdown

Largest peak-to-trough decline

-52.85%

-16.95%

-35.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-4.54%

-6.30%

Max Drawdown (5Y)

Largest decline over 5 years

-26.74%

-13.62%

-13.12%

Max Drawdown (10Y)

Largest decline over 10 years

-30.36%

-16.95%

-13.41%

Current Drawdown

Current decline from peak

-8.71%

-4.54%

-4.17%

Average Drawdown

Average peak-to-trough decline

-9.25%

-2.48%

-6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

1.50%

+1.01%

Volatility

GGSIX vs. MHEIX - Volatility Comparison

Goldman Sachs Growth Strategy Portfolio (GGSIX) has a higher volatility of 4.54% compared to MH Elite Income Fund of Funds (MHEIX) at 1.57%. This indicates that GGSIX'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.


Loading graphics...

Volatility by Period


GGSIXMHEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

1.57%

+2.97%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

5.77%

+2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

13.32%

6.46%

+6.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.34%

5.54%

+7.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.27%

5.21%

+9.06%