GIMFX vs. MHEIX
Compare and contrast key facts about GMO Implementation Fund (GIMFX) and MH Elite Income Fund of Funds (MHEIX).
GIMFX is managed by GMO. It was launched on Feb 29, 2012. MHEIX is managed by MH Elite. It was launched on Aug 14, 2011.
Performance
GIMFX vs. MHEIX - Performance Comparison
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GIMFX vs. MHEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIMFX GMO Implementation Fund | 4.96% | 25.37% | 2.67% | 14.75% | -1.24% | 4.05% | -7.25% | 13.24% | -5.58% | 14.09% |
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, GIMFX achieves a 4.96% return, which is significantly higher than MHEIX's -0.74% return. Over the past 10 years, GIMFX has outperformed MHEIX with an annualized return of 6.46%, while MHEIX has yielded a comparatively lower 3.06% annualized return.
GIMFX
- 1D
- 0.25%
- 1M
- -5.36%
- YTD
- 4.96%
- 6M
- 11.65%
- 1Y
- 25.30%
- 3Y*
- 14.62%
- 5Y*
- 8.53%
- 10Y*
- 6.46%
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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GIMFX vs. MHEIX - Expense Ratio Comparison
GIMFX has a 0.02% expense ratio, which is lower than MHEIX's 1.25% expense ratio.
Return for Risk
GIMFX vs. MHEIX — Risk / Return Rank
GIMFX
MHEIX
GIMFX vs. MHEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Implementation Fund (GIMFX) 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.
| GIMFX | MHEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.85 | 1.06 | +1.78 |
Sortino ratioReturn per unit of downside risk | 3.70 | 1.54 | +2.16 |
Omega ratioGain probability vs. loss probability | 1.57 | 1.32 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 3.48 | 1.46 | +2.02 |
Martin ratioReturn relative to average drawdown | 13.93 | 4.43 | +9.50 |
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
| GIMFX | MHEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.85 | 1.06 | +1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.35 | +0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.59 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.56 | +0.09 |
Correlation
The correlation between GIMFX and MHEIX is 0.40, 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
GIMFX vs. MHEIX - Dividend Comparison
GIMFX's dividend yield for the trailing twelve months is around 4.07%, more than MHEIX's 3.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIMFX GMO Implementation Fund | 4.07% | 4.28% | 3.39% | 5.93% | 3.59% | 3.28% | 2.25% | 3.99% | 4.59% | 2.95% | 1.98% | 0.00% |
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
GIMFX vs. MHEIX - Drawdown Comparison
The maximum GIMFX drawdown since its inception was -25.87%, which is greater than MHEIX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for GIMFX and MHEIX.
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Drawdown Indicators
| GIMFX | MHEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.87% | -16.95% | -8.92% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -4.54% | -2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -14.02% | -13.62% | -0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -25.87% | -16.95% | -8.92% |
Current DrawdownCurrent decline from peak | -5.36% | -4.54% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -4.33% | -2.48% | -1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.50% | +0.25% |
Volatility
GIMFX vs. MHEIX - Volatility Comparison
GMO Implementation Fund (GIMFX) has a higher volatility of 3.70% compared to MH Elite Income Fund of Funds (MHEIX) at 1.57%. This indicates that GIMFX'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
| GIMFX | MHEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 1.57% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 5.81% | 5.77% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 6.46% | +2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.46% | 5.54% | +2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.93% | 5.21% | +3.72% |