HFEL.L vs. TFIF.L
Compare and contrast key facts about Henderson Far East Income Ltd (HFEL.L) and TwentyFour Income Fund Limited (TFIF.L).
TFIF.L is managed by TwentyFour Asset Management.
Performance
HFEL.L vs. TFIF.L - Performance Comparison
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HFEL.L vs. TFIF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFEL.L Henderson Far East Income Ltd | 7.21% | 16.31% | 19.07% | -13.15% | 0.88% | -2.77% | -4.06% | 12.75% | -3.42% | 16.89% |
TFIF.L TwentyFour Income Fund Limited | -3.86% | 5.10% | 2.76% | 6.58% | -13.84% | 8.32% | -4.87% | -0.61% | -6.60% | 6.48% |
Different Trading Currencies
HFEL.L is traded in GBp, while TFIF.L is traded in GBP. To make them comparable, the TFIF.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, HFEL.L achieves a 7.21% return, which is significantly higher than TFIF.L's -3.86% return. Over the past 10 years, HFEL.L has outperformed TFIF.L with an annualized return of 7.09%, while TFIF.L has yielded a comparatively lower 0.40% annualized return.
HFEL.L
- 1D
- 1.01%
- 1M
- -5.65%
- YTD
- 7.21%
- 6M
- 9.24%
- 1Y
- 28.40%
- 3Y*
- 9.88%
- 5Y*
- 4.41%
- 10Y*
- 7.09%
TFIF.L
- 1D
- 0.37%
- 1M
- -2.85%
- YTD
- -3.86%
- 6M
- -4.35%
- 1Y
- -2.06%
- 3Y*
- 2.84%
- 5Y*
- 0.22%
- 10Y*
- 0.40%
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Return for Risk
HFEL.L vs. TFIF.L — Risk / Return Rank
HFEL.L
TFIF.L
HFEL.L vs. TFIF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Henderson Far East Income Ltd (HFEL.L) and TwentyFour Income Fund Limited (TFIF.L). 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.
| HFEL.L | TFIF.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | -0.17 | +1.82 |
Sortino ratioReturn per unit of downside risk | 2.19 | -0.14 | +2.33 |
Omega ratioGain probability vs. loss probability | 1.33 | 0.98 | +0.35 |
Calmar ratioReturn relative to maximum drawdown | 2.78 | -0.31 | +3.09 |
Martin ratioReturn relative to average drawdown | 9.42 | -1.08 | +10.51 |
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
| HFEL.L | TFIF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | -0.17 | +1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.02 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.03 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.04 | — |
Correlation
The correlation between HFEL.L and TFIF.L is 0.15, 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
HFEL.L vs. TFIF.L - Dividend Comparison
HFEL.L's dividend yield for the trailing twelve months is around 9.96%, more than TFIF.L's 0.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFEL.L Henderson Far East Income Ltd | 9.96% | 10.40% | 10.72% | 11.26% | 8.71% | 7.93% | 7.04% | 6.13% | 6.26% | 5.49% | 5.83% | 6.61% |
TFIF.L TwentyFour Income Fund Limited | 0.10% | 0.10% | 0.09% | 0.10% | 0.07% | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% |
Drawdowns
HFEL.L vs. TFIF.L - Drawdown Comparison
The maximum HFEL.L drawdown since its inception was -60,394.88%, which is greater than TFIF.L's maximum drawdown of -37.49%. Use the drawdown chart below to compare losses from any high point for HFEL.L and TFIF.L.
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Drawdown Indicators
| HFEL.L | TFIF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60,394.88% | -37.49% | -60,357.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -8.87% | -3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.99% | -19.27% | -7.72% |
Max Drawdown (10Y)Largest decline over 10 years | -33.94% | -35.12% | +1.18% |
Current DrawdownCurrent decline from peak | -55,833.83% | -15.48% | -55,818.35% |
Average DrawdownAverage peak-to-trough decline | -13,549.26% | -12.72% | -13,536.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.55% | +0.50% |
Volatility
HFEL.L vs. TFIF.L - Volatility Comparison
The current volatility for Henderson Far East Income Ltd (HFEL.L) is 5.56%, while TwentyFour Income Fund Limited (TFIF.L) has a volatility of 8.19%. This indicates that HFEL.L experiences smaller price fluctuations and is considered to be less risky than TFIF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFEL.L | TFIF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 8.19% | -2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 9.15% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 12.21% | +4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 11.92% | +3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 13.14% | +4.75% |