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HFRO vs. HEQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFRO vs. HEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Highland Funds I - Highland Opportunities and Income Fund (HFRO) and John Hancock Diversified Income Fund (HEQ). The values are adjusted to include any dividend payments, if applicable.

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HFRO vs. HEQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HFRO
Highland Funds I - Highland Opportunities and Income Fund
-2.69%25.08%-27.17%-16.97%1.71%16.33%-8.42%4.22%-12.30%1.01%
HEQ
John Hancock Diversified Income Fund
3.33%15.64%11.70%-3.14%-3.08%24.44%-14.28%26.76%-17.29%4.52%

Returns By Period

In the year-to-date period, HFRO achieves a -2.69% return, which is significantly lower than HEQ's 3.33% return.


HFRO

1D
3.44%
1M
-7.58%
YTD
-2.69%
6M
-6.61%
1Y
18.97%
3Y*
-5.54%
5Y*
-4.71%
10Y*

HEQ

1D
2.65%
1M
-3.32%
YTD
3.33%
6M
6.72%
1Y
14.53%
3Y*
7.61%
5Y*
7.48%
10Y*
6.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFRO vs. HEQ - Expense Ratio Comparison

HFRO has a 0.02% expense ratio, which is higher than HEQ's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

HFRO vs. HEQ — Risk / Return Rank

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

HFRO
HFRO Risk / Return Rank: 4242
Overall Rank
HFRO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
HFRO Sortino Ratio Rank: 3434
Sortino Ratio Rank
HFRO Omega Ratio Rank: 3636
Omega Ratio Rank
HFRO Calmar Ratio Rank: 6767
Calmar Ratio Rank
HFRO Martin Ratio Rank: 3838
Martin Ratio Rank

HEQ
HEQ Risk / Return Rank: 6363
Overall Rank
HEQ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HEQ Sortino Ratio Rank: 5959
Sortino Ratio Rank
HEQ Omega Ratio Rank: 6464
Omega Ratio Rank
HEQ Calmar Ratio Rank: 6464
Calmar Ratio Rank
HEQ Martin Ratio Rank: 7171
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.

HFRO vs. HEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Highland Funds I - Highland Opportunities and Income Fund (HFRO) and John Hancock Diversified Income Fund (HEQ). 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.


HFROHEQDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.10

-0.29

Sortino ratio

Return per unit of downside risk

1.20

1.59

-0.39

Omega ratio

Gain probability vs. loss probability

1.18

1.25

-0.07

Calmar ratio

Return relative to maximum drawdown

1.57

1.52

+0.05

Martin ratio

Return relative to average drawdown

4.05

6.79

-2.73

HFRO vs. HEQ - Sharpe Ratio Comparison

The current HFRO Sharpe Ratio is 0.80, which is comparable to the HEQ Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of HFRO and HEQ, 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


HFROHEQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.10

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.46

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.31

-0.47

Correlation

The correlation between HFRO and HEQ is 0.26, 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

HFRO vs. HEQ - Dividend Comparison

HFRO's dividend yield for the trailing twelve months is around 8.09%, less than HEQ's 9.21% yield.


TTM20252024202320222021202020192018201720162015
HFRO
Highland Funds I - Highland Opportunities and Income Fund
8.09%7.73%8.90%12.02%8.97%8.41%8.99%7.43%7.22%0.99%0.00%0.00%
HEQ
John Hancock Diversified Income Fund
9.21%9.30%9.79%10.75%10.09%8.92%11.64%10.09%11.50%10.44%9.57%10.40%

Drawdowns

HFRO vs. HEQ - Drawdown Comparison

The maximum HFRO drawdown since its inception was -52.79%, which is greater than HEQ's maximum drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for HFRO and HEQ.


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Drawdown Indicators


HFROHEQDifference

Max Drawdown

Largest peak-to-trough decline

-52.79%

-44.38%

-8.41%

Max Drawdown (1Y)

Largest decline over 1 year

-15.74%

-9.48%

-6.26%

Max Drawdown (5Y)

Largest decline over 5 years

-52.79%

-25.37%

-27.42%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

Current Drawdown

Current decline from peak

-34.66%

-3.91%

-30.75%

Average Drawdown

Average peak-to-trough decline

-20.50%

-8.66%

-11.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.10%

2.13%

+3.97%

Volatility

HFRO vs. HEQ - Volatility Comparison

Highland Funds I - Highland Opportunities and Income Fund (HFRO) has a higher volatility of 8.13% compared to John Hancock Diversified Income Fund (HEQ) at 5.24%. This indicates that HFRO's price experiences larger fluctuations and is considered to be riskier than HEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFROHEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.13%

5.24%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

7.51%

+7.69%

Volatility (1Y)

Calculated over the trailing 1-year period

24.25%

13.32%

+10.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.59%

16.42%

+7.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.54%

18.81%

+3.73%