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HHCZX vs. ASILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HHCZX vs. ASILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NexPoint Event Driven Fund (HHCZX) and AB Select US Long/Short Portfolio (ASILX). The values are adjusted to include any dividend payments, if applicable.

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HHCZX vs. ASILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HHCZX
NexPoint Event Driven Fund
-7.03%6.52%7.22%5.44%-5.49%-17.31%22.24%11.36%12.72%8.76%
ASILX
AB Select US Long/Short Portfolio
-2.41%9.77%18.46%11.06%-9.94%17.81%10.23%17.17%-1.61%12.61%

Returns By Period

In the year-to-date period, HHCZX achieves a -7.03% return, which is significantly lower than ASILX's -2.41% return. Over the past 10 years, HHCZX has underperformed ASILX with an annualized return of 3.97%, while ASILX has yielded a comparatively higher 8.41% annualized return.


HHCZX

1D
-0.18%
1M
-8.24%
YTD
-7.03%
6M
-4.80%
1Y
-0.12%
3Y*
3.98%
5Y*
-2.65%
10Y*
3.97%

ASILX

1D
-0.07%
1M
-2.68%
YTD
-2.41%
6M
-1.15%
1Y
7.77%
3Y*
11.88%
5Y*
7.29%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HHCZX vs. ASILX - Expense Ratio Comparison

HHCZX has a 1.69% expense ratio, which is higher than ASILX's 1.55% expense ratio.


Return for Risk

HHCZX vs. ASILX — Risk / Return Rank

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

HHCZX
HHCZX Risk / Return Rank: 55
Overall Rank
HHCZX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
HHCZX Sortino Ratio Rank: 55
Sortino Ratio Rank
HHCZX Omega Ratio Rank: 55
Omega Ratio Rank
HHCZX Calmar Ratio Rank: 66
Calmar Ratio Rank
HHCZX Martin Ratio Rank: 66
Martin Ratio Rank

ASILX
ASILX Risk / Return Rank: 7373
Overall Rank
ASILX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ASILX Sortino Ratio Rank: 7070
Sortino Ratio Rank
ASILX Omega Ratio Rank: 6666
Omega Ratio Rank
ASILX Calmar Ratio Rank: 8282
Calmar Ratio Rank
ASILX Martin Ratio Rank: 7575
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.

HHCZX vs. ASILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NexPoint Event Driven Fund (HHCZX) and AB Select US Long/Short Portfolio (ASILX). 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.


HHCZXASILXDifference

Sharpe ratio

Return per unit of total volatility

-0.00

1.23

-1.23

Sortino ratio

Return per unit of downside risk

0.14

1.72

-1.58

Omega ratio

Gain probability vs. loss probability

1.02

1.25

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.03

2.01

-2.03

Martin ratio

Return relative to average drawdown

-0.08

7.16

-7.24

HHCZX vs. ASILX - Sharpe Ratio Comparison

The current HHCZX Sharpe Ratio is -0.00, which is lower than the ASILX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of HHCZX and ASILX, 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


HHCZXASILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

1.23

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.91

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.91

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.91

-0.63

Correlation

The correlation between HHCZX and ASILX is 0.52, 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

HHCZX vs. ASILX - Dividend Comparison

HHCZX has not paid dividends to shareholders, while ASILX's dividend yield for the trailing twelve months is around 13.48%.


TTM20252024202320222021202020192018201720162015
HHCZX
NexPoint Event Driven Fund
0.00%0.00%0.56%2.63%0.00%0.00%0.00%0.00%0.00%1.06%0.00%4.27%
ASILX
AB Select US Long/Short Portfolio
13.48%13.15%7.18%1.41%6.51%11.92%4.28%3.54%8.71%5.03%0.00%3.35%

Drawdowns

HHCZX vs. ASILX - Drawdown Comparison

The maximum HHCZX drawdown since its inception was -33.57%, which is greater than ASILX's maximum drawdown of -18.36%. Use the drawdown chart below to compare losses from any high point for HHCZX and ASILX.


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Drawdown Indicators


HHCZXASILXDifference

Max Drawdown

Largest peak-to-trough decline

-33.57%

-18.36%

-15.21%

Max Drawdown (1Y)

Largest decline over 1 year

-15.31%

-3.62%

-11.69%

Max Drawdown (5Y)

Largest decline over 5 years

-31.21%

-12.30%

-18.91%

Max Drawdown (10Y)

Largest decline over 10 years

-32.15%

-18.36%

-13.79%

Current Drawdown

Current decline from peak

-18.41%

-3.61%

-14.80%

Average Drawdown

Average peak-to-trough decline

-13.98%

-2.49%

-11.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

1.01%

+4.40%

Volatility

HHCZX vs. ASILX - Volatility Comparison

NexPoint Event Driven Fund (HHCZX) has a higher volatility of 3.62% compared to AB Select US Long/Short Portfolio (ASILX) at 1.16%. This indicates that HHCZX's price experiences larger fluctuations and is considered to be riskier than ASILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HHCZXASILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

1.16%

+2.46%

Volatility (6M)

Calculated over the trailing 6-month period

15.31%

4.00%

+11.31%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

6.59%

+9.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.86%

8.04%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

9.30%

+7.07%