PortfoliosLab logoPortfoliosLab logo
JEEIX vs. MLXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEEIX vs. MLXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JHancock Infrastructure Fund (JEEIX) and Catalyst Energy Infrastructure Fund (MLXIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JEEIX vs. MLXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JEEIX
JHancock Infrastructure Fund
11.67%25.51%13.24%4.74%-8.48%13.97%2.53%23.46%-1.43%17.09%
MLXIX
Catalyst Energy Infrastructure Fund
35.24%-8.56%45.26%15.34%27.02%42.04%-20.02%12.05%-18.48%-13.83%

Returns By Period

In the year-to-date period, JEEIX achieves a 11.67% return, which is significantly lower than MLXIX's 35.24% return. Over the past 10 years, JEEIX has underperformed MLXIX with an annualized return of 9.62%, while MLXIX has yielded a comparatively higher 15.06% annualized return.


JEEIX

1D
0.66%
1M
-3.68%
YTD
11.67%
6M
15.45%
1Y
27.03%
3Y*
18.11%
5Y*
10.71%
10Y*
9.62%

MLXIX

1D
-1.51%
1M
14.05%
YTD
35.24%
6M
26.46%
1Y
21.20%
3Y*
27.68%
5Y*
25.39%
10Y*
15.06%
*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.


JEEIX vs. MLXIX - Expense Ratio Comparison

JEEIX has a 0.95% expense ratio, which is lower than MLXIX's 1.43% expense ratio.


Return for Risk

JEEIX vs. MLXIX — Risk / Return Rank

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

JEEIX
JEEIX Risk / Return Rank: 9595
Overall Rank
JEEIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JEEIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
JEEIX Omega Ratio Rank: 9393
Omega Ratio Rank
JEEIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
JEEIX Martin Ratio Rank: 9797
Martin Ratio Rank

MLXIX
MLXIX Risk / Return Rank: 4040
Overall Rank
MLXIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MLXIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
MLXIX Omega Ratio Rank: 4343
Omega Ratio Rank
MLXIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
MLXIX Martin Ratio Rank: 2222
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.

JEEIX vs. MLXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JHancock Infrastructure Fund (JEEIX) and Catalyst Energy Infrastructure Fund (MLXIX). 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.


JEEIXMLXIXDifference

Sharpe ratio

Return per unit of total volatility

2.33

0.91

+1.42

Sortino ratio

Return per unit of downside risk

3.01

1.26

+1.74

Omega ratio

Gain probability vs. loss probability

1.46

1.19

+0.27

Calmar ratio

Return relative to maximum drawdown

3.62

1.19

+2.42

Martin ratio

Return relative to average drawdown

16.58

2.36

+14.21

JEEIX vs. MLXIX - Sharpe Ratio Comparison

The current JEEIX Sharpe Ratio is 2.33, which is higher than the MLXIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of JEEIX and MLXIX, 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


JEEIXMLXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

0.91

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

1.15

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.53

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.22

+0.41

Correlation

The correlation between JEEIX and MLXIX is 0.50, 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

JEEIX vs. MLXIX - Dividend Comparison

JEEIX's dividend yield for the trailing twelve months is around 2.14%, less than MLXIX's 6.52% yield.


TTM20252024202320222021202020192018201720162015
JEEIX
JHancock Infrastructure Fund
2.14%2.37%2.48%2.25%1.93%6.70%2.24%4.69%4.25%2.29%2.27%1.42%
MLXIX
Catalyst Energy Infrastructure Fund
6.52%8.26%5.02%6.67%7.15%8.26%14.52%15.93%15.62%11.37%8.76%11.47%

Drawdowns

JEEIX vs. MLXIX - Drawdown Comparison

The maximum JEEIX drawdown since its inception was -30.39%, smaller than the maximum MLXIX drawdown of -76.78%. Use the drawdown chart below to compare losses from any high point for JEEIX and MLXIX.


Loading graphics...

Drawdown Indicators


JEEIXMLXIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.39%

-76.78%

+46.39%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-16.50%

+8.74%

Max Drawdown (5Y)

Largest decline over 5 years

-22.02%

-22.14%

+0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-30.39%

-72.63%

+42.24%

Current Drawdown

Current decline from peak

-3.68%

-1.51%

-2.17%

Average Drawdown

Average peak-to-trough decline

-4.47%

-23.47%

+19.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

8.33%

-6.64%

Volatility

JEEIX vs. MLXIX - Volatility Comparison

The current volatility for JHancock Infrastructure Fund (JEEIX) is 3.59%, while Catalyst Energy Infrastructure Fund (MLXIX) has a volatility of 6.04%. This indicates that JEEIX experiences smaller price fluctuations and is considered to be less risky than MLXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JEEIXMLXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

6.04%

-2.45%

Volatility (6M)

Calculated over the trailing 6-month period

6.93%

13.30%

-6.37%

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

23.26%

-11.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.79%

22.13%

-9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

28.33%

-14.16%