JOHIX vs. HLMIX
Compare and contrast key facts about JOHCM International Select Fund (JOHIX) and Harding Loevner International Equity Portfolio (HLMIX).
JOHIX is managed by JOHCM Funds. It was launched on Jul 28, 2009. HLMIX is managed by Harding Loevner. It was launched on May 10, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JOHIX or HLMIX.
Key characteristics
| JOHIX | HLMIX | |
|---|---|---|
| YTD Return | 5.18% | 5.97% |
| 1Y Return | 18.42% | 16.01% |
| 3Y Return (Ann) | -5.22% | -2.13% |
| 5Y Return (Ann) | 4.35% | 5.15% |
| 10Y Return (Ann) | 4.89% | 5.63% |
| Sharpe Ratio | 1.29 | 1.36 |
| Sortino Ratio | 1.78 | 1.97 |
| Omega Ratio | 1.23 | 1.24 |
| Calmar Ratio | 0.61 | 0.82 |
| Martin Ratio | 4.60 | 6.56 |
| Ulcer Index | 3.93% | 2.56% |
| Daily Std Dev | 13.97% | 12.38% |
| Max Drawdown | -42.16% | -65.37% |
| Current Drawdown | -16.76% | -7.61% |
Correlation
The correlation between JOHIX and HLMIX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
JOHIX vs. HLMIX - Performance Comparison
In the year-to-date period, JOHIX achieves a 5.18% return, which is significantly lower than HLMIX's 5.97% return. Over the past 10 years, JOHIX has underperformed HLMIX with an annualized return of 4.89%, while HLMIX has yielded a comparatively higher 5.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JOHIX vs. HLMIX - Expense Ratio Comparison
JOHIX has a 0.98% expense ratio, which is higher than HLMIX's 0.79% expense ratio.
Risk-Adjusted Performance
JOHIX vs. HLMIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JOHCM International Select Fund (JOHIX) and Harding Loevner International Equity Portfolio (HLMIX). 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.
Dividends
JOHIX vs. HLMIX - Dividend Comparison
JOHIX's dividend yield for the trailing twelve months is around 1.80%, less than HLMIX's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JOHIX JOHCM International Select Fund | 1.80% | 1.90% | 1.67% | 0.99% | 0.35% | 0.95% | 1.51% | 1.18% | 0.71% | 0.37% | 0.74% | 0.36% |
HLMIX Harding Loevner International Equity Portfolio | 1.88% | 1.99% | 2.51% | 1.41% | 0.75% | 1.59% | 1.50% | 0.87% | 0.98% | 1.02% | 1.03% | 0.79% |
Drawdowns
JOHIX vs. HLMIX - Drawdown Comparison
The maximum JOHIX drawdown since its inception was -42.16%, smaller than the maximum HLMIX drawdown of -65.37%. Use the drawdown chart below to compare losses from any high point for JOHIX and HLMIX. For additional features, visit the drawdowns tool.
Volatility
JOHIX vs. HLMIX - Volatility Comparison
The current volatility for JOHCM International Select Fund (JOHIX) is 2.53%, while Harding Loevner International Equity Portfolio (HLMIX) has a volatility of 3.99%. This indicates that JOHIX experiences smaller price fluctuations and is considered to be less risky than HLMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.