PortfoliosLab logoPortfoliosLab logo
MHEIX vs. HGLB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MHEIX vs. HGLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MH Elite Income Fund of Funds (MHEIX) and Highland Global Allocation Fund (HGLB). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MHEIX vs. HGLB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MHEIX
MH Elite Income Fund of Funds
-0.74%4.76%5.98%7.55%-9.83%2.44%5.27%6.96%
HGLB
Highland Global Allocation Fund
-9.43%51.74%-1.52%-6.15%14.53%53.22%-17.98%-31.46%

Returns By Period

In the year-to-date period, MHEIX achieves a -0.74% return, which is significantly higher than HGLB's -9.43% return.


MHEIX

1D
-0.19%
1M
-2.77%
YTD
-0.74%
6M
0.72%
1Y
6.83%
3Y*
5.17%
5Y*
1.93%
10Y*
3.06%

HGLB

1D
2.55%
1M
-10.65%
YTD
-9.43%
6M
-6.44%
1Y
8.73%
3Y*
8.85%
5Y*
12.97%
10Y*
*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.


MHEIX vs. HGLB - Expense Ratio Comparison

MHEIX has a 1.25% expense ratio, which is higher than HGLB's 0.02% expense ratio.


Return for Risk

MHEIX vs. HGLB — Risk / Return Rank

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

MHEIX
MHEIX Risk / Return Rank: 6060
Overall Rank
MHEIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
MHEIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
MHEIX Omega Ratio Rank: 8181
Omega Ratio Rank
MHEIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
MHEIX Martin Ratio Rank: 4343
Martin Ratio Rank

HGLB
HGLB Risk / Return Rank: 1313
Overall Rank
HGLB Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
HGLB Sortino Ratio Rank: 1313
Sortino Ratio Rank
HGLB Omega Ratio Rank: 1414
Omega Ratio Rank
HGLB Calmar Ratio Rank: 1313
Calmar Ratio Rank
HGLB Martin Ratio Rank: 1212
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.

MHEIX vs. HGLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MH Elite Income Fund of Funds (MHEIX) and Highland Global Allocation Fund (HGLB). 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.


MHEIXHGLBDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.35

+0.72

Sortino ratio

Return per unit of downside risk

1.54

0.65

+0.89

Omega ratio

Gain probability vs. loss probability

1.32

1.09

+0.23

Calmar ratio

Return relative to maximum drawdown

1.46

0.37

+1.09

Martin ratio

Return relative to average drawdown

4.43

0.98

+3.45

MHEIX vs. HGLB - Sharpe Ratio Comparison

The current MHEIX Sharpe Ratio is 1.06, which is higher than the HGLB Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of MHEIX and HGLB, 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


MHEIXHGLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.35

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.58

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.12

+0.44

Correlation

The correlation between MHEIX and HGLB is 0.23, 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

MHEIX vs. HGLB - Dividend Comparison

MHEIX's dividend yield for the trailing twelve months is around 3.82%, less than HGLB's 13.04% yield.


TTM20252024202320222021202020192018201720162015
MHEIX
MH Elite Income Fund of Funds
3.82%0.00%3.33%2.38%3.17%1.49%2.30%2.21%2.10%1.69%2.48%2.87%
HGLB
Highland Global Allocation Fund
13.04%11.57%14.27%12.82%10.32%9.39%15.44%11.35%0.00%0.00%0.00%0.00%

Drawdowns

MHEIX vs. HGLB - Drawdown Comparison

The maximum MHEIX drawdown since its inception was -16.95%, smaller than the maximum HGLB drawdown of -70.40%. Use the drawdown chart below to compare losses from any high point for MHEIX and HGLB.


Loading graphics...

Drawdown Indicators


MHEIXHGLBDifference

Max Drawdown

Largest peak-to-trough decline

-16.95%

-70.40%

+53.45%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-23.34%

+18.80%

Max Drawdown (5Y)

Largest decline over 5 years

-13.62%

-29.88%

+16.26%

Max Drawdown (10Y)

Largest decline over 10 years

-16.95%

Current Drawdown

Current decline from peak

-4.54%

-19.42%

+14.88%

Average Drawdown

Average peak-to-trough decline

-2.48%

-18.21%

+15.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

8.77%

-7.27%

Volatility

MHEIX vs. HGLB - Volatility Comparison

The current volatility for MH Elite Income Fund of Funds (MHEIX) is 1.57%, while Highland Global Allocation Fund (HGLB) has a volatility of 8.17%. This indicates that MHEIX experiences smaller price fluctuations and is considered to be less risky than HGLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MHEIXHGLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

8.17%

-6.60%

Volatility (6M)

Calculated over the trailing 6-month period

5.77%

18.33%

-12.56%

Volatility (1Y)

Calculated over the trailing 1-year period

6.46%

25.33%

-18.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.54%

22.36%

-16.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.21%

27.93%

-22.72%