MHEIX vs. LGI
Compare and contrast key facts about MH Elite Income Fund of Funds (MHEIX) and Lazard Global Total Return and Income Fund (LGI).
MHEIX is managed by MH Elite. It was launched on Aug 14, 2011. LGI is managed by Lazard. It was launched on Apr 28, 2004.
Performance
MHEIX vs. LGI - Performance Comparison
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MHEIX vs. LGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MHEIX MH Elite Income Fund of Funds | -0.74% | 4.76% | 5.98% | 7.55% | -9.83% | 2.44% | 5.27% | 11.10% | -3.24% | 5.40% |
LGI Lazard Global Total Return and Income Fund | -5.39% | 21.36% | 14.00% | 12.89% | -20.57% | 25.28% | 17.04% | 30.25% | -10.51% | 39.37% |
Returns By Period
In the year-to-date period, MHEIX achieves a -0.74% return, which is significantly higher than LGI's -5.39% return. Over the past 10 years, MHEIX has underperformed LGI with an annualized return of 3.06%, while LGI has yielded a comparatively higher 12.55% annualized 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%
LGI
- 1D
- 3.81%
- 1M
- -16.95%
- YTD
- -5.39%
- 6M
- -2.20%
- 1Y
- 15.87%
- 3Y*
- 11.24%
- 5Y*
- 5.89%
- 10Y*
- 12.55%
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MHEIX vs. LGI - Expense Ratio Comparison
MHEIX has a 1.25% expense ratio, which is higher than LGI's 0.02% expense ratio.
Return for Risk
MHEIX vs. LGI — Risk / Return Rank
MHEIX
LGI
MHEIX vs. LGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MH Elite Income Fund of Funds (MHEIX) and Lazard Global Total Return and Income Fund (LGI). 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.
| MHEIX | LGI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.80 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.16 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.18 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 0.74 | +0.72 |
Martin ratioReturn relative to average drawdown | 4.43 | 3.73 | +0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MHEIX | LGI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.80 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.31 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.63 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.36 | +0.19 |
Correlation
The correlation between MHEIX and LGI is 0.44, 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
MHEIX vs. LGI - Dividend Comparison
MHEIX's dividend yield for the trailing twelve months is around 3.82%, less than LGI's 11.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LGI Lazard Global Total Return and Income Fund | 11.06% | 10.08% | 9.19% | 7.32% | 10.22% | 9.77% | 7.17% | 6.44% | 19.88% | 5.46% | 6.94% | 8.52% |
Drawdowns
MHEIX vs. LGI - Drawdown Comparison
The maximum MHEIX drawdown since its inception was -16.95%, smaller than the maximum LGI drawdown of -63.34%. Use the drawdown chart below to compare losses from any high point for MHEIX and LGI.
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Drawdown Indicators
| MHEIX | LGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.95% | -63.34% | +46.39% |
Max Drawdown (1Y)Largest decline over 1 year | -4.54% | -21.25% | +16.71% |
Max Drawdown (5Y)Largest decline over 5 years | -13.62% | -32.84% | +19.22% |
Max Drawdown (10Y)Largest decline over 10 years | -16.95% | -42.94% | +25.99% |
Current DrawdownCurrent decline from peak | -4.54% | -18.25% | +13.71% |
Average DrawdownAverage peak-to-trough decline | -2.48% | -10.96% | +8.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 4.21% | -2.71% |
Volatility
MHEIX vs. LGI - Volatility Comparison
The current volatility for MH Elite Income Fund of Funds (MHEIX) is 1.57%, while Lazard Global Total Return and Income Fund (LGI) has a volatility of 10.00%. This indicates that MHEIX experiences smaller price fluctuations and is considered to be less risky than LGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MHEIX | LGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 10.00% | -8.43% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 13.77% | -8.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.46% | 19.92% | -13.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.54% | 19.17% | -13.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.21% | 20.06% | -14.85% |