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MHEIX vs. MQIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MHEIX vs. MQIFX - Performance Comparison

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

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MHEIX vs. MQIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MHEIX
MH Elite Income Fund of Funds
-0.55%4.76%5.98%7.55%-9.83%2.44%5.27%11.10%-3.24%5.40%
MQIFX
Franklin Mutual Quest Fund
0.69%17.66%8.84%10.46%-6.85%11.50%-1.84%12.40%-7.33%6.99%

Returns By Period

In the year-to-date period, MHEIX achieves a -0.55% return, which is significantly lower than MQIFX's 0.69% return. Over the past 10 years, MHEIX has underperformed MQIFX with an annualized return of 3.08%, while MQIFX has yielded a comparatively higher 5.63% annualized return.


MHEIX

1D
0.19%
1M
-2.59%
YTD
-0.55%
6M
0.91%
1Y
6.83%
3Y*
5.23%
5Y*
1.89%
10Y*
3.08%

MQIFX

1D
1.64%
1M
-5.46%
YTD
0.69%
6M
3.72%
1Y
12.06%
3Y*
12.80%
5Y*
6.75%
10Y*
5.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MHEIX vs. MQIFX - Expense Ratio Comparison

MHEIX has a 1.25% expense ratio, which is higher than MQIFX's 0.78% expense ratio.


Return for Risk

MHEIX vs. MQIFX — Risk / Return Rank

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

MHEIX
MHEIX Risk / Return Rank: 5555
Overall Rank
MHEIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MHEIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
MHEIX Omega Ratio Rank: 8080
Omega Ratio Rank
MHEIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
MHEIX Martin Ratio Rank: 3636
Martin Ratio Rank

MQIFX
MQIFX Risk / Return Rank: 4242
Overall Rank
MQIFX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MQIFX Sortino Ratio Rank: 4242
Sortino Ratio Rank
MQIFX Omega Ratio Rank: 4343
Omega Ratio Rank
MQIFX Calmar Ratio Rank: 4040
Calmar Ratio Rank
MQIFX Martin Ratio Rank: 3939
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. MQIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MH Elite Income Fund of Funds (MHEIX) and Franklin Mutual Quest Fund (MQIFX). 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.


MHEIXMQIFXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.97

+0.13

Sortino ratio

Return per unit of downside risk

1.58

1.37

+0.21

Omega ratio

Gain probability vs. loss probability

1.33

1.20

+0.13

Calmar ratio

Return relative to maximum drawdown

1.55

1.17

+0.39

Martin ratio

Return relative to average drawdown

4.63

4.39

+0.24

MHEIX vs. MQIFX - Sharpe Ratio Comparison

The current MHEIX Sharpe Ratio is 1.10, which is comparable to the MQIFX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of MHEIX and MQIFX, 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


MHEIXMQIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.97

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.58

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.47

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.84

-0.28

Correlation

The correlation between MHEIX and MQIFX is 0.46, 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. MQIFX - Dividend Comparison

MHEIX's dividend yield for the trailing twelve months is around 3.81%, less than MQIFX's 4.15% yield.


TTM20252024202320222021202020192018201720162015
MHEIX
MH Elite Income Fund of Funds
3.81%0.00%3.33%2.38%3.17%1.49%2.30%2.21%2.10%1.69%2.48%2.87%
MQIFX
Franklin Mutual Quest Fund
4.15%4.18%5.10%4.60%3.80%2.59%3.66%3.52%13.76%4.53%1.24%5.75%

Drawdowns

MHEIX vs. MQIFX - Drawdown Comparison

The maximum MHEIX drawdown since its inception was -16.95%, smaller than the maximum MQIFX drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for MHEIX and MQIFX.


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Drawdown Indicators


MHEIXMQIFXDifference

Max Drawdown

Largest peak-to-trough decline

-16.95%

-34.60%

+17.65%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-10.29%

+5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-13.62%

-19.91%

+6.29%

Max Drawdown (10Y)

Largest decline over 10 years

-16.95%

-30.59%

+13.64%

Current Drawdown

Current decline from peak

-4.36%

-6.61%

+2.25%

Average Drawdown

Average peak-to-trough decline

-2.48%

-4.88%

+2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

2.73%

-1.21%

Volatility

MHEIX vs. MQIFX - Volatility Comparison

The current volatility for MH Elite Income Fund of Funds (MHEIX) is 1.60%, while Franklin Mutual Quest Fund (MQIFX) has a volatility of 4.69%. This indicates that MHEIX experiences smaller price fluctuations and is considered to be less risky than MQIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MHEIXMQIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

4.69%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

5.77%

7.43%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

6.45%

12.45%

-6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.54%

11.63%

-6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.21%

11.90%

-6.69%