MHELX vs. BERIX
MHELX (MH Elite Small Cap Fund of Funds Fund) and BERIX (Chartwell Income Fund) are both Diversified Portfolio funds. Over the past 10 years, MHELX returned 9.09%/yr vs 4.74%/yr for BERIX. A 0.60 correlation means they provide meaningful diversification when combined. MHELX charges 1.25%/yr vs 0.64%/yr for BERIX.
Performance
MHELX vs. BERIX - Performance Comparison
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Returns By Period
In the year-to-date period, MHELX achieves a 18.72% return, which is significantly higher than BERIX's 2.36% return. Over the past 10 years, MHELX has outperformed BERIX with an annualized return of 9.09%, while BERIX has yielded a comparatively lower 4.74% annualized return.
MHELX
- 1D
- -0.70%
- 1M
- 2.68%
- YTD
- 18.72%
- 6M
- 17.29%
- 1Y
- 38.07%
- 3Y*
- 14.55%
- 5Y*
- 5.53%
- 10Y*
- 9.09%
BERIX
- 1D
- -0.28%
- 1M
- -1.92%
- YTD
- 2.36%
- 6M
- 2.62%
- 1Y
- 10.14%
- 3Y*
- 8.79%
- 5Y*
- 4.29%
- 10Y*
- 4.74%
MHELX vs. BERIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MHELX MH Elite Small Cap Fund of Funds Fund | 18.72% | 3.45% | 12.51% | 16.30% | -20.27% | 14.07% | 20.57% | 22.49% | -12.76% | 12.42% |
BERIX Chartwell Income Fund | 2.36% | 13.23% | 7.20% | 7.77% | -10.14% | 7.35% | 4.49% | 9.69% | -0.81% | 3.92% |
Correlation
The correlation between MHELX and BERIX is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 1998 | 0.60 |
The correlation between MHELX and BERIX shifts across timeframes, from -0.10 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MHELX vs. BERIX — Risk / Return Rank
MHELX
BERIX
MHELX vs. BERIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MH Elite Small Cap Fund of Funds Fund (MHELX) and Chartwell Income Fund (BERIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MHELX | BERIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.53 | 3.03 | +1.50 |
| Martin ratioReturn relative to average drawdown | 15.21 | 11.70 | +3.51 |
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Drawdowns
MHELX vs. BERIX - Drawdown Comparison
The maximum MHELX drawdown since its inception was -61.24%, which is greater than BERIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for MHELX and BERIX.
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Drawdown Indicators
| MHELX | BERIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.24% | -20.34% | -40.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -3.36% | -5.16% |
Max Drawdown (3Y)Largest decline over 3 years | -30.81% | -5.82% | -24.99% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -15.73% | -16.28% |
Max Drawdown (10Y)Largest decline over 10 years | -39.02% | -20.34% | -18.68% |
Current DrawdownCurrent decline from peak | -1.48% | -3.36% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -12.91% | -2.59% | -10.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 0.87% | +1.66% |
Volatility
MHELX vs. BERIX - Volatility Comparison
MH Elite Small Cap Fund of Funds Fund (MHELX) has a higher volatility of 5.83% compared to Chartwell Income Fund (BERIX) at 1.61%. This indicates that MHELX's price experiences larger fluctuations and is considered to be riskier than BERIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MHELX | BERIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.83% | 1.61% | +4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 15.76% | 4.45% | +11.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.68% | 5.11% | +14.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.09% | 5.98% | +15.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 6.03% | +14.98% |
MHELX vs. BERIX - Expense Ratio Comparison
MHELX has a 1.25% expense ratio, which is higher than BERIX's 0.64% expense ratio.
Dividends
MHELX vs. BERIX - Dividend Comparison
MHELX's dividend yield for the trailing twelve months is around 6.08%, more than BERIX's 4.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BERIX Chartwell Income Fund | 4.15% | 3.97% | 3.90% | 3.36% | 3.54% | 2.58% | 3.07% | 3.03% | 5.83% | 5.22% | 2.76% | 2.45% |
MHELX MH Elite Small Cap Fund of Funds Fund | 6.08% | 0.00% | 2.19% | 0.00% | 14.45% | 5.03% | 2.70% | 6.13% | 0.00% | 5.17% | 5.51% | 6.93% |
Frequently Asked Questions
MHELX and BERIX have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MHELX has higher volatility (5.83%) compared to BERIX (1.61%). In terms of maximum drawdown, MHELX dropped -61.24% vs BERIX's -20.34%.
BERIX currently has the higher Sharpe Ratio (1.99 vs 1.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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