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MHELX vs. MHESX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MHELX vs. MHESX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MH Elite Small Cap Fund of Funds Fund (MHELX) and MH Elite Select Portfolio of Funds Fund (MHESX). The values are adjusted to include any dividend payments, if applicable.

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MHELX vs. MHESX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MHELX
MH Elite Small Cap Fund of Funds Fund
2.64%3.45%12.51%16.30%-20.27%14.07%20.57%22.49%-12.76%12.42%
MHESX
MH Elite Select Portfolio of Funds Fund
-1.22%17.63%0.77%12.54%-26.14%6.62%20.24%20.22%-17.04%21.72%

Returns By Period

In the year-to-date period, MHELX achieves a 2.64% return, which is significantly higher than MHESX's -1.22% return. Over the past 10 years, MHELX has outperformed MHESX with an annualized return of 7.81%, while MHESX has yielded a comparatively lower 4.62% annualized return.


MHELX

1D
-1.03%
1M
-6.41%
YTD
2.64%
6M
5.82%
1Y
25.21%
3Y*
10.10%
5Y*
2.95%
10Y*
7.81%

MHESX

1D
-0.77%
1M
-8.50%
YTD
-1.22%
6M
2.87%
1Y
19.85%
3Y*
7.84%
5Y*
0.60%
10Y*
4.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MHELX vs. MHESX - Expense Ratio Comparison

MHELX has a 1.25% expense ratio, which is higher than MHESX's 0.21% expense ratio.


Return for Risk

MHELX vs. MHESX — Risk / Return Rank

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

MHELX
MHELX Risk / Return Rank: 5858
Overall Rank
MHELX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
MHELX Sortino Ratio Rank: 4848
Sortino Ratio Rank
MHELX Omega Ratio Rank: 5555
Omega Ratio Rank
MHELX Calmar Ratio Rank: 6969
Calmar Ratio Rank
MHELX Martin Ratio Rank: 6969
Martin Ratio Rank

MHESX
MHESX Risk / Return Rank: 6767
Overall Rank
MHESX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MHESX Sortino Ratio Rank: 7171
Sortino Ratio Rank
MHESX Omega Ratio Rank: 6969
Omega Ratio Rank
MHESX Calmar Ratio Rank: 6060
Calmar Ratio Rank
MHESX Martin Ratio Rank: 6969
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.

MHELX vs. MHESX - 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 MH Elite Select Portfolio of Funds Fund (MHESX). 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.


MHELXMHESXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.19

-0.20

Sortino ratio

Return per unit of downside risk

1.40

1.80

-0.40

Omega ratio

Gain probability vs. loss probability

1.22

1.26

-0.04

Calmar ratio

Return relative to maximum drawdown

1.60

1.42

+0.18

Martin ratio

Return relative to average drawdown

6.54

6.57

-0.03

MHELX vs. MHESX - Sharpe Ratio Comparison

The current MHELX Sharpe Ratio is 0.99, which is comparable to the MHESX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of MHELX and MHESX, 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


MHELXMHESXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.19

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.04

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.31

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.18

+0.12

Correlation

The correlation between MHELX and MHESX is 0.75, 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.


Dividends

MHELX vs. MHESX - Dividend Comparison

MHELX's dividend yield for the trailing twelve months is around 7.03%, while MHESX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MHELX
MH Elite Small Cap Fund of Funds Fund
7.03%0.00%2.19%0.00%14.45%5.03%2.70%6.13%0.00%5.17%5.51%6.93%
MHESX
MH Elite Select Portfolio of Funds Fund
0.00%0.00%0.94%0.20%6.43%4.56%4.72%1.74%0.75%2.41%3.16%2.85%

Drawdowns

MHELX vs. MHESX - Drawdown Comparison

The maximum MHELX drawdown since its inception was -61.24%, which is greater than MHESX's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for MHELX and MHESX.


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Drawdown Indicators


MHELXMHESXDifference

Max Drawdown

Largest peak-to-trough decline

-61.24%

-46.01%

-15.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.58%

-10.87%

-2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-36.05%

+4.04%

Max Drawdown (10Y)

Largest decline over 10 years

-39.02%

-36.05%

-2.97%

Current Drawdown

Current decline from peak

-7.01%

-8.50%

+1.49%

Average Drawdown

Average peak-to-trough decline

-13.01%

-11.76%

-1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

2.69%

+0.66%

Volatility

MHELX vs. MHESX - Volatility Comparison

MH Elite Small Cap Fund of Funds Fund (MHELX) has a higher volatility of 6.08% compared to MH Elite Select Portfolio of Funds Fund (MHESX) at 4.37%. This indicates that MHELX's price experiences larger fluctuations and is considered to be riskier than MHESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MHELXMHESXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

4.37%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

15.65%

7.96%

+7.69%

Volatility (1Y)

Calculated over the trailing 1-year period

23.02%

15.60%

+7.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.99%

15.16%

+5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.92%

14.78%

+6.14%