MHESX vs. APPLX

Last updated Apr 1, 2026

Compare and contrast key facts about MH Elite Select Portfolio of Funds Fund (MHESX) and Appleseed Fund (APPLX).

MHESX is managed by MH Elite. It was launched on Apr 5, 2006. APPLX is managed by Appleseed Fund. It was launched on Dec 7, 2006.

Performance

MHESX vs. APPLX - Performance Comparison

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

MHESX vs. APPLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
APPLX Appleseed Fund	1.14%	25.79%	6.38%	9.39%	-19.53%	20.71%	7.49%	15.68%	-3.40%	17.42%

Returns By Period

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%

APPLX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MHESX vs. APPLX - Expense Ratio Comparison

MHESX has a 0.21% expense ratio, which is lower than APPLX's 1.14% expense ratio.

APPLX

Appleseed Fund

MHESX

MH Elite Select Portfolio of Funds Fund

Return for Risk

MHESX vs. APPLX — Risk / Return Rank

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

MHESX

MHESX Risk / Return Rank: 67
MHESX Sharpe Ratio Rank: 66
MHESX Sortino Ratio Rank: 71
MHESX Omega Ratio Rank: 69
MHESX Calmar Ratio Rank: 60
MHESX Martin Ratio Rank: 69

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.

MHESX vs. APPLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MH Elite Select Portfolio of Funds Fund (MHESX) and Appleseed Fund (APPLX). 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.

	MHESX	APPLX	Difference
Sharpe ratio Return per unit of total volatility	1.19	—	—
Sortino ratio Return per unit of downside risk	1.80	—	—
Omega ratio Gain probability vs. loss probability	1.26	—	—
Calmar ratio Return relative to maximum drawdown	1.42	—	—
Martin ratio Return relative to average drawdown	6.57	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	MHESX	APPLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	—	—

Correlation

The correlation between MHESX and APPLX is 0.69, 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

MHESX vs. APPLX - Dividend Comparison

MHESX has not paid dividends to shareholders, while APPLX's dividend yield for the trailing twelve months is around 46.50%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
APPLX Appleseed Fund	46.50%	22.94%	6.05%	1.95%	0.66%	6.09%	1.46%	2.68%	9.87%	1.09%	1.49%	2.54%

Drawdowns

Drawdown Indicators

	MHESX	APPLX	Difference
Max Drawdown Largest peak-to-trough decline	-46.01%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-10.87%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-36.05%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.05%	—	—
Current Drawdown Current decline from peak	-8.50%	—	—
Average Drawdown Average peak-to-trough decline	-11.76%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	—	—

Volatility

Volatility by Period

	MHESX	APPLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.37%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.96%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.60%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.16%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.78%	—	—