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MHESX vs. GGSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MHESX vs. GGSIX - Performance Comparison

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

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MHESX vs. GGSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GGSIX
Goldman Sachs Growth Strategy Portfolio
-4.20%19.29%19.26%17.83%-16.86%17.04%14.34%24.92%-10.65%21.54%

Returns By Period

In the year-to-date period, MHESX achieves a -1.22% return, which is significantly higher than GGSIX's -4.20% return. Over the past 10 years, MHESX has underperformed GGSIX with an annualized return of 4.62%, while GGSIX has yielded a comparatively higher 9.96% annualized return.


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%

GGSIX

1D
-0.15%
1M
-8.28%
YTD
-4.20%
6M
-1.19%
1Y
15.00%
3Y*
14.88%
5Y*
8.37%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MHESX vs. GGSIX - Expense Ratio Comparison

MHESX has a 0.21% expense ratio, which is higher than GGSIX's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

MHESX vs. GGSIX — Risk / Return Rank

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

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

GGSIX
GGSIX Risk / Return Rank: 5555
Overall Rank
GGSIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GGSIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
GGSIX Omega Ratio Rank: 6262
Omega Ratio Rank
GGSIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
GGSIX Martin Ratio Rank: 4949
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.

MHESX vs. GGSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MH Elite Select Portfolio of Funds Fund (MHESX) and Goldman Sachs Growth Strategy Portfolio (GGSIX). 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.


MHESXGGSIXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.15

+0.04

Sortino ratio

Return per unit of downside risk

1.80

1.54

+0.26

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

1.42

1.07

+0.35

Martin ratio

Return relative to average drawdown

6.57

4.87

+1.70

MHESX vs. GGSIX - Sharpe Ratio Comparison

The current MHESX Sharpe Ratio is 1.19, which is comparable to the GGSIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of MHESX and GGSIX, 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


MHESXGGSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.15

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.63

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.70

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.44

-0.25

Correlation

The correlation between MHESX and GGSIX is 0.84, 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

MHESX vs. GGSIX - Dividend Comparison

MHESX has not paid dividends to shareholders, while GGSIX's dividend yield for the trailing twelve months is around 12.39%.


TTM20252024202320222021202020192018201720162015
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%
GGSIX
Goldman Sachs Growth Strategy Portfolio
12.39%11.87%12.21%1.73%5.76%6.57%3.47%5.77%3.02%2.77%1.35%2.03%

Drawdowns

MHESX vs. GGSIX - Drawdown Comparison

The maximum MHESX drawdown since its inception was -46.01%, smaller than the maximum GGSIX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for MHESX and GGSIX.


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Drawdown Indicators


MHESXGGSIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.01%

-52.85%

+6.84%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-10.84%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-36.05%

-26.74%

-9.31%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

-30.36%

-5.69%

Current Drawdown

Current decline from peak

-8.50%

-8.71%

+0.21%

Average Drawdown

Average peak-to-trough decline

-11.76%

-9.25%

-2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.51%

+0.18%

Volatility

MHESX vs. GGSIX - Volatility Comparison

MH Elite Select Portfolio of Funds Fund (MHESX) and Goldman Sachs Growth Strategy Portfolio (GGSIX) have volatilities of 4.37% and 4.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MHESXGGSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

4.54%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

8.19%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

13.32%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

13.34%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

14.27%

+0.51%