PortfoliosLab logoPortfoliosLab logo
MHESX vs. HRLYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MHESX vs. HRLYX - Performance Comparison

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

Loading graphics...

MHESX vs. HRLYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MHESX
MH Elite Select Portfolio of Funds Fund
-1.38%17.63%0.77%12.54%-26.14%6.62%20.24%20.22%-17.04%21.72%
HRLYX
Hartford Real Asset Fund
11.62%21.89%-5.41%7.44%0.72%21.58%-1.13%12.34%-10.11%9.57%

Returns By Period

In the year-to-date period, MHESX achieves a -1.38% return, which is significantly lower than HRLYX's 11.62% return. Over the past 10 years, MHESX has underperformed HRLYX with an annualized return of 4.60%, while HRLYX has yielded a comparatively higher 7.85% annualized return.


MHESX

1D
-0.15%
1M
-8.64%
YTD
-1.38%
6M
2.38%
1Y
19.22%
3Y*
7.78%
5Y*
0.24%
10Y*
4.60%

HRLYX

1D
0.84%
1M
0.56%
YTD
11.62%
6M
15.18%
1Y
25.10%
3Y*
10.33%
5Y*
9.29%
10Y*
7.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MHESX vs. HRLYX - Expense Ratio Comparison

MHESX has a 0.21% expense ratio, which is lower than HRLYX's 0.90% expense ratio.


Return for Risk

MHESX vs. HRLYX — Risk / Return Rank

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

MHESX
MHESX Risk / Return Rank: 6060
Overall Rank
MHESX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MHESX Sortino Ratio Rank: 7171
Sortino Ratio Rank
MHESX Omega Ratio Rank: 6969
Omega Ratio Rank
MHESX Calmar Ratio Rank: 4242
Calmar Ratio Rank
MHESX Martin Ratio Rank: 5353
Martin Ratio Rank

HRLYX
HRLYX Risk / Return Rank: 9797
Overall Rank
HRLYX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HRLYX Sortino Ratio Rank: 9797
Sortino Ratio Rank
HRLYX Omega Ratio Rank: 9797
Omega Ratio Rank
HRLYX Calmar Ratio Rank: 9595
Calmar Ratio Rank
HRLYX Martin Ratio Rank: 9898
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. HRLYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MH Elite Select Portfolio of Funds Fund (MHESX) and Hartford Real Asset Fund (HRLYX). 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.


MHESXHRLYXDifference

Sharpe ratio

Return per unit of total volatility

1.30

2.80

-1.50

Sortino ratio

Return per unit of downside risk

1.95

3.65

-1.70

Omega ratio

Gain probability vs. loss probability

1.29

1.61

-0.32

Calmar ratio

Return relative to maximum drawdown

1.35

3.42

-2.07

Martin ratio

Return relative to average drawdown

6.14

21.19

-15.05

MHESX vs. HRLYX - Sharpe Ratio Comparison

The current MHESX Sharpe Ratio is 1.30, which is lower than the HRLYX Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of MHESX and HRLYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MHESXHRLYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

2.80

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.86

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.61

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.28

-0.10

Correlation

The correlation between MHESX and HRLYX is 0.71, 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. HRLYX - Dividend Comparison

MHESX has not paid dividends to shareholders, while HRLYX's dividend yield for the trailing twelve months is around 3.54%.


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%
HRLYX
Hartford Real Asset Fund
3.54%3.95%0.00%4.36%4.79%19.52%3.10%3.11%2.49%3.62%0.76%1.33%

Drawdowns

MHESX vs. HRLYX - Drawdown Comparison

The maximum MHESX drawdown since its inception was -46.01%, roughly equal to the maximum HRLYX drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for MHESX and HRLYX.


Loading graphics...

Drawdown Indicators


MHESXHRLYXDifference

Max Drawdown

Largest peak-to-trough decline

-46.01%

-45.58%

-0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-7.49%

-3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-36.05%

-16.86%

-19.19%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

-36.82%

+0.77%

Current Drawdown

Current decline from peak

-8.64%

0.00%

-8.64%

Average Drawdown

Average peak-to-trough decline

-11.76%

-14.53%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

1.21%

+1.53%

Volatility

MHESX vs. HRLYX - Volatility Comparison

MH Elite Select Portfolio of Funds Fund (MHESX) has a higher volatility of 4.36% compared to Hartford Real Asset Fund (HRLYX) at 3.01%. This indicates that MHESX's price experiences larger fluctuations and is considered to be riskier than HRLYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MHESXHRLYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

3.01%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

5.51%

+2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

9.12%

+6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

10.90%

+4.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

12.84%

+1.94%