MHESX vs. MSTGX
Compare and contrast key facts about MH Elite Select Portfolio of Funds Fund (MHESX) and Morningstar Global Income Fund (MSTGX).
MHESX is managed by MH Elite. It was launched on Apr 5, 2006. MSTGX is managed by Morningstar. It was launched on Nov 1, 2018.
Performance
MHESX vs. MSTGX - Performance Comparison
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MHESX vs. MSTGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MHESX MH Elite Select Portfolio of Funds Fund | -1.22% | 17.63% | 0.77% | 12.54% | -26.14% | 6.62% | 20.24% | 20.22% | -6.34% |
MSTGX Morningstar Global Income Fund | 2.70% | 12.04% | 5.36% | 11.91% | -11.18% | 8.46% | 3.92% | 19.97% | -3.56% |
Returns By Period
In the year-to-date period, MHESX achieves a -1.22% return, which is significantly lower than MSTGX's 2.70% 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%
MSTGX
- 1D
- 0.10%
- 1M
- -4.29%
- YTD
- 2.70%
- 6M
- 3.75%
- 1Y
- 9.63%
- 3Y*
- 9.47%
- 5Y*
- 4.91%
- 10Y*
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MHESX vs. MSTGX - Expense Ratio Comparison
MHESX has a 0.21% expense ratio, which is lower than MSTGX's 0.62% expense ratio.
Return for Risk
MHESX vs. MSTGX — Risk / Return Rank
MHESX
MSTGX
MHESX vs. MSTGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MH Elite Select Portfolio of Funds Fund (MHESX) and Morningstar Global Income Fund (MSTGX). 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 | MSTGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.35 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.99 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.29 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.92 | -0.51 |
Martin ratioReturn relative to average drawdown | 6.57 | 8.90 | -2.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MHESX | MSTGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.35 | -0.16 |
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 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.60 | -0.41 |
Correlation
The correlation between MHESX and MSTGX is 0.72, 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. MSTGX - Dividend Comparison
MHESX has not paid dividends to shareholders, while MSTGX's dividend yield for the trailing twelve months is around 2.54%.
| 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% |
MSTGX Morningstar Global Income Fund | 2.54% | 2.97% | 6.64% | 6.32% | 8.79% | 10.48% | 2.96% | 4.11% | 0.56% | 0.00% | 0.00% | 0.00% |
Drawdowns
MHESX vs. MSTGX - Drawdown Comparison
The maximum MHESX drawdown since its inception was -46.01%, which is greater than MSTGX's maximum drawdown of -27.52%. Use the drawdown chart below to compare losses from any high point for MHESX and MSTGX.
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Drawdown Indicators
| MHESX | MSTGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.01% | -27.52% | -18.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -6.13% | -4.74% |
Max Drawdown (5Y)Largest decline over 5 years | -36.05% | -19.64% | -16.41% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | — | — |
Current DrawdownCurrent decline from peak | -8.50% | -4.29% | -4.21% |
Average DrawdownAverage peak-to-trough decline | -11.76% | -4.38% | -7.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 1.42% | +1.27% |
Volatility
MHESX vs. MSTGX - Volatility Comparison
MH Elite Select Portfolio of Funds Fund (MHESX) has a higher volatility of 4.37% compared to Morningstar Global Income Fund (MSTGX) at 2.09%. This indicates that MHESX's price experiences larger fluctuations and is considered to be riskier than MSTGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MHESX | MSTGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 2.09% | +2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 7.96% | 4.36% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.60% | 8.68% | +6.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 8.14% | +7.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.78% | 10.90% | +3.88% |