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MHESX vs. SGHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MHESX vs. SGHIX - Performance Comparison

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

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MHESX vs. SGHIX - 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%
SGHIX
Sextant Global High Income Fund
1.23%18.52%3.12%10.05%-7.80%10.61%-2.72%11.47%-1.22%15.44%

Returns By Period

In the year-to-date period, MHESX achieves a -1.22% return, which is significantly lower than SGHIX's 1.23% return. Over the past 10 years, MHESX has underperformed SGHIX with an annualized return of 4.62%, while SGHIX has yielded a comparatively higher 7.05% 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%

SGHIX

1D
0.00%
1M
-6.80%
YTD
1.23%
6M
4.08%
1Y
12.94%
3Y*
10.31%
5Y*
6.12%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MHESX vs. SGHIX - Expense Ratio Comparison

MHESX has a 0.21% expense ratio, which is lower than SGHIX's 0.75% expense ratio.


Return for Risk

MHESX vs. SGHIX — 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

SGHIX
SGHIX Risk / Return Rank: 7474
Overall Rank
SGHIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SGHIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
SGHIX Omega Ratio Rank: 7272
Omega Ratio Rank
SGHIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
SGHIX Martin Ratio Rank: 7676
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. SGHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MH Elite Select Portfolio of Funds Fund (MHESX) and Sextant Global High Income Fund (SGHIX). 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.


MHESXSGHIXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.40

-0.21

Sortino ratio

Return per unit of downside risk

1.80

1.88

-0.08

Omega ratio

Gain probability vs. loss probability

1.26

1.27

-0.01

Calmar ratio

Return relative to maximum drawdown

1.42

1.55

-0.14

Martin ratio

Return relative to average drawdown

6.57

7.28

-0.71

MHESX vs. SGHIX - Sharpe Ratio Comparison

The current MHESX Sharpe Ratio is 1.19, which is comparable to the SGHIX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of MHESX and SGHIX, 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


MHESXSGHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.40

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.74

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.75

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.54

-0.36

Correlation

The correlation between MHESX and SGHIX 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. SGHIX - Dividend Comparison

MHESX has not paid dividends to shareholders, while SGHIX's dividend yield for the trailing twelve months is around 5.01%.


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%
SGHIX
Sextant Global High Income Fund
5.01%3.92%3.13%4.21%3.51%1.97%3.56%8.54%3.75%2.82%4.51%4.35%

Drawdowns

MHESX vs. SGHIX - Drawdown Comparison

The maximum MHESX drawdown since its inception was -46.01%, which is greater than SGHIX's maximum drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for MHESX and SGHIX.


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Drawdown Indicators


MHESXSGHIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.01%

-26.67%

-19.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-6.85%

-4.02%

Max Drawdown (5Y)

Largest decline over 5 years

-36.05%

-17.65%

-18.40%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

-24.00%

-12.05%

Current Drawdown

Current decline from peak

-8.50%

-6.80%

-1.70%

Average Drawdown

Average peak-to-trough decline

-11.76%

-4.77%

-6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

1.62%

+1.07%

Volatility

MHESX vs. SGHIX - Volatility Comparison

MH Elite Select Portfolio of Funds Fund (MHESX) has a higher volatility of 4.37% compared to Sextant Global High Income Fund (SGHIX) at 3.50%. This indicates that MHESX's price experiences larger fluctuations and is considered to be riskier than SGHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MHESXSGHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

3.50%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

5.39%

+2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

8.56%

+7.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

8.31%

+6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

9.42%

+5.36%