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MQIFX vs. MHEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MQIFX vs. MHEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Mutual Quest Fund (MQIFX) and MH Elite Income Fund of Funds (MHEIX). The values are adjusted to include any dividend payments, if applicable.

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MQIFX vs. MHEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MQIFX
Franklin Mutual Quest Fund
-0.94%17.66%8.84%10.46%-6.85%11.50%-1.84%12.40%-7.33%6.99%
MHEIX
MH Elite Income Fund of Funds
-0.74%4.76%5.98%7.55%-9.83%2.44%5.27%11.10%-3.24%5.40%

Returns By Period

In the year-to-date period, MQIFX achieves a -0.94% return, which is significantly lower than MHEIX's -0.74% return. Over the past 10 years, MQIFX has outperformed MHEIX with an annualized return of 5.46%, while MHEIX has yielded a comparatively lower 3.06% annualized return.


MQIFX

1D
-0.06%
1M
-7.69%
YTD
-0.94%
6M
2.33%
1Y
10.18%
3Y*
12.19%
5Y*
6.53%
10Y*
5.46%

MHEIX

1D
-0.19%
1M
-2.77%
YTD
-0.74%
6M
0.72%
1Y
6.83%
3Y*
5.17%
5Y*
1.93%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MQIFX vs. MHEIX - Expense Ratio Comparison

MQIFX has a 0.78% expense ratio, which is lower than MHEIX's 1.25% expense ratio.


Return for Risk

MQIFX vs. MHEIX — Risk / Return Rank

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

MQIFX
MQIFX Risk / Return Rank: 3636
Overall Rank
MQIFX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MQIFX Sortino Ratio Rank: 3636
Sortino Ratio Rank
MQIFX Omega Ratio Rank: 3737
Omega Ratio Rank
MQIFX Calmar Ratio Rank: 3434
Calmar Ratio Rank
MQIFX Martin Ratio Rank: 3333
Martin Ratio Rank

MHEIX
MHEIX Risk / Return Rank: 6060
Overall Rank
MHEIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
MHEIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
MHEIX Omega Ratio Rank: 8181
Omega Ratio Rank
MHEIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
MHEIX Martin Ratio Rank: 4343
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.

MQIFX vs. MHEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual Quest Fund (MQIFX) and MH Elite Income Fund of Funds (MHEIX). 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.


MQIFXMHEIXDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.06

-0.24

Sortino ratio

Return per unit of downside risk

1.18

1.54

-0.35

Omega ratio

Gain probability vs. loss probability

1.17

1.32

-0.15

Calmar ratio

Return relative to maximum drawdown

0.92

1.46

-0.54

Martin ratio

Return relative to average drawdown

3.50

4.43

-0.93

MQIFX vs. MHEIX - Sharpe Ratio Comparison

The current MQIFX Sharpe Ratio is 0.83, which is comparable to the MHEIX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of MQIFX and MHEIX, 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


MQIFXMHEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.06

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.35

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.59

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.56

+0.28

Correlation

The correlation between MQIFX and MHEIX is 0.46, 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

MQIFX vs. MHEIX - Dividend Comparison

MQIFX's dividend yield for the trailing twelve months is around 4.22%, more than MHEIX's 3.82% yield.


TTM20252024202320222021202020192018201720162015
MQIFX
Franklin Mutual Quest Fund
4.22%4.18%5.10%4.60%3.80%2.59%3.66%3.52%13.76%4.53%1.24%5.75%
MHEIX
MH Elite Income Fund of Funds
3.82%0.00%3.33%2.38%3.17%1.49%2.30%2.21%2.10%1.69%2.48%2.87%

Drawdowns

MQIFX vs. MHEIX - Drawdown Comparison

The maximum MQIFX drawdown since its inception was -34.60%, which is greater than MHEIX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for MQIFX and MHEIX.


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Drawdown Indicators


MQIFXMHEIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.60%

-16.95%

-17.65%

Max Drawdown (1Y)

Largest decline over 1 year

-10.29%

-4.54%

-5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-19.91%

-13.62%

-6.29%

Max Drawdown (10Y)

Largest decline over 10 years

-30.59%

-16.95%

-13.64%

Current Drawdown

Current decline from peak

-8.12%

-4.54%

-3.58%

Average Drawdown

Average peak-to-trough decline

-4.88%

-2.48%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

1.50%

+1.20%

Volatility

MQIFX vs. MHEIX - Volatility Comparison

Franklin Mutual Quest Fund (MQIFX) has a higher volatility of 4.27% compared to MH Elite Income Fund of Funds (MHEIX) at 1.57%. This indicates that MQIFX's price experiences larger fluctuations and is considered to be riskier than MHEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MQIFXMHEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

1.57%

+2.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

5.77%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

12.37%

6.46%

+5.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.61%

5.54%

+6.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.89%

5.21%

+6.68%