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NRIIX vs. MHEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NRIIX vs. MHEIX - Performance Comparison

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

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NRIIX vs. MHEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NRIIX
Nuveen Real Asset Income Fund
1.42%12.55%7.56%10.38%-11.50%10.58%-3.45%22.74%-6.10%12.39%
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, NRIIX achieves a 1.42% return, which is significantly higher than MHEIX's -0.74% return. Over the past 10 years, NRIIX has outperformed MHEIX with an annualized return of 5.74%, while MHEIX has yielded a comparatively lower 3.06% annualized return.


NRIIX

1D
0.18%
1M
-4.73%
YTD
1.42%
6M
2.69%
1Y
10.31%
3Y*
9.83%
5Y*
5.29%
10Y*
5.74%

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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NRIIX vs. MHEIX - Expense Ratio Comparison

NRIIX has a 0.91% expense ratio, which is lower than MHEIX's 1.25% expense ratio.


Return for Risk

NRIIX vs. MHEIX — Risk / Return Rank

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

NRIIX
NRIIX Risk / Return Rank: 8181
Overall Rank
NRIIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
NRIIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
NRIIX Omega Ratio Rank: 8080
Omega Ratio Rank
NRIIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
NRIIX Martin Ratio Rank: 8383
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.

NRIIX vs. MHEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Asset Income Fund (NRIIX) 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.


NRIIXMHEIXDifference

Sharpe ratio

Return per unit of total volatility

1.57

1.06

+0.51

Sortino ratio

Return per unit of downside risk

2.06

1.54

+0.52

Omega ratio

Gain probability vs. loss probability

1.31

1.32

-0.01

Calmar ratio

Return relative to maximum drawdown

1.88

1.46

+0.42

Martin ratio

Return relative to average drawdown

8.33

4.43

+3.90

NRIIX vs. MHEIX - Sharpe Ratio Comparison

The current NRIIX Sharpe Ratio is 1.57, which is higher than the MHEIX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of NRIIX 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


NRIIXMHEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.06

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.35

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.59

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.56

+0.18

Correlation

The correlation between NRIIX and MHEIX is 0.59, 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

NRIIX vs. MHEIX - Dividend Comparison

NRIIX's dividend yield for the trailing twelve months is around 5.92%, more than MHEIX's 3.82% yield.


TTM20252024202320222021202020192018201720162015
NRIIX
Nuveen Real Asset Income Fund
5.92%6.71%5.39%6.70%5.81%4.34%4.63%5.99%5.82%5.73%5.47%5.70%
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

NRIIX vs. MHEIX - Drawdown Comparison

The maximum NRIIX drawdown since its inception was -37.35%, which is greater than MHEIX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for NRIIX and MHEIX.


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Drawdown Indicators


NRIIXMHEIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.35%

-16.95%

-20.40%

Max Drawdown (1Y)

Largest decline over 1 year

-5.74%

-4.54%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-18.44%

-13.62%

-4.82%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

-16.95%

-20.40%

Current Drawdown

Current decline from peak

-4.73%

-4.54%

-0.19%

Average Drawdown

Average peak-to-trough decline

-3.68%

-2.48%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.50%

-0.21%

Volatility

NRIIX vs. MHEIX - Volatility Comparison

Nuveen Real Asset Income Fund (NRIIX) has a higher volatility of 2.30% compared to MH Elite Income Fund of Funds (MHEIX) at 1.57%. This indicates that NRIIX'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


NRIIXMHEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

1.57%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

4.03%

5.77%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

6.94%

6.46%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.37%

5.54%

+2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.21%

5.21%

+5.00%