SCD vs. MHELX

Last updated Jun 24, 2026

SCD (LMP Capital and Income Fund Inc.) and MHELX (MH Elite Small Cap Fund of Funds Fund) are both Diversified Portfolio funds. Over the past 10 years, SCD returned 12.96%/yr vs 9.53%/yr for MHELX. A 0.55 correlation means they provide meaningful diversification when combined.

Performance

SCD vs. MHELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LMP Capital and Income Fund Inc. (SCD) and MH Elite Small Cap Fund of Funds Fund (MHELX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCD achieves a 9.20% return, which is significantly lower than MHELX's 20.27% return. Over the past 10 years, SCD has outperformed MHELX with an annualized return of 12.96%, while MHELX has yielded a comparatively lower 9.53% annualized return.

SCD

• 1D: -0.39%
• 1M: 1.30%
• YTD: 9.20%
• 6M: 9.57%
• 1Y: 10.89%
• 3Y*: 19.49%
• 5Y*: 12.26%
• 10Y*: 12.96%

MHELX

• 1D: 1.30%
• 1M: 4.02%
• YTD: 20.27%
• 6M: 19.08%
• 1Y: 40.05%
• 3Y*: 15.91%
• 5Y*: 5.29%
• 10Y*: 9.53%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCD vs. MHELX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCD LMP Capital and Income Fund Inc.	9.20%	-3.80%	33.95%	28.09%	-10.04%	46.29%	-14.89%	59.16%	-15.56%	14.59%
MHELX MH Elite Small Cap Fund of Funds Fund	20.27%	3.45%	12.51%	16.30%	-20.27%	14.07%	20.57%	22.49%	-12.76%	12.42%

Correlation

The correlation between SCD and MHELX is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since Feb 25, 2004	0.55

Over the past year, the correlation between SCD and MHELX has dropped to 0.09 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

Return for Risk

SCD vs. MHELX — Risk / Return Rank

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

SCD

SCD Risk / Return Rank: 12
SCD Sharpe Ratio Rank: 12
SCD Sortino Ratio Rank: 12
SCD Omega Ratio Rank: 12
SCD Calmar Ratio Rank: 12
SCD Martin Ratio Rank: 10

MHELX

MHELX Risk / Return Rank: 70
MHELX Sharpe Ratio Rank: 56
MHELX Sortino Ratio Rank: 55
MHELX Omega Ratio Rank: 57
MHELX Calmar Ratio Rank: 92
MHELX Martin Ratio Rank: 88

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.

SCD vs. MHELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LMP Capital and Income Fund Inc. (SCD) and MH Elite Small Cap Fund of Funds Fund (MHELX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SCD	MHELX	Difference
Sharpe ratio: Return per unit of total volatility	0.91	2.03	-1.13
Sortino ratio: Return per unit of downside risk	1.31	2.87	-1.57
Omega ratio: Gain probability vs. loss probability	1.16	1.38	-0.22
Calmar ratio: Return relative to maximum drawdown	1.06	4.70	-3.64
Martin ratio: Return relative to average drawdown	2.78	15.78	-13.01

SCD vs. MHELX - Sharpe Ratio Comparison

The current SCD Sharpe Ratio is 0.91, which is lower than the MHELX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SCD and MHELX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCD vs. MHELX - Drawdown Comparison

The maximum SCD drawdown since its inception was -62.40%, roughly equal to the maximum MHELX drawdown of -61.24%. Use the drawdown chart below to compare losses from any high point for SCD and MHELX.

Drawdown Indicators

	SCD	MHELX	Difference
Max Drawdown Largest peak-to-trough decline	-62.40%	-61.24%	-1.16%
Max Drawdown (1Y) Largest decline over 1 year	-10.36%	-8.52%	-1.84%
Max Drawdown (3Y) Largest decline over 3 years	-21.81%	-30.81%	+9.00%
Max Drawdown (5Y) Largest decline over 5 years	-23.41%	-32.01%	+8.60%
Max Drawdown (10Y) Largest decline over 10 years	-60.76%	-39.02%	-21.74%
Current Drawdown Current decline from peak	-0.89%	-0.20%	-0.69%
Average Drawdown Average peak-to-trough decline	-10.03%	-12.91%	+2.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.93%	2.53%	+1.40%

Volatility

SCD vs. MHELX - Volatility Comparison

The current volatility for LMP Capital and Income Fund Inc. (SCD) is 2.57%, while MH Elite Small Cap Fund of Funds Fund (MHELX) has a volatility of 5.83%. This indicates that SCD experiences smaller price fluctuations and is considered to be less risky than MHELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCD	MHELX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.57%	5.83%	-3.26%
Volatility (6M) Calculated over the trailing 6-month period	8.68%	15.78%	-7.10%
Volatility (1Y) Calculated over the trailing 1-year period	12.06%	19.73%	-7.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.72%	21.09%	-1.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.33%	21.02%	+2.31%

Dividends

SCD vs. MHELX - Dividend Comparison

SCD's dividend yield for the trailing twelve months is around 9.33%, more than MHELX's 6.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MHELX MH Elite Small Cap Fund of Funds Fund	6.00%	0.00%	2.19%	0.00%	14.45%	5.03%	2.70%	6.13%	0.00%	5.17%	5.51%	6.93%
SCD LMP Capital and Income Fund Inc.	9.33%	9.55%	7.88%	8.56%	12.96%	10.26%	10.21%	7.98%	11.61%	8.89%	9.33%	9.05%

Frequently Asked Questions

Can I hold both SCD and MHELX in my portfolio?

SCD and MHELX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCD or MHELX?

MHELX has higher volatility (5.83%) compared to SCD (2.57%). In terms of maximum drawdown, SCD dropped -62.40% vs MHELX's -61.24%.

Which has better risk-adjusted returns?

MHELX currently has the higher Sharpe Ratio (2.03 vs 0.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.