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TFIF.L vs. AEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TFIF.L vs. AEF - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in TwentyFour Income Fund Limited (TFIF.L) and Aberdeen Emerging Markets Equity Income Fund, Inc. (AEF). The values are adjusted to include any dividend payments, if applicable.

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TFIF.L vs. AEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFIF.L
TwentyFour Income Fund Limited
-4.22%5.10%2.76%6.58%-13.84%8.32%-4.87%-0.61%-6.60%6.48%
AEF
Aberdeen Emerging Markets Equity Income Fund, Inc.
9.12%39.52%11.34%1.77%-21.26%4.29%8.34%18.16%-11.08%44.26%
Different Trading Currencies

TFIF.L is traded in GBP, while AEF is traded in USD. To make them comparable, the AEF values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, TFIF.L achieves a -4.22% return, which is significantly lower than AEF's 9.12% return. Over the past 10 years, TFIF.L has underperformed AEF with an annualized return of 0.36%, while AEF has yielded a comparatively higher 10.81% annualized return.


TFIF.L

1D
3.82%
1M
-3.55%
YTD
-4.22%
6M
-4.70%
1Y
-2.59%
3Y*
2.72%
5Y*
0.15%
10Y*
0.36%

AEF

1D
5.04%
1M
-12.24%
YTD
9.12%
6M
20.67%
1Y
59.71%
3Y*
18.33%
5Y*
5.81%
10Y*
10.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TFIF.L vs. AEF — Risk / Return Rank

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

TFIF.L
TFIF.L Risk / Return Rank: 33
Overall Rank
TFIF.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TFIF.L Sortino Ratio Rank: 33
Sortino Ratio Rank
TFIF.L Omega Ratio Rank: 22
Omega Ratio Rank
TFIF.L Calmar Ratio Rank: 33
Calmar Ratio Rank
TFIF.L Martin Ratio Rank: 22
Martin Ratio Rank

AEF
AEF Risk / Return Rank: 9292
Overall Rank
AEF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
AEF Sortino Ratio Rank: 9494
Sortino Ratio Rank
AEF Omega Ratio Rank: 9494
Omega Ratio Rank
AEF Calmar Ratio Rank: 8686
Calmar Ratio Rank
AEF Martin Ratio Rank: 9393
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.

TFIF.L vs. AEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TwentyFour Income Fund Limited (TFIF.L) and Aberdeen Emerging Markets Equity Income Fund, Inc. (AEF). 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.


TFIF.LAEFDifference

Sharpe ratio

Return per unit of total volatility

-0.21

2.65

-2.86

Sortino ratio

Return per unit of downside risk

-0.20

3.36

-3.56

Omega ratio

Gain probability vs. loss probability

0.97

1.47

-0.51

Calmar ratio

Return relative to maximum drawdown

-0.27

3.31

-3.58

Martin ratio

Return relative to average drawdown

-0.95

13.37

-14.32

TFIF.L vs. AEF - Sharpe Ratio Comparison

The current TFIF.L Sharpe Ratio is -0.21, which is lower than the AEF Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of TFIF.L and AEF, 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


TFIF.LAEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

2.65

-2.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.29

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.53

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.26

-0.22

Correlation

The correlation between TFIF.L and AEF is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TFIF.L vs. AEF - Dividend Comparison

TFIF.L's dividend yield for the trailing twelve months is around 0.10%, less than AEF's 9.74% yield.


TTM20252024202320222021202020192018201720162015
TFIF.L
TwentyFour Income Fund Limited
0.10%0.10%0.09%0.10%0.07%0.06%0.06%0.06%0.06%0.06%0.06%0.06%
AEF
Aberdeen Emerging Markets Equity Income Fund, Inc.
9.74%9.29%7.51%7.63%8.54%6.73%3.37%2.23%20.97%5.19%7.05%12.19%

Drawdowns

TFIF.L vs. AEF - Drawdown Comparison

The maximum TFIF.L drawdown since its inception was -37.49%, smaller than the maximum AEF drawdown of -60.32%. Use the drawdown chart below to compare losses from any high point for TFIF.L and AEF.


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Drawdown Indicators


TFIF.LAEFDifference

Max Drawdown

Largest peak-to-trough decline

-37.49%

-63.87%

+26.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-19.96%

+11.09%

Max Drawdown (5Y)

Largest decline over 5 years

-19.27%

-47.20%

+27.93%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-47.20%

+12.08%

Current Drawdown

Current decline from peak

-15.79%

-15.68%

-0.11%

Average Drawdown

Average peak-to-trough decline

-12.72%

-24.19%

+11.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

4.69%

-2.15%

Volatility

TFIF.L vs. AEF - Volatility Comparison

The current volatility for TwentyFour Income Fund Limited (TFIF.L) is 8.36%, while Aberdeen Emerging Markets Equity Income Fund, Inc. (AEF) has a volatility of 11.58%. This indicates that TFIF.L experiences smaller price fluctuations and is considered to be less risky than AEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFIF.LAEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

11.58%

-3.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

17.08%

-7.94%

Volatility (1Y)

Calculated over the trailing 1-year period

12.21%

22.69%

-10.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.92%

19.91%

-7.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.15%

20.37%

-7.22%