TFIF.L vs. HFEL.L
Compare and contrast key facts about TwentyFour Income Fund Limited (TFIF.L) and Henderson Far East Income Ltd (HFEL.L).
TFIF.L is managed by TwentyFour Asset Management.
Performance
TFIF.L vs. HFEL.L - Performance Comparison
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TFIF.L vs. HFEL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TFIF.L TwentyFour Income Fund Limited | -3.86% | 5.10% | 2.76% | 6.58% | -13.84% | 8.32% | -4.87% | -0.61% | -6.60% | 6.48% |
HFEL.L Henderson Far East Income Ltd | 7.21% | 16.31% | 19.07% | -13.15% | 0.88% | -2.77% | -4.06% | 12.75% | -3.42% | 16.89% |
Different Trading Currencies
TFIF.L is traded in GBP, while HFEL.L is traded in GBp. To make them comparable, the HFEL.L 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 -3.86% return, which is significantly lower than HFEL.L's 7.21% return. Over the past 10 years, TFIF.L has underperformed HFEL.L with an annualized return of 0.40%, while HFEL.L has yielded a comparatively higher 7.09% annualized return.
TFIF.L
- 1D
- 0.37%
- 1M
- -2.85%
- YTD
- -3.86%
- 6M
- -4.35%
- 1Y
- -2.06%
- 3Y*
- 2.84%
- 5Y*
- 0.22%
- 10Y*
- 0.40%
HFEL.L
- 1D
- 1.01%
- 1M
- -5.65%
- YTD
- 7.21%
- 6M
- 9.24%
- 1Y
- 28.40%
- 3Y*
- 9.88%
- 5Y*
- 4.41%
- 10Y*
- 7.09%
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Return for Risk
TFIF.L vs. HFEL.L — Risk / Return Rank
TFIF.L
HFEL.L
TFIF.L vs. HFEL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TwentyFour Income Fund Limited (TFIF.L) and Henderson Far East Income Ltd (HFEL.L). 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.L | HFEL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.17 | 1.65 | -1.82 |
Sortino ratioReturn per unit of downside risk | -0.14 | 2.19 | -2.33 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.33 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | -0.31 | 2.78 | -3.09 |
Martin ratioReturn relative to average drawdown | -1.08 | 9.42 | -10.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TFIF.L | HFEL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 1.65 | -1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.29 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.40 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | — | — |
Correlation
The correlation between TFIF.L and HFEL.L is 0.15, 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. HFEL.L - Dividend Comparison
TFIF.L's dividend yield for the trailing twelve months is around 0.10%, less than HFEL.L's 9.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HFEL.L Henderson Far East Income Ltd | 9.96% | 10.40% | 10.72% | 11.26% | 8.71% | 7.93% | 7.04% | 6.13% | 6.26% | 5.49% | 5.83% | 6.61% |
Drawdowns
TFIF.L vs. HFEL.L - Drawdown Comparison
The maximum TFIF.L drawdown since its inception was -37.49%, smaller than the maximum HFEL.L drawdown of -60,394.88%. Use the drawdown chart below to compare losses from any high point for TFIF.L and HFEL.L.
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Drawdown Indicators
| TFIF.L | HFEL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.49% | -60,394.88% | +60,357.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -12.06% | +3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -19.27% | -26.99% | +7.72% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -33.94% | -1.18% |
Current DrawdownCurrent decline from peak | -15.48% | -55,833.83% | +55,818.35% |
Average DrawdownAverage peak-to-trough decline | -12.72% | -13,549.26% | +13,536.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.05% | -0.50% |
Volatility
TFIF.L vs. HFEL.L - Volatility Comparison
TwentyFour Income Fund Limited (TFIF.L) has a higher volatility of 8.19% compared to Henderson Far East Income Ltd (HFEL.L) at 5.56%. This indicates that TFIF.L's price experiences larger fluctuations and is considered to be riskier than HFEL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TFIF.L | HFEL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.19% | 5.56% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 12.05% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 17.15% | -4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.92% | 15.04% | -3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.14% | 17.89% | -4.75% |