PortfoliosLab logoPortfoliosLab logo
CFIMX vs. HDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFIMX vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clipper Fund (CFIMX) and iShares Core High Dividend ETF (HDV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CFIMX vs. HDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFIMX
Clipper Fund
-3.84%27.39%19.40%31.59%-18.80%17.76%9.96%29.66%-12.90%17.69%
HDV
iShares Core High Dividend ETF
12.30%11.90%14.16%1.72%7.05%19.45%-6.48%20.22%-3.01%13.40%

Returns By Period

In the year-to-date period, CFIMX achieves a -3.84% return, which is significantly lower than HDV's 12.30% return. Over the past 10 years, CFIMX has outperformed HDV with an annualized return of 12.37%, while HDV has yielded a comparatively lower 9.52% annualized return.


CFIMX

1D
0.26%
1M
-6.54%
YTD
-3.84%
6M
4.67%
1Y
20.84%
3Y*
22.64%
5Y*
10.50%
10Y*
12.37%

HDV

1D
0.24%
1M
-2.54%
YTD
12.30%
6M
12.67%
1Y
15.69%
3Y*
13.97%
5Y*
11.18%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CFIMX vs. HDV - Expense Ratio Comparison

CFIMX has a 0.71% expense ratio, which is higher than HDV's 0.08% expense ratio.


Return for Risk

CFIMX vs. HDV — Risk / Return Rank

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

CFIMX
CFIMX Risk / Return Rank: 6969
Overall Rank
CFIMX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CFIMX Sortino Ratio Rank: 7373
Sortino Ratio Rank
CFIMX Omega Ratio Rank: 6868
Omega Ratio Rank
CFIMX Calmar Ratio Rank: 6767
Calmar Ratio Rank
CFIMX Martin Ratio Rank: 7171
Martin Ratio Rank

HDV
HDV Risk / Return Rank: 7070
Overall Rank
HDV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 7171
Sortino Ratio Rank
HDV Omega Ratio Rank: 7171
Omega Ratio Rank
HDV Calmar Ratio Rank: 6969
Calmar Ratio Rank
HDV Martin Ratio Rank: 6565
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.

CFIMX vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clipper Fund (CFIMX) and iShares Core High Dividend ETF (HDV). 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.


CFIMXHDVDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.24

-0.04

Sortino ratio

Return per unit of downside risk

1.80

1.70

+0.10

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

1.54

1.65

-0.10

Martin ratio

Return relative to average drawdown

6.69

6.01

+0.68

CFIMX vs. HDV - Sharpe Ratio Comparison

The current CFIMX Sharpe Ratio is 1.20, which is comparable to the HDV Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of CFIMX and HDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CFIMXHDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.24

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.88

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.61

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.73

-0.12

Correlation

The correlation between CFIMX and HDV is 0.68, 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

CFIMX vs. HDV - Dividend Comparison

CFIMX's dividend yield for the trailing twelve months is around 8.64%, more than HDV's 2.92% yield.


TTM20252024202320222021202020192018201720162015
CFIMX
Clipper Fund
8.64%8.31%13.43%6.10%5.67%13.79%2.45%1.46%10.12%5.95%10.43%0.71%
HDV
iShares Core High Dividend ETF
2.92%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%

Drawdowns

CFIMX vs. HDV - Drawdown Comparison

The maximum CFIMX drawdown since its inception was -66.07%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for CFIMX and HDV.


Loading graphics...

Drawdown Indicators


CFIMXHDVDifference

Max Drawdown

Largest peak-to-trough decline

-66.07%

-37.04%

-29.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-10.04%

-1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-30.80%

-15.42%

-15.38%

Max Drawdown (10Y)

Largest decline over 10 years

-37.24%

-37.04%

-0.20%

Current Drawdown

Current decline from peak

-8.01%

-2.58%

-5.43%

Average Drawdown

Average peak-to-trough decline

-7.89%

-3.09%

-4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.88%

-0.16%

Volatility

CFIMX vs. HDV - Volatility Comparison

Clipper Fund (CFIMX) has a higher volatility of 4.01% compared to iShares Core High Dividend ETF (HDV) at 2.94%. This indicates that CFIMX's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CFIMXHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

2.94%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

7.06%

+2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

18.07%

12.79%

+5.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

12.78%

+6.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.63%

15.70%

+3.93%