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GLU vs. HSTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLU vs. HSTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Global Utility & Income Trust (GLU) and Homestead Stock Index Fund (HSTIX). The values are adjusted to include any dividend payments, if applicable.

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GLU vs. HSTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLU
The Gabelli Global Utility & Income Trust
1.04%37.93%23.55%2.07%-28.13%21.19%4.90%25.26%-19.49%34.92%
HSTIX
Homestead Stock Index Fund
-7.17%17.36%24.40%27.24%-18.53%28.07%17.81%30.77%-4.98%21.17%

Returns By Period

In the year-to-date period, GLU achieves a 1.04% return, which is significantly higher than HSTIX's -7.17% return. Over the past 10 years, GLU has underperformed HSTIX with an annualized return of 7.97%, while HSTIX has yielded a comparatively higher 13.31% annualized return.


GLU

1D
0.82%
1M
-9.91%
YTD
1.04%
6M
9.32%
1Y
26.15%
3Y*
18.22%
5Y*
7.27%
10Y*
7.97%

HSTIX

1D
-0.39%
1M
-7.71%
YTD
-7.17%
6M
-4.84%
1Y
13.93%
3Y*
17.11%
5Y*
11.15%
10Y*
13.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GLU vs. HSTIX — Risk / Return Rank

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

GLU
GLU Risk / Return Rank: 8282
Overall Rank
GLU Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GLU Sortino Ratio Rank: 7878
Sortino Ratio Rank
GLU Omega Ratio Rank: 8383
Omega Ratio Rank
GLU Calmar Ratio Rank: 7777
Calmar Ratio Rank
GLU Martin Ratio Rank: 8888
Martin Ratio Rank

HSTIX
HSTIX Risk / Return Rank: 4343
Overall Rank
HSTIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HSTIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
HSTIX Omega Ratio Rank: 4545
Omega Ratio Rank
HSTIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
HSTIX Martin Ratio Rank: 5050
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.

GLU vs. HSTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Global Utility & Income Trust (GLU) and Homestead Stock Index Fund (HSTIX). 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.


GLUHSTIXDifference

Sharpe ratio

Return per unit of total volatility

1.48

0.81

+0.67

Sortino ratio

Return per unit of downside risk

1.99

1.26

+0.73

Omega ratio

Gain probability vs. loss probability

1.31

1.19

+0.12

Calmar ratio

Return relative to maximum drawdown

1.98

1.01

+0.97

Martin ratio

Return relative to average drawdown

9.12

4.91

+4.21

GLU vs. HSTIX - Sharpe Ratio Comparison

The current GLU Sharpe Ratio is 1.48, which is higher than the HSTIX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of GLU and HSTIX, 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


GLUHSTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.81

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.66

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.74

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.36

-0.04

Correlation

The correlation between GLU and HSTIX is 0.37, 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

GLU vs. HSTIX - Dividend Comparison

GLU's dividend yield for the trailing twelve months is around 6.42%, more than HSTIX's 1.96% yield.


TTM20252024202320222021202020192018201720162015
GLU
The Gabelli Global Utility & Income Trust
6.42%6.23%8.00%9.10%8.52%5.70%6.51%6.36%7.45%5.63%7.14%7.22%
HSTIX
Homestead Stock Index Fund
1.96%1.82%1.08%2.49%1.91%2.13%1.40%1.98%1.98%0.89%1.51%1.66%

Drawdowns

GLU vs. HSTIX - Drawdown Comparison

The maximum GLU drawdown since its inception was -50.52%, smaller than the maximum HSTIX drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for GLU and HSTIX.


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Drawdown Indicators


GLUHSTIXDifference

Max Drawdown

Largest peak-to-trough decline

-50.52%

-55.64%

+5.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-12.13%

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-38.34%

-24.78%

-13.56%

Max Drawdown (10Y)

Largest decline over 10 years

-46.57%

-33.82%

-12.75%

Current Drawdown

Current decline from peak

-10.91%

-8.97%

-1.94%

Average Drawdown

Average peak-to-trough decline

-9.76%

-11.65%

+1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.51%

+0.47%

Volatility

GLU vs. HSTIX - Volatility Comparison

The Gabelli Global Utility & Income Trust (GLU) has a higher volatility of 8.10% compared to Homestead Stock Index Fund (HSTIX) at 4.23%. This indicates that GLU's price experiences larger fluctuations and is considered to be riskier than HSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLUHSTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

4.23%

+3.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

9.07%

+2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

17.75%

18.08%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

16.89%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.74%

18.02%

+3.72%