Correlation
The correlation between HCMAX and VOO is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
HCMAX vs. VOO
Compare and contrast key facts about Hillman Value Fund (HCMAX) and Vanguard S&P 500 ETF (VOO).
HCMAX is managed by Hillman Capital Management. It was launched on Dec 29, 2000. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HCMAX or VOO.
Performance
HCMAX vs. VOO - Performance Comparison
Loading data...
Key characteristics
HCMAX:
0.15
VOO:
0.74
HCMAX:
0.24
VOO:
1.04
HCMAX:
1.03
VOO:
1.15
HCMAX:
0.08
VOO:
0.68
HCMAX:
0.30
VOO:
2.58
HCMAX:
4.45%
VOO:
4.93%
HCMAX:
17.55%
VOO:
19.54%
HCMAX:
-63.79%
VOO:
-33.99%
HCMAX:
-5.36%
VOO:
-3.55%
Returns By Period
In the year-to-date period, HCMAX achieves a -1.00% return, which is significantly lower than VOO's 0.90% return. Over the past 10 years, HCMAX has underperformed VOO with an annualized return of 9.48%, while VOO has yielded a comparatively higher 12.81% annualized return.
HCMAX
-1.00%
3.09%
-5.00%
2.53%
6.46%
11.45%
9.48%
VOO
0.90%
6.28%
-1.46%
14.27%
14.31%
15.89%
12.81%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HCMAX vs. VOO - Expense Ratio Comparison
HCMAX has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
HCMAX vs. VOO — Risk-Adjusted Performance Rank
HCMAX
VOO
HCMAX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hillman Value Fund (HCMAX) and Vanguard S&P 500 ETF (VOO). 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.
Loading data...
Dividends
HCMAX vs. VOO - Dividend Comparison
HCMAX's dividend yield for the trailing twelve months is around 15.97%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HCMAX Hillman Value Fund | 15.97% | 15.81% | 3.09% | 12.34% | 7.80% | 8.63% | 3.55% | 0.77% | 0.52% | 0.59% | 0.54% | 0.45% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
HCMAX vs. VOO - Drawdown Comparison
The maximum HCMAX drawdown since its inception was -63.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HCMAX and VOO.
Loading data...
Volatility
HCMAX vs. VOO - Volatility Comparison
Hillman Value Fund (HCMAX) has a higher volatility of 5.12% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that HCMAX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...