HCMDX vs. SPY
Compare and contrast key facts about HCM Tactical Growth Fund (HCMDX) and State Street SPDR S&P 500 ETF (SPY).
HCMDX is managed by Howard Capital Management. It was launched on Jul 30, 2014. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
HCMDX vs. SPY - Performance Comparison
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HCMDX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HCMDX HCM Tactical Growth Fund | -11.97% | 16.55% | 49.90% | 32.05% | -39.00% | 38.72% | 52.10% | 21.79% | -7.68% | 32.41% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, HCMDX achieves a -11.97% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, HCMDX has outperformed SPY with an annualized return of 16.03%, while SPY has yielded a comparatively lower 13.98% annualized return.
HCMDX
- 1D
- -0.58%
- 1M
- -8.53%
- YTD
- -11.97%
- 6M
- -9.93%
- 1Y
- 21.88%
- 3Y*
- 23.84%
- 5Y*
- 10.47%
- 10Y*
- 16.03%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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HCMDX vs. SPY - Expense Ratio Comparison
HCMDX has a 2.84% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
HCMDX vs. SPY — Risk / Return Rank
HCMDX
SPY
HCMDX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HCM Tactical Growth Fund (HCMDX) and State Street SPDR S&P 500 ETF (SPY). 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.
| HCMDX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.93 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.45 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.53 | -0.57 |
Martin ratioReturn relative to average drawdown | 3.01 | 7.30 | -4.29 |
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
| HCMDX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.93 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.69 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.78 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.56 | +0.01 |
Correlation
The correlation between HCMDX and SPY is 0.94, 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.
Dividends
HCMDX vs. SPY - Dividend Comparison
HCMDX's dividend yield for the trailing twelve months is around 3.38%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HCMDX HCM Tactical Growth Fund | 3.38% | 2.98% | 23.23% | 0.00% | 0.72% | 0.99% | 3.24% | 0.00% | 5.05% | 0.00% | 0.00% | 1.47% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
HCMDX vs. SPY - Drawdown Comparison
The maximum HCMDX drawdown since its inception was -40.89%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for HCMDX and SPY.
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Drawdown Indicators
| HCMDX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.89% | -55.19% | +14.30% |
Max Drawdown (1Y)Largest decline over 1 year | -17.00% | -12.05% | -4.95% |
Max Drawdown (5Y)Largest decline over 5 years | -40.89% | -24.50% | -16.39% |
Max Drawdown (10Y)Largest decline over 10 years | -40.89% | -33.72% | -7.17% |
Current DrawdownCurrent decline from peak | -17.00% | -6.24% | -10.76% |
Average DrawdownAverage peak-to-trough decline | -11.50% | -9.09% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 2.52% | +2.88% |
Volatility
HCMDX vs. SPY - Volatility Comparison
HCM Tactical Growth Fund (HCMDX) has a higher volatility of 7.33% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that HCMDX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HCMDX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.33% | 5.31% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 18.58% | 9.47% | +9.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.01% | 19.05% | +4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.23% | 17.06% | +7.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.08% | 17.92% | +6.16% |