HCMPX vs. QGRW
Compare and contrast key facts about HCM Dividend Sector Plus Fund (HCMPX) and WisdomTree U.S. Quality Growth Fund (QGRW).
HCMPX is managed by Howard Capital Management. It was launched on Mar 10, 2015. QGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Growth Index. It was launched on Dec 15, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HCMPX or QGRW.
Performance
HCMPX vs. QGRW - Performance Comparison
Returns By Period
In the year-to-date period, HCMPX achieves a 24.70% return, which is significantly lower than QGRW's 31.74% return.
HCMPX
24.70%
1.51%
9.39%
27.60%
12.63%
N/A
QGRW
31.74%
2.99%
14.47%
38.31%
N/A
N/A
Key characteristics
| HCMPX | QGRW | |
|---|---|---|
| Sharpe Ratio | 1.48 | 2.02 |
| Sortino Ratio | 1.99 | 2.65 |
| Omega Ratio | 1.27 | 1.36 |
| Calmar Ratio | 1.12 | 2.62 |
| Martin Ratio | 5.82 | 9.75 |
| Ulcer Index | 4.66% | 3.91% |
| Daily Std Dev | 18.33% | 18.91% |
| Max Drawdown | -33.21% | -14.54% |
| Current Drawdown | -2.71% | -1.57% |
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HCMPX vs. QGRW - Expense Ratio Comparison
HCMPX has a 2.38% expense ratio, which is higher than QGRW's 0.28% expense ratio.
Correlation
The correlation between HCMPX and QGRW is 0.87, 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.
Risk-Adjusted Performance
HCMPX vs. QGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HCM Dividend Sector Plus Fund (HCMPX) and WisdomTree U.S. Quality Growth Fund (QGRW). 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.
Dividends
HCMPX vs. QGRW - Dividend Comparison
HCMPX has not paid dividends to shareholders, while QGRW's dividend yield for the trailing twelve months is around 0.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
HCMPX HCM Dividend Sector Plus Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.12% | 1.65% | 1.10% | 1.44% | 0.99% |
QGRW WisdomTree U.S. Quality Growth Fund | 0.08% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HCMPX vs. QGRW - Drawdown Comparison
The maximum HCMPX drawdown since its inception was -33.21%, which is greater than QGRW's maximum drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for HCMPX and QGRW. For additional features, visit the drawdowns tool.
Volatility
HCMPX vs. QGRW - Volatility Comparison
HCM Dividend Sector Plus Fund (HCMPX) has a higher volatility of 6.56% compared to WisdomTree U.S. Quality Growth Fund (QGRW) at 6.09%. This indicates that HCMPX's price experiences larger fluctuations and is considered to be riskier than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.