HCMPX vs. SPHD
Compare and contrast key facts about HCM Dividend Sector Plus Fund (HCMPX) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
HCMPX is managed by Howard Capital Management. It was launched on Mar 10, 2015. SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HCMPX or SPHD.
Performance
HCMPX vs. SPHD - Performance Comparison
Returns By Period
In the year-to-date period, HCMPX achieves a 24.70% return, which is significantly higher than SPHD's 22.49% return.
HCMPX
24.70%
1.51%
9.39%
27.60%
12.63%
N/A
SPHD
22.49%
-0.18%
13.83%
32.04%
7.70%
8.74%
Key characteristics
| HCMPX | SPHD | |
|---|---|---|
| Sharpe Ratio | 1.48 | 2.85 |
| Sortino Ratio | 1.99 | 4.07 |
| Omega Ratio | 1.27 | 1.52 |
| Calmar Ratio | 1.12 | 2.25 |
| Martin Ratio | 5.82 | 19.55 |
| Ulcer Index | 4.66% | 1.63% |
| Daily Std Dev | 18.33% | 11.16% |
| Max Drawdown | -33.21% | -41.39% |
| Current Drawdown | -2.71% | -1.06% |
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HCMPX vs. SPHD - Expense Ratio Comparison
HCMPX has a 2.38% expense ratio, which is higher than SPHD's 0.30% expense ratio.
Correlation
The correlation between HCMPX and SPHD is 0.71, 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. SPHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HCM Dividend Sector Plus Fund (HCMPX) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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. SPHD - Dividend Comparison
HCMPX has not paid dividends to shareholders, while SPHD's dividend yield for the trailing twelve months is around 3.34%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.34% | 4.48% | 3.89% | 3.46% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% | 3.68% |
Drawdowns
HCMPX vs. SPHD - Drawdown Comparison
The maximum HCMPX drawdown since its inception was -33.21%, smaller than the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for HCMPX and SPHD. For additional features, visit the drawdowns tool.
Volatility
HCMPX vs. SPHD - Volatility Comparison
HCM Dividend Sector Plus Fund (HCMPX) has a higher volatility of 6.56% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 2.62%. This indicates that HCMPX's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.