HCMT vs. VOOG
Compare and contrast key facts about Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF (HCMT) and Vanguard S&P 500 Growth ETF (VOOG).
HCMT and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HCMT is an actively managed fund by Direxion. It was launched on Jun 21, 2023. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Apr 5, 2019.
Performance
HCMT vs. VOOG - Performance Comparison
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HCMT vs. VOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
HCMT Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF | -8.58% | 7.39% | 39.14% | 5.67% |
VOOG Vanguard S&P 500 Growth ETF | -8.17% | 22.11% | 35.89% | 8.60% |
Returns By Period
The year-to-date returns for both investments are quite close, with HCMT having a -8.58% return and VOOG slightly higher at -8.17%.
HCMT
- 1D
- -0.03%
- 1M
- -6.60%
- YTD
- -8.58%
- 6M
- -5.95%
- 1Y
- 17.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VOOG
- 1D
- 4.02%
- 1M
- -5.34%
- YTD
- -8.17%
- 6M
- -6.12%
- 1Y
- 22.53%
- 3Y*
- 21.80%
- 5Y*
- 12.17%
- 10Y*
- 15.71%
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HCMT vs. VOOG - Expense Ratio Comparison
HCMT has a 1.17% expense ratio, which is higher than VOOG's 0.07% expense ratio.
Return for Risk
HCMT vs. VOOG — Risk / Return Rank
HCMT
VOOG
HCMT vs. VOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF (HCMT) and Vanguard S&P 500 Growth ETF (VOOG). 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.
| HCMT | VOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.02 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.91 | 1.58 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.66 | -0.77 |
Martin ratioReturn relative to average drawdown | 2.48 | 6.53 | -4.05 |
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
| HCMT | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.02 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.83 | -0.34 |
Correlation
The correlation between HCMT and VOOG 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
HCMT vs. VOOG - Dividend Comparison
HCMT's dividend yield for the trailing twelve months is around 0.46%, less than VOOG's 0.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HCMT Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF | 0.46% | 0.43% | 2.75% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.54% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Drawdowns
HCMT vs. VOOG - Drawdown Comparison
The maximum HCMT drawdown since its inception was -36.26%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for HCMT and VOOG.
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Drawdown Indicators
| HCMT | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.26% | -32.73% | -3.53% |
Max Drawdown (1Y)Largest decline over 1 year | -19.31% | -13.71% | -5.60% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.73% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.73% | — |
Current DrawdownCurrent decline from peak | -13.50% | -10.25% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -8.33% | -5.00% | -3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.93% | 3.50% | +3.43% |
Volatility
HCMT vs. VOOG - Volatility Comparison
Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF (HCMT) has a higher volatility of 7.70% compared to Vanguard S&P 500 Growth ETF (VOOG) at 7.15%. This indicates that HCMT's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HCMT | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 7.15% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 20.08% | 12.62% | +7.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.73% | 22.25% | +7.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.03% | 21.16% | +7.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.03% | 20.65% | +8.38% |