HDGE vs. DX

In the year-to-date period, HDGE achieves a -8.40% return, which is significantly lower than DX's 12.93% return. Over the past 10 years, HDGE has underperformed DX with an annualized return of -16.27%, while DX has yielded a comparatively higher 4.63% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Ranger Equity Bear ETF (HDGE) and Dynex Capital, Inc. (DX). 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.

The current HDGE Sharpe Ratio is -0.52, which is lower than the DX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of HDGE and DX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HDGE's dividend yield for the trailing twelve months is around 10.46%, less than DX's 11.54% yield.

The maximum HDGE drawdown since its inception was -93.86%, smaller than the maximum DX drawdown of -99.12%. Use the drawdown chart below to compare losses from any high point for HDGE and DX. For additional features, visit the drawdowns tool.

AdvisorShares Ranger Equity Bear ETF (HDGE) has a higher volatility of 4.69% compared to Dynex Capital, Inc. (DX) at 3.22%. This indicates that HDGE's price experiences larger fluctuations and is considered to be riskier than DX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.