HDPBX vs. HDPMX

In the year-to-date period, HDPBX achieves a -4.55% return, which is significantly higher than HDPMX's -6.27% return. Over the past 10 years, HDPBX has underperformed HDPMX with an annualized return of 4.67%, while HDPMX has yielded a comparatively higher 4.97% annualized return.

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HDPBX has a 1.30% expense ratio, which is higher than HDPMX's 1.17% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Hodges Blue Chip Equity Income Fund (HDPBX) and Hodges Fund (HDPMX). 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 HDPBX Sharpe Ratio is 0.12, which is higher than the HDPMX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of HDPBX and HDPMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HDPBX's dividend yield for the trailing twelve months is around 0.56%, while HDPMX has not paid dividends to shareholders.

The maximum HDPBX drawdown since its inception was -37.07%, smaller than the maximum HDPMX drawdown of -70.79%. Use the drawdown chart below to compare losses from any high point for HDPBX and HDPMX. For additional features, visit the drawdowns tool.

The current volatility for Hodges Blue Chip Equity Income Fund (HDPBX) is 16.07%, while Hodges Fund (HDPMX) has a volatility of 23.38%. This indicates that HDPBX experiences smaller price fluctuations and is considered to be less risky than HDPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.