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HDPBX vs. SPYG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDPBX vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hodges Blue Chip Equity Income Fund (HDPBX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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HDPBX vs. SPYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDPBX
Hodges Blue Chip Equity Income Fund
-5.30%23.40%52.30%21.54%-11.52%23.61%15.88%30.72%-9.38%24.73%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
-6.91%22.09%35.99%30.02%-29.41%32.01%33.46%30.84%-0.12%27.24%

Returns By Period

In the year-to-date period, HDPBX achieves a -5.30% return, which is significantly higher than SPYG's -6.91% return. Both investments have delivered pretty close results over the past 10 years, with HDPBX having a 15.74% annualized return and SPYG not far ahead at 15.90%.


HDPBX

1D
3.37%
1M
-5.44%
YTD
-5.30%
6M
-2.12%
1Y
20.87%
3Y*
26.55%
5Y*
17.52%
10Y*
15.74%

SPYG

1D
1.32%
1M
-4.24%
YTD
-6.91%
6M
-5.21%
1Y
23.24%
3Y*
22.39%
5Y*
12.53%
10Y*
15.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HDPBX vs. SPYG - Expense Ratio Comparison

HDPBX has a 1.30% expense ratio, which is higher than SPYG's 0.04% expense ratio.


Return for Risk

HDPBX vs. SPYG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HDPBX
HDPBX Risk / Return Rank: 5656
Overall Rank
HDPBX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HDPBX Sortino Ratio Rank: 5050
Sortino Ratio Rank
HDPBX Omega Ratio Rank: 5656
Omega Ratio Rank
HDPBX Calmar Ratio Rank: 6363
Calmar Ratio Rank
HDPBX Martin Ratio Rank: 6161
Martin Ratio Rank

SPYG
SPYG Risk / Return Rank: 6262
Overall Rank
SPYG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPYG Omega Ratio Rank: 6060
Omega Ratio Rank
SPYG Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPYG Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HDPBX vs. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hodges Blue Chip Equity Income Fund (HDPBX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


HDPBXSPYGDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.04

-0.02

Sortino ratio

Return per unit of downside risk

1.52

1.62

-0.10

Omega ratio

Gain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

1.63

1.75

-0.12

Martin ratio

Return relative to average drawdown

6.35

6.81

-0.45

HDPBX vs. SPYG - Sharpe Ratio Comparison

The current HDPBX Sharpe Ratio is 1.03, which is comparable to the SPYG Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of HDPBX and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HDPBXSPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.04

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.60

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.78

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.32

+0.45

Correlation

The correlation between HDPBX and SPYG is 0.89, 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

HDPBX vs. SPYG - Dividend Comparison

HDPBX's dividend yield for the trailing twelve months is around 5.21%, more than SPYG's 0.57% yield.


TTM20252024202320222021202020192018201720162015
HDPBX
Hodges Blue Chip Equity Income Fund
5.21%4.97%27.38%0.90%8.75%10.88%5.26%7.59%5.83%9.44%5.04%7.86%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.57%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Drawdowns

HDPBX vs. SPYG - Drawdown Comparison

The maximum HDPBX drawdown since its inception was -35.10%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for HDPBX and SPYG.


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Drawdown Indicators


HDPBXSPYGDifference

Max Drawdown

Largest peak-to-trough decline

-35.10%

-67.63%

+32.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

-13.76%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

-32.67%

+10.91%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

-32.67%

-2.43%

Current Drawdown

Current decline from peak

-9.52%

-9.06%

-0.46%

Average Drawdown

Average peak-to-trough decline

-3.99%

-24.48%

+20.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

3.55%

-0.06%

Volatility

HDPBX vs. SPYG - Volatility Comparison

The current volatility for Hodges Blue Chip Equity Income Fund (HDPBX) is 5.90%, while State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 7.32%. This indicates that HDPBX experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDPBXSPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

7.32%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

12.90%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

20.80%

22.42%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.83%

21.13%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.24%

20.57%

-1.33%