HDPMX vs. HDPBX

In the year-to-date period, HDPMX achieves a -6.64% return, which is significantly lower than HDPBX's -4.67% return. Over the past 10 years, HDPMX has outperformed HDPBX with an annualized return of 5.10%, while HDPBX has yielded a comparatively lower 4.82% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Hodges Fund (HDPMX) and Hodges Blue Chip Equity Income Fund (HDPBX). 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 HDPMX Sharpe Ratio is 0.02, which is lower than the HDPBX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of HDPMX and HDPBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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

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

Hodges Fund (HDPMX) has a higher volatility of 23.38% compared to Hodges Blue Chip Equity Income Fund (HDPBX) at 16.10%. This indicates that HDPMX's price experiences larger fluctuations and is considered to be riskier than HDPBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.