HDPMX vs. SPYG

In the year-to-date period, HDPMX achieves a 2.03% return, which is significantly lower than SPYG's 2.42% return. Over the past 10 years, HDPMX has underperformed SPYG with an annualized return of 8.47%, while SPYG has yielded a comparatively higher 14.91% annualized return.

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HDPMX has a 1.17% expense ratio, which is higher than SPYG's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Hodges Fund (HDPMX) and 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.

The current HDPMX Sharpe Ratio is 0.42, which is lower than the SPYG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of HDPMX 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.

HDPMX's dividend yield for the trailing twelve months is around 5.20%, more than SPYG's 0.60% yield.

The maximum HDPMX drawdown since its inception was -69.66%, roughly equal to the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for HDPMX and SPYG.

Hodges Fund (HDPMX) has a higher volatility of 8.68% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.55%. This indicates that HDPMX's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.