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HDPMX vs. VSEQX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDPMX vs. VSEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hodges Fund (HDPMX) and Vanguard Strategic Equity Fund (VSEQX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HDPMX achieves a 23.62% return, which is significantly higher than VSEQX's 20.82% return. Both investments have delivered pretty close results over the past 10 years, with HDPMX having a 13.67% annualized return and VSEQX not far behind at 13.03%.


HDPMX

1D
1.43%
1M
-3.98%
6M
17.14%
YTD
23.62%
1Y
37.12%
3Y*
28.79%
5Y*
15.23%
10Y*
13.67%
ALL TIME*
10.35%

VSEQX

1D
1.43%
1M
1.00%
6M
16.26%
YTD
20.82%
1Y
32.86%
3Y*
20.26%
5Y*
12.81%
10Y*
13.03%
ALL TIME*
10.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

HDPMX vs. VSEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDPMX
Hodges Fund
23.62%24.06%29.32%29.81%-21.80%29.50%29.58%23.02%-34.39%13.87%
VSEQX
Vanguard Strategic Equity Fund
20.82%15.32%16.67%19.31%-11.90%30.83%10.26%26.76%-11.86%12.36%

Correlation

The correlation between HDPMX and VSEQX is 0.82, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.82

Correlation (3Y)
Balances recent behavior with more history.

0.84

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.89

Correlation (10Y)
Provides a long-term view across more market conditions.

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 1, 1995

0.86

The correlation between HDPMX and VSEQX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

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Return for Risk

HDPMX vs. VSEQX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HDPMX
HDPMX Risk / Return Rank: 6565
Overall Rank
HDPMX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HDPMX Sortino Ratio Rank: 5353
Sortino Ratio Rank
HDPMX Omega Ratio Rank: 5050
Omega Ratio Rank
HDPMX Calmar Ratio Rank: 8484
Calmar Ratio Rank
HDPMX Martin Ratio Rank: 7575
Martin Ratio Rank

VSEQX
VSEQX Risk / Return Rank: 9292
Overall Rank
VSEQX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VSEQX Sortino Ratio Rank: 9090
Sortino Ratio Rank
VSEQX Omega Ratio Rank: 8585
Omega Ratio Rank
VSEQX Calmar Ratio Rank: 9696
Calmar Ratio Rank
VSEQX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HDPMX vs. VSEQX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HDPMXVSEQXDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.28

1.41

-0.13

Calmar ratioReturn relative to maximum drawdown

3.09

4.71

-1.61

Martin ratioReturn relative to average drawdown

10.23

18.02

-7.79

HDPMX vs. VSEQX - Sharpe Ratio Comparison

The current HDPMX Sharpe Ratio is 1.67, which is comparable to the VSEQX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of HDPMX and VSEQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HDPMX vs. VSEQX - Drawdown Comparison

The maximum HDPMX drawdown since its inception was -69.66%, which is greater than VSEQX's maximum drawdown of -63.55%. Use the drawdown chart below to compare losses from any high point for HDPMX and VSEQX.


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Drawdown Indicators


HDPMXVSEQXDifference

Max Drawdown

Largest peak-to-trough decline

-69.66%

-63.55%

-6.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-7.60%

-5.45%

Max Drawdown (3Y)

Largest decline over 3 years

-32.65%

-24.73%

-7.92%

Max Drawdown (5Y)

Largest decline over 5 years

-36.68%

-24.73%

-11.95%

Max Drawdown (10Y)

Largest decline over 10 years

-67.16%

-44.08%

-23.08%

Current Drawdown

Current decline from peak

-7.99%

0.00%

-7.99%

Average Drawdown

Average peak-to-trough decline

-15.69%

-9.02%

-6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

1.98%

+1.96%

Volatility

HDPMX vs. VSEQX - Volatility Comparison

Hodges Fund (HDPMX) has a higher volatility of 6.67% compared to Vanguard Strategic Equity Fund (VSEQX) at 3.31%. This indicates that HDPMX's price experiences larger fluctuations and is considered to be riskier than VSEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDPMXVSEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

3.31%

+3.36%

Volatility (6M)

Calculated over the trailing 6-month period

19.20%

10.84%

+8.36%

Volatility (1Y)

Calculated over the trailing 1-year period

24.28%

15.07%

+9.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.81%

19.87%

+9.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.42%

21.35%

+9.07%

HDPMX vs. VSEQX - Expense Ratio Comparison

HDPMX has a 1.17% expense ratio, which is higher than VSEQX's 0.17% expense ratio.


Dividends

HDPMX vs. VSEQX - Dividend Comparison

HDPMX's dividend yield for the trailing twelve months is around 7.68%, less than VSEQX's 9.23% yield.


PositionTTM20252024202320222021202020192018201720162015
HDPMX
Hodges Fund
7.68%9.50%15.93%0.72%0.49%0.00%0.00%0.00%10.67%7.26%0.00%1.04%
VSEQX
Vanguard Strategic Equity Fund
9.23%11.16%11.36%6.11%11.77%21.36%1.77%2.92%10.34%7.05%3.13%12.28%

Frequently Asked Questions


HDPMX and VSEQX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HDPMX has higher volatility (6.67%) compared to VSEQX (3.31%). In terms of maximum drawdown, HDPMX dropped -69.66% vs VSEQX's -63.55%.

VSEQX currently has the higher Sharpe Ratio (2.38 vs 1.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HDPMX and VSEQX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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