Correlation
The correlation between HDPSX and SPYG is 0.82, 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.
HDPSX vs. SPYG
Compare and contrast key facts about Hodges Small Cap Fund (HDPSX) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
HDPSX is managed by Hodges. It was launched on Dec 18, 2007. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HDPSX or SPYG.
Performance
HDPSX vs. SPYG - Performance Comparison
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Key characteristics
HDPSX:
-0.10
SPYG:
0.82
HDPSX:
0.06
SPYG:
1.15
HDPSX:
1.01
SPYG:
1.16
HDPSX:
-0.09
SPYG:
0.82
HDPSX:
-0.23
SPYG:
2.75
HDPSX:
11.51%
SPYG:
6.63%
HDPSX:
27.82%
SPYG:
25.18%
HDPSX:
-65.86%
SPYG:
-67.79%
HDPSX:
-20.66%
SPYG:
-2.78%
Returns By Period
In the year-to-date period, HDPSX achieves a -12.59% return, which is significantly lower than SPYG's 2.18% return. Over the past 10 years, HDPSX has underperformed SPYG with an annualized return of 6.10%, while SPYG has yielded a comparatively higher 14.90% annualized return.
HDPSX
-12.59%
2.40%
-20.06%
-3.64%
3.96%
15.76%
6.10%
SPYG
2.18%
8.10%
3.01%
20.35%
17.35%
16.74%
14.90%
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HDPSX vs. SPYG - Expense Ratio Comparison
HDPSX has a 1.36% expense ratio, which is higher than SPYG's 0.04% expense ratio.
Risk-Adjusted Performance
HDPSX vs. SPYG — Risk-Adjusted Performance Rank
HDPSX
SPYG
HDPSX vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hodges Small Cap Fund (HDPSX) 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.
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Dividends
HDPSX vs. SPYG - Dividend Comparison
HDPSX's dividend yield for the trailing twelve months is around 17.15%, more than SPYG's 0.60% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDPSX Hodges Small Cap Fund | 17.15% | 14.99% | 5.01% | 6.46% | 19.53% | 0.00% | 8.25% | 4.67% | 14.53% | 0.32% | 0.35% | 1.28% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.60% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% |
Drawdowns
HDPSX vs. SPYG - Drawdown Comparison
The maximum HDPSX drawdown since its inception was -65.86%, roughly equal to the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for HDPSX and SPYG.
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Volatility
HDPSX vs. SPYG - Volatility Comparison
Hodges Small Cap Fund (HDPSX) has a higher volatility of 7.54% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.58%. This indicates that HDPSX'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.
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