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HDPSX vs. SPYG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDPSX vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hodges Small Cap Fund (HDPSX) 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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HDPSX vs. SPYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDPSX
Hodges Small Cap Fund
5.41%3.07%62.98%14.88%-12.78%35.60%16.98%16.85%-16.35%9.34%
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, HDPSX achieves a 5.41% return, which is significantly higher than SPYG's -6.91% return. Over the past 10 years, HDPSX has underperformed SPYG with an annualized return of 13.66%, while SPYG has yielded a comparatively higher 15.90% annualized return.


HDPSX

1D
3.36%
1M
-5.31%
YTD
5.41%
6M
3.98%
1Y
22.95%
3Y*
24.73%
5Y*
12.96%
10Y*
13.66%

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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HDPSX vs. SPYG - Expense Ratio Comparison

HDPSX has a 1.36% expense ratio, which is higher than SPYG's 0.04% expense ratio.


Return for Risk

HDPSX vs. SPYG — Risk / Return Rank

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

HDPSX
HDPSX Risk / Return Rank: 4242
Overall Rank
HDPSX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
HDPSX Sortino Ratio Rank: 3939
Sortino Ratio Rank
HDPSX Omega Ratio Rank: 3636
Omega Ratio Rank
HDPSX Calmar Ratio Rank: 5353
Calmar Ratio Rank
HDPSX Martin Ratio Rank: 4848
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.

HDPSX vs. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hodges Small Cap Fund (HDPSX) 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.


HDPSXSPYGDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.04

-0.17

Sortino ratio

Return per unit of downside risk

1.36

1.62

-0.26

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.42

1.75

-0.33

Martin ratio

Return relative to average drawdown

5.29

6.81

-1.52

HDPSX vs. SPYG - Sharpe Ratio Comparison

The current HDPSX Sharpe Ratio is 0.88, which is comparable to the SPYG Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of HDPSX 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


HDPSXSPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.04

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.60

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.78

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.32

+0.08

Correlation

The correlation between HDPSX and SPYG is 0.75, 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

HDPSX vs. SPYG - Dividend Comparison

HDPSX's dividend yield for the trailing twelve months is around 7.25%, more than SPYG's 0.57% yield.


TTM20252024202320222021202020192018201720162015
HDPSX
Hodges Small Cap Fund
7.25%7.64%44.97%5.01%6.46%19.53%0.00%8.25%4.66%14.53%0.32%0.35%
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

HDPSX vs. SPYG - Drawdown Comparison

The maximum HDPSX drawdown since its inception was -65.86%, roughly equal to the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for HDPSX and SPYG.


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Drawdown Indicators


HDPSXSPYGDifference

Max Drawdown

Largest peak-to-trough decline

-65.86%

-67.63%

+1.77%

Max Drawdown (1Y)

Largest decline over 1 year

-16.58%

-13.76%

-2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-28.83%

-32.67%

+3.84%

Max Drawdown (10Y)

Largest decline over 10 years

-58.96%

-32.67%

-26.29%

Current Drawdown

Current decline from peak

-7.41%

-9.06%

+1.65%

Average Drawdown

Average peak-to-trough decline

-10.94%

-24.48%

+13.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

3.55%

+0.92%

Volatility

HDPSX vs. SPYG - Volatility Comparison

Hodges Small Cap Fund (HDPSX) has a higher volatility of 7.95% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 7.32%. 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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Volatility by Period


HDPSXSPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

7.32%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.96%

12.90%

+3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

27.26%

22.42%

+4.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.00%

21.13%

+5.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.44%

20.57%

+6.87%