PortfoliosLab logoPortfoliosLab logo
HFSAX vs. SAPEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFSAX vs. SAPEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hundredfold Select Alternative Fund Investor Class (HFSAX) and Spectrum Active Advantage Fund (SAPEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HFSAX vs. SAPEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HFSAX
Hundredfold Select Alternative Fund Investor Class
-0.92%11.97%3.75%10.93%-9.44%9.05%38.71%10.35%-1.97%9.91%
SAPEX
Spectrum Active Advantage Fund
-5.79%15.25%5.25%12.11%-38.08%17.15%13.72%27.65%-4.44%15.05%

Returns By Period

In the year-to-date period, HFSAX achieves a -0.92% return, which is significantly higher than SAPEX's -5.79% return. Over the past 10 years, HFSAX has outperformed SAPEX with an annualized return of 8.40%, while SAPEX has yielded a comparatively lower 4.59% annualized return.


HFSAX

1D
0.00%
1M
-3.45%
YTD
-0.92%
6M
2.27%
1Y
10.24%
3Y*
8.42%
5Y*
3.95%
10Y*
8.40%

SAPEX

1D
-0.16%
1M
-5.88%
YTD
-5.79%
6M
-2.64%
1Y
10.17%
3Y*
8.47%
5Y*
-1.99%
10Y*
4.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HFSAX vs. SAPEX - Expense Ratio Comparison

HFSAX has a 1.75% expense ratio, which is higher than SAPEX's 1.69% expense ratio.


Return for Risk

HFSAX vs. SAPEX — Risk / Return Rank

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

HFSAX
HFSAX Risk / Return Rank: 9393
Overall Rank
HFSAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HFSAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
HFSAX Omega Ratio Rank: 9494
Omega Ratio Rank
HFSAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
HFSAX Martin Ratio Rank: 8888
Martin Ratio Rank

SAPEX
SAPEX Risk / Return Rank: 4848
Overall Rank
SAPEX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SAPEX Sortino Ratio Rank: 4848
Sortino Ratio Rank
SAPEX Omega Ratio Rank: 4646
Omega Ratio Rank
SAPEX Calmar Ratio Rank: 5151
Calmar Ratio Rank
SAPEX Martin Ratio Rank: 4040
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.

HFSAX vs. SAPEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hundredfold Select Alternative Fund Investor Class (HFSAX) and Spectrum Active Advantage Fund (SAPEX). 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.


HFSAXSAPEXDifference

Sharpe ratio

Return per unit of total volatility

2.35

0.99

+1.36

Sortino ratio

Return per unit of downside risk

3.17

1.38

+1.79

Omega ratio

Gain probability vs. loss probability

1.47

1.19

+0.28

Calmar ratio

Return relative to maximum drawdown

2.71

1.24

+1.47

Martin ratio

Return relative to average drawdown

9.66

4.20

+5.46

HFSAX vs. SAPEX - Sharpe Ratio Comparison

The current HFSAX Sharpe Ratio is 2.35, which is higher than the SAPEX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of HFSAX and SAPEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HFSAXSAPEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

0.99

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

-0.14

+0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.35

0.28

+1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.29

+1.00

Correlation

The correlation between HFSAX and SAPEX is 0.77, 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

HFSAX vs. SAPEX - Dividend Comparison

HFSAX's dividend yield for the trailing twelve months is around 9.84%, more than SAPEX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
HFSAX
Hundredfold Select Alternative Fund Investor Class
9.84%9.75%5.87%5.17%4.92%10.98%13.58%6.44%3.11%11.06%5.60%1.85%
SAPEX
Spectrum Active Advantage Fund
5.07%4.77%2.23%0.88%0.00%33.33%1.43%0.74%3.09%4.26%0.17%0.00%

Drawdowns

HFSAX vs. SAPEX - Drawdown Comparison

The maximum HFSAX drawdown since its inception was -12.81%, smaller than the maximum SAPEX drawdown of -40.48%. Use the drawdown chart below to compare losses from any high point for HFSAX and SAPEX.


Loading graphics...

Drawdown Indicators


HFSAXSAPEXDifference

Max Drawdown

Largest peak-to-trough decline

-12.81%

-40.48%

+27.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-7.62%

+3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-12.81%

-40.48%

+27.67%

Max Drawdown (10Y)

Largest decline over 10 years

-12.81%

-40.48%

+27.67%

Current Drawdown

Current decline from peak

-3.68%

-22.31%

+18.63%

Average Drawdown

Average peak-to-trough decline

-2.39%

-14.52%

+12.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

2.25%

-1.22%

Volatility

HFSAX vs. SAPEX - Volatility Comparison

The current volatility for Hundredfold Select Alternative Fund Investor Class (HFSAX) is 1.84%, while Spectrum Active Advantage Fund (SAPEX) has a volatility of 3.32%. This indicates that HFSAX experiences smaller price fluctuations and is considered to be less risky than SAPEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HFSAXSAPEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

3.32%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

3.69%

7.72%

-4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

10.76%

-6.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

14.62%

-8.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.25%

16.75%

-10.50%