HFSAX vs. SVARX
Compare and contrast key facts about Hundredfold Select Alternative Fund Investor Class (HFSAX) and Spectrum Low Volatility Fund (SVARX).
HFSAX is managed by Advisors Preferred. SVARX is managed by Advisors Preferred. It was launched on Dec 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HFSAX or SVARX.
Key characteristics
| HFSAX | SVARX | |
|---|---|---|
| YTD Return | 1.36% | 2.93% |
| 1Y Return | 11.19% | 11.82% |
| 3Y Return (Ann) | 0.53% | 2.55% |
| 5Y Return (Ann) | 9.39% | 7.17% |
| 10Y Return (Ann) | 7.16% | 6.81% |
| Sharpe Ratio | 1.66 | 2.71 |
| Daily Std Dev | 6.53% | 4.35% |
| Max Drawdown | -13.58% | -6.48% |
| Current Drawdown | -1.78% | 0.00% |
Correlation
The correlation between HFSAX and SVARX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HFSAX vs. SVARX - Performance Comparison
In the year-to-date period, HFSAX achieves a 1.36% return, which is significantly lower than SVARX's 2.93% return. Both investments have delivered pretty close results over the past 10 years, with HFSAX having a 7.16% annualized return and SVARX not far behind at 6.81%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HFSAX vs. SVARX - Expense Ratio Comparison
HFSAX has a 1.75% expense ratio, which is lower than SVARX's 2.34% expense ratio.
Risk-Adjusted Performance
HFSAX vs. SVARX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hundredfold Select Alternative Fund Investor Class (HFSAX) and Spectrum Low Volatility Fund (SVARX). 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.
Dividends
HFSAX vs. SVARX - Dividend Comparison
HFSAX's dividend yield for the trailing twelve months is around 5.17%, more than SVARX's 4.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFSAX Hundredfold Select Alternative Fund Investor Class | 5.17% | 5.17% | 4.92% | 10.08% | 13.58% | 6.44% | 3.11% | 11.06% | 5.60% | 1.79% | 8.53% | 5.26% |
SVARX Spectrum Low Volatility Fund | 4.29% | 3.35% | 0.00% | 5.85% | 4.46% | 4.91% | 2.41% | 6.90% | 9.07% | 3.02% | 2.82% | 0.18% |
Drawdowns
HFSAX vs. SVARX - Drawdown Comparison
The maximum HFSAX drawdown since its inception was -13.58%, which is greater than SVARX's maximum drawdown of -6.48%. Use the drawdown chart below to compare losses from any high point for HFSAX and SVARX. For additional features, visit the drawdowns tool.
Volatility
HFSAX vs. SVARX - Volatility Comparison
Hundredfold Select Alternative Fund Investor Class (HFSAX) has a higher volatility of 2.14% compared to Spectrum Low Volatility Fund (SVARX) at 0.74%. This indicates that HFSAX's price experiences larger fluctuations and is considered to be riskier than SVARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.