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HNDRX vs. EIVPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HNDRX vs. EIVPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Horizon Defined Risk Fund (HNDRX) and Parametric Volatility Risk Premium - Defensive Fund (EIVPX). The values are adjusted to include any dividend payments, if applicable.

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HNDRX vs. EIVPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HNDRX
Horizon Defined Risk Fund
-1.60%10.78%15.41%14.97%-10.12%13.08%7.21%13.22%-1.67%
EIVPX
Parametric Volatility Risk Premium - Defensive Fund
-0.30%12.90%16.45%16.83%-8.64%17.96%4.74%15.46%-1.81%

Returns By Period

In the year-to-date period, HNDRX achieves a -1.60% return, which is significantly lower than EIVPX's -0.30% return.


HNDRX

1D
1.41%
1M
-2.76%
YTD
-1.60%
6M
0.40%
1Y
9.95%
3Y*
11.55%
5Y*
7.75%
10Y*

EIVPX

1D
1.77%
1M
-1.82%
YTD
-0.30%
6M
2.89%
1Y
14.12%
3Y*
13.23%
5Y*
9.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HNDRX vs. EIVPX - Expense Ratio Comparison

HNDRX has a 1.04% expense ratio, which is higher than EIVPX's 0.47% expense ratio.


Return for Risk

HNDRX vs. EIVPX — Risk / Return Rank

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

HNDRX
HNDRX Risk / Return Rank: 5252
Overall Rank
HNDRX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HNDRX Sortino Ratio Rank: 4444
Sortino Ratio Rank
HNDRX Omega Ratio Rank: 6060
Omega Ratio Rank
HNDRX Calmar Ratio Rank: 4545
Calmar Ratio Rank
HNDRX Martin Ratio Rank: 7474
Martin Ratio Rank

EIVPX
EIVPX Risk / Return Rank: 7575
Overall Rank
EIVPX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
EIVPX Sortino Ratio Rank: 7070
Sortino Ratio Rank
EIVPX Omega Ratio Rank: 8383
Omega Ratio Rank
EIVPX Calmar Ratio Rank: 6666
Calmar Ratio Rank
EIVPX Martin Ratio Rank: 9191
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.

HNDRX vs. EIVPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizon Defined Risk Fund (HNDRX) and Parametric Volatility Risk Premium - Defensive Fund (EIVPX). 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.


HNDRXEIVPXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.24

-0.34

Sortino ratio

Return per unit of downside risk

1.42

1.84

-0.42

Omega ratio

Gain probability vs. loss probability

1.25

1.34

-0.09

Calmar ratio

Return relative to maximum drawdown

1.28

1.63

-0.35

Martin ratio

Return relative to average drawdown

7.73

10.84

-3.11

HNDRX vs. EIVPX - Sharpe Ratio Comparison

The current HNDRX Sharpe Ratio is 0.91, which is comparable to the EIVPX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of HNDRX and EIVPX, 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


HNDRXEIVPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.24

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.95

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.72

-0.02

Correlation

The correlation between HNDRX and EIVPX is 0.94, 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

HNDRX vs. EIVPX - Dividend Comparison

HNDRX's dividend yield for the trailing twelve months is around 0.21%, less than EIVPX's 4.03% yield.


TTM202520242023202220212020201920182017
HNDRX
Horizon Defined Risk Fund
0.21%0.21%0.09%0.21%0.36%0.28%0.57%0.55%0.58%0.00%
EIVPX
Parametric Volatility Risk Premium - Defensive Fund
4.03%4.01%2.67%5.09%7.95%1.22%0.75%1.23%1.24%0.53%

Drawdowns

HNDRX vs. EIVPX - Drawdown Comparison

The maximum HNDRX drawdown since its inception was -20.71%, smaller than the maximum EIVPX drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for HNDRX and EIVPX.


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Drawdown Indicators


HNDRXEIVPXDifference

Max Drawdown

Largest peak-to-trough decline

-20.71%

-26.67%

+5.96%

Max Drawdown (1Y)

Largest decline over 1 year

-8.02%

-9.11%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-13.99%

-14.07%

+0.08%

Current Drawdown

Current decline from peak

-3.13%

-2.11%

-1.02%

Average Drawdown

Average peak-to-trough decline

-2.85%

-2.51%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

1.37%

-0.03%

Volatility

HNDRX vs. EIVPX - Volatility Comparison

The current volatility for Horizon Defined Risk Fund (HNDRX) is 2.84%, while Parametric Volatility Risk Premium - Defensive Fund (EIVPX) has a volatility of 3.21%. This indicates that HNDRX experiences smaller price fluctuations and is considered to be less risky than EIVPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HNDRXEIVPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

3.21%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

5.17%

5.57%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

11.22%

11.64%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.37%

9.84%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.57%

11.90%

-1.33%