HNDRX vs. STTIX
Compare and contrast key facts about Horizon Defined Risk Fund (HNDRX) and North SquareTrilogy Alternative Return Fund (STTIX).
HNDRX is managed by Horizon Investments. It was launched on Dec 27, 2017. STTIX is managed by Stadion Funds. It was launched on Apr 1, 2012.
Performance
HNDRX vs. STTIX - Performance Comparison
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HNDRX vs. STTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HNDRX Horizon Defined Risk Fund | -2.97% | 10.78% | 15.41% | 14.97% | -10.12% | 13.08% | 7.21% | 13.22% | -1.67% |
STTIX North SquareTrilogy Alternative Return Fund | -0.47% | 6.66% | 5.94% | -1.89% | -10.52% | 4.57% | 7.19% | 3.44% | -2.32% |
Returns By Period
In the year-to-date period, HNDRX achieves a -2.97% return, which is significantly lower than STTIX's -0.47% return.
HNDRX
- 1D
- -0.11%
- 1M
- -4.04%
- YTD
- -2.97%
- 6M
- -0.93%
- 1Y
- 8.59%
- 3Y*
- 11.03%
- 5Y*
- 7.56%
- 10Y*
- —
STTIX
- 1D
- 0.52%
- 1M
- -2.06%
- YTD
- -0.47%
- 6M
- 0.34%
- 1Y
- 3.73%
- 3Y*
- 3.59%
- 5Y*
- 0.08%
- 10Y*
- 1.90%
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HNDRX vs. STTIX - Expense Ratio Comparison
HNDRX has a 1.04% expense ratio, which is lower than STTIX's 1.38% expense ratio.
Return for Risk
HNDRX vs. STTIX — Risk / Return Rank
HNDRX
STTIX
HNDRX vs. STTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Horizon Defined Risk Fund (HNDRX) and North SquareTrilogy Alternative Return Fund (STTIX). 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.
| HNDRX | STTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.91 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.33 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.48 | -0.49 |
Martin ratioReturn relative to average drawdown | 6.02 | 4.15 | +1.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HNDRX | STTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.91 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.01 | +0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.24 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.24 | +0.44 |
Correlation
The correlation between HNDRX and STTIX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HNDRX vs. STTIX - Dividend Comparison
HNDRX's dividend yield for the trailing twelve months is around 0.21%, less than STTIX's 4.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
STTIX North SquareTrilogy Alternative Return Fund | 4.71% | 4.26% | 17.39% | 2.10% | 1.03% | 0.49% | 1.02% | 1.68% | 1.73% | 0.96% | 0.99% | 1.07% |
Drawdowns
HNDRX vs. STTIX - Drawdown Comparison
The maximum HNDRX drawdown since its inception was -20.71%, which is greater than STTIX's maximum drawdown of -18.71%. Use the drawdown chart below to compare losses from any high point for HNDRX and STTIX.
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Drawdown Indicators
| HNDRX | STTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.71% | -18.71% | -2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -8.12% | -2.68% | -5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -13.99% | -18.71% | +4.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.71% | — |
Current DrawdownCurrent decline from peak | -4.48% | -6.83% | +2.35% |
Average DrawdownAverage peak-to-trough decline | -2.85% | -4.71% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 0.95% | +0.38% |
Volatility
HNDRX vs. STTIX - Volatility Comparison
Horizon Defined Risk Fund (HNDRX) has a higher volatility of 2.36% compared to North SquareTrilogy Alternative Return Fund (STTIX) at 1.33%. This indicates that HNDRX's price experiences larger fluctuations and is considered to be riskier than STTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HNDRX | STTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 1.33% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 4.98% | 2.45% | +2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 4.10% | +7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.35% | 9.85% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.56% | 7.80% | +2.76% |