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HOIBX vs. HOSBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HOIBX vs. HOSBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Homestead Intermediate Bond Fund (HOIBX) and Homestead Funds Short Term Bond Fund (HOSBX). The values are adjusted to include any dividend payments, if applicable.

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HOIBX vs. HOSBX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HOIBX
Homestead Intermediate Bond Fund
-0.49%6.55%1.69%5.75%-13.38%-1.13%8.70%4.68%
HOSBX
Homestead Funds Short Term Bond Fund
-0.39%5.87%3.78%5.08%-5.71%-1.11%5.38%2.33%

Returns By Period

In the year-to-date period, HOIBX achieves a -0.49% return, which is significantly lower than HOSBX's -0.39% return.


HOIBX

1D
0.66%
1M
-2.34%
YTD
-0.49%
6M
0.40%
1Y
3.43%
3Y*
3.30%
5Y*
0.13%
10Y*

HOSBX

1D
0.20%
1M
-1.20%
YTD
-0.39%
6M
0.74%
1Y
3.56%
3Y*
4.01%
5Y*
1.53%
10Y*
2.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HOIBX vs. HOSBX - Expense Ratio Comparison

HOIBX has a 0.81% expense ratio, which is higher than HOSBX's 0.79% expense ratio.


Return for Risk

HOIBX vs. HOSBX — Risk / Return Rank

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

HOIBX
HOIBX Risk / Return Rank: 4444
Overall Rank
HOIBX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
HOIBX Sortino Ratio Rank: 4040
Sortino Ratio Rank
HOIBX Omega Ratio Rank: 3232
Omega Ratio Rank
HOIBX Calmar Ratio Rank: 6363
Calmar Ratio Rank
HOIBX Martin Ratio Rank: 4242
Martin Ratio Rank

HOSBX
HOSBX Risk / Return Rank: 8585
Overall Rank
HOSBX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HOSBX Sortino Ratio Rank: 8484
Sortino Ratio Rank
HOSBX Omega Ratio Rank: 8383
Omega Ratio Rank
HOSBX Calmar Ratio Rank: 9191
Calmar Ratio Rank
HOSBX Martin Ratio Rank: 8989
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.

HOIBX vs. HOSBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Homestead Intermediate Bond Fund (HOIBX) and Homestead Funds Short Term Bond Fund (HOSBX). 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.


HOIBXHOSBXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.47

-0.57

Sortino ratio

Return per unit of downside risk

1.29

2.21

-0.93

Omega ratio

Gain probability vs. loss probability

1.16

1.33

-0.17

Calmar ratio

Return relative to maximum drawdown

1.49

2.58

-1.09

Martin ratio

Return relative to average drawdown

4.36

9.87

-5.51

HOIBX vs. HOSBX - Sharpe Ratio Comparison

The current HOIBX Sharpe Ratio is 0.90, which is lower than the HOSBX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of HOIBX and HOSBX, 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


HOIBXHOSBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.47

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.52

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

1.56

-1.29

Correlation

The correlation between HOIBX and HOSBX is 0.72, 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

HOIBX vs. HOSBX - Dividend Comparison

HOIBX's dividend yield for the trailing twelve months is around 3.39%, less than HOSBX's 3.52% yield.


TTM20252024202320222021202020192018201720162015
HOIBX
Homestead Intermediate Bond Fund
3.39%3.68%3.68%2.67%2.15%1.30%3.02%2.01%0.00%0.00%0.00%0.00%
HOSBX
Homestead Funds Short Term Bond Fund
3.52%3.86%3.50%2.85%1.74%1.37%3.57%2.66%1.83%1.65%1.55%1.40%

Drawdowns

HOIBX vs. HOSBX - Drawdown Comparison

The maximum HOIBX drawdown since its inception was -18.15%, which is greater than HOSBX's maximum drawdown of -8.84%. Use the drawdown chart below to compare losses from any high point for HOIBX and HOSBX.


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Drawdown Indicators


HOIBXHOSBXDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-8.84%

-9.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-1.59%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-18.15%

-8.84%

-9.31%

Max Drawdown (10Y)

Largest decline over 10 years

-8.84%

Current Drawdown

Current decline from peak

-2.75%

-1.20%

-1.55%

Average Drawdown

Average peak-to-trough decline

-6.01%

-0.65%

-5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.42%

+0.60%

Volatility

HOIBX vs. HOSBX - Volatility Comparison

Homestead Intermediate Bond Fund (HOIBX) has a higher volatility of 1.65% compared to Homestead Funds Short Term Bond Fund (HOSBX) at 0.93%. This indicates that HOIBX's price experiences larger fluctuations and is considered to be riskier than HOSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HOIBXHOSBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

0.93%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

1.66%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.47%

2.67%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.89%

2.96%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.57%

2.40%

+3.17%