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HOMPX vs. VMFVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HOMPX vs. VMFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HW Opportunities MP Fund (HOMPX) and Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX). The values are adjusted to include any dividend payments, if applicable.

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HOMPX vs. VMFVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HOMPX
HW Opportunities MP Fund
6.72%11.44%3.87%29.55%-5.23%29.85%
VMFVX
Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares
1.00%7.57%10.59%16.49%-7.03%27.10%

Returns By Period

In the year-to-date period, HOMPX achieves a 6.72% return, which is significantly higher than VMFVX's 1.00% return.


HOMPX

1D
1.57%
1M
0.37%
YTD
6.72%
6M
5.88%
1Y
18.85%
3Y*
14.19%
5Y*
10.85%
10Y*

VMFVX

1D
2.29%
1M
-5.52%
YTD
1.00%
6M
2.62%
1Y
12.45%
3Y*
10.94%
5Y*
7.21%
10Y*
10.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HOMPX vs. VMFVX - Expense Ratio Comparison

HOMPX has a 0.00% expense ratio, which is lower than VMFVX's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

HOMPX vs. VMFVX — Risk / Return Rank

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

HOMPX
HOMPX Risk / Return Rank: 3939
Overall Rank
HOMPX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HOMPX Sortino Ratio Rank: 3939
Sortino Ratio Rank
HOMPX Omega Ratio Rank: 3939
Omega Ratio Rank
HOMPX Calmar Ratio Rank: 3939
Calmar Ratio Rank
HOMPX Martin Ratio Rank: 4141
Martin Ratio Rank

VMFVX
VMFVX Risk / Return Rank: 2626
Overall Rank
VMFVX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VMFVX Sortino Ratio Rank: 2525
Sortino Ratio Rank
VMFVX Omega Ratio Rank: 2222
Omega Ratio Rank
VMFVX Calmar Ratio Rank: 3030
Calmar Ratio Rank
VMFVX Martin Ratio Rank: 3030
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.

HOMPX vs. VMFVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HW Opportunities MP Fund (HOMPX) and Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX). 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.


HOMPXVMFVXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.63

+0.32

Sortino ratio

Return per unit of downside risk

1.40

1.03

+0.38

Omega ratio

Gain probability vs. loss probability

1.20

1.14

+0.06

Calmar ratio

Return relative to maximum drawdown

1.31

0.91

+0.40

Martin ratio

Return relative to average drawdown

5.18

3.44

+1.74

HOMPX vs. VMFVX - Sharpe Ratio Comparison

The current HOMPX Sharpe Ratio is 0.95, which is higher than the VMFVX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of HOMPX and VMFVX, 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


HOMPXVMFVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.63

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.37

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.50

+0.24

Correlation

The correlation between HOMPX and VMFVX is 0.86, 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

HOMPX vs. VMFVX - Dividend Comparison

HOMPX's dividend yield for the trailing twelve months is around 3.38%, more than VMFVX's 1.86% yield.


TTM20252024202320222021202020192018201720162015
HOMPX
HW Opportunities MP Fund
3.38%3.61%9.48%6.79%1.89%1.45%0.00%0.00%0.00%0.00%0.00%0.00%
VMFVX
Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares
1.86%1.88%1.81%1.58%2.04%1.81%2.48%1.94%2.01%1.56%1.42%1.73%

Drawdowns

HOMPX vs. VMFVX - Drawdown Comparison

The maximum HOMPX drawdown since its inception was -23.25%, smaller than the maximum VMFVX drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for HOMPX and VMFVX.


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Drawdown Indicators


HOMPXVMFVXDifference

Max Drawdown

Largest peak-to-trough decline

-23.25%

-45.79%

+22.54%

Max Drawdown (1Y)

Largest decline over 1 year

-14.17%

-14.52%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-23.25%

-22.46%

-0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-45.79%

Current Drawdown

Current decline from peak

-0.61%

-7.59%

+6.98%

Average Drawdown

Average peak-to-trough decline

-4.56%

-5.52%

+0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

3.84%

-0.27%

Volatility

HOMPX vs. VMFVX - Volatility Comparison

The current volatility for HW Opportunities MP Fund (HOMPX) is 4.54%, while Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) has a volatility of 5.31%. This indicates that HOMPX experiences smaller price fluctuations and is considered to be less risky than VMFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HOMPXVMFVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

5.31%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

11.35%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

19.96%

20.59%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.19%

19.55%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.17%

21.88%

-2.71%