HOMPX vs. VMVAX

Last updated Jun 3, 2026

HOMPX (HW Opportunities MP Fund) and VMVAX (Vanguard Mid-Cap Value Index Fund Admiral Shares) are both Mid Cap Value Equities funds. Over the past 5 years, HOMPX returned 11.26%/yr vs 8.52%/yr for VMVAX. Their correlation of 0.83 suggests significant overlap in exposure. HOMPX charges 0.00%/yr vs 0.07%/yr for VMVAX.

Performance

HOMPX vs. VMVAX - Performance Comparison

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

Returns By Period

In the year-to-date period, HOMPX achieves a 18.91% return, which is significantly higher than VMVAX's 10.95% return.

HOMPX

• 1D: 2.38%
• 1M: 8.54%
• YTD: 18.91%
• 6M: 21.58%
• 1Y: 30.84%
• 3Y*: 17.58%
• 5Y*: 11.26%
• 10Y*: —

VMVAX

• 1D: 0.86%
• 1M: 1.53%
• YTD: 10.95%
• 6M: 11.78%
• 1Y: 22.89%
• 3Y*: 16.59%
• 5Y*: 8.52%
• 10Y*: 10.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HOMPX vs. VMVAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
HOMPX HW Opportunities MP Fund	18.91%	11.44%	3.87%	29.55%	-5.23%	29.85%
VMVAX Vanguard Mid-Cap Value Index Fund Admiral Shares	10.95%	12.06%	13.63%	10.12%	-7.89%	27.89%

Correlation

The correlation between HOMPX and VMVAX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021	0.83

The correlation between HOMPX and VMVAX shifts across timeframes, from 0.67 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

Return for Risk

HOMPX vs. VMVAX — Risk / Return Rank

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

HOMPX

HOMPX Risk / Return Rank: 53
HOMPX Sharpe Ratio Rank: 51
HOMPX Sortino Ratio Rank: 47
HOMPX Omega Ratio Rank: 45
HOMPX Calmar Ratio Rank: 65
HOMPX Martin Ratio Rank: 56

VMVAX

VMVAX Risk / Return Rank: 58
VMVAX Sharpe Ratio Rank: 51
VMVAX Sortino Ratio Rank: 52
VMVAX Omega Ratio Rank: 46
VMVAX Calmar Ratio Rank: 76
VMVAX Martin Ratio Rank: 67

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. VMVAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HW Opportunities MP Fund (HOMPX) and Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX). 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.

	HOMPX	VMVAX	Difference
Sharpe ratio Return per unit of total volatility	2.09	2.10	0.00
Sortino ratio Return per unit of downside risk	2.88	3.03	-0.15
Omega ratio Gain probability vs. loss probability	1.36	1.37	0.00
Calmar ratio Return relative to maximum drawdown	3.11	3.44	-0.33
Martin ratio Return relative to average drawdown	11.25	13.13	-1.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HOMPX vs. VMVAX - Sharpe Ratio Comparison

The current HOMPX Sharpe Ratio is 2.09, which is comparable to the VMVAX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of HOMPX and VMVAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HOMPX	VMVAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.09	2.10	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.53	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	0.70	+0.14

Drawdowns

HOMPX vs. VMVAX - Drawdown Comparison

The maximum HOMPX drawdown since its inception was -23.25%, smaller than the maximum VMVAX drawdown of -43.07%. Use the drawdown chart below to compare losses from any high point for HOMPX and VMVAX.

Drawdown Indicators

	HOMPX	VMVAX	Difference
Max Drawdown Largest peak-to-trough decline	-23.25%	-43.07%	+19.82%
Max Drawdown (1Y) Largest decline over 1 year	-9.67%	-6.95%	-2.72%
Max Drawdown (3Y) Largest decline over 3 years	-18.78%	-18.40%	-0.38%
Max Drawdown (5Y) Largest decline over 5 years	-23.25%	-19.75%	-3.50%
Max Drawdown (10Y) Largest decline over 10 years	—	-43.07%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.43%	-4.37%	-0.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	1.82%	+0.86%

Volatility

HOMPX vs. VMVAX - Volatility Comparison

HW Opportunities MP Fund (HOMPX) has a higher volatility of 4.33% compared to Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) at 2.65%. This indicates that HOMPX's price experiences larger fluctuations and is considered to be riskier than VMVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HOMPX	VMVAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.33%	2.65%	+1.68%
Volatility (6M) Calculated over the trailing 6-month period	11.16%	8.17%	+2.99%
Volatility (1Y) Calculated over the trailing 1-year period	14.74%	11.41%	+3.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.18%	16.02%	+3.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.05%	18.79%	+0.26%

HOMPX vs. VMVAX - Expense Ratio Comparison

HOMPX has a 0.00% expense ratio, which is lower than VMVAX's 0.07% 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%.

Dividends

HOMPX vs. VMVAX - Dividend Comparison

HOMPX's dividend yield for the trailing twelve months is around 3.04%, more than VMVAX's 1.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HOMPX HW Opportunities MP Fund	3.04%	3.61%	9.48%	6.79%	1.89%	1.45%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VMVAX Vanguard Mid-Cap Value Index Fund Admiral Shares	1.87%	2.10%	2.11%	2.26%	2.27%	1.78%	2.36%	2.08%	2.75%	1.86%	1.91%	2.04%

Frequently Asked Questions

Can I hold both HOMPX and VMVAX in my portfolio?

HOMPX and VMVAX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HOMPX or VMVAX?

HOMPX has higher volatility (4.33%) compared to VMVAX (2.65%). In terms of maximum drawdown, HOMPX dropped -23.25% vs VMVAX's -43.07%.

Which has better risk-adjusted returns?

VMVAX currently has the higher Sharpe Ratio (2.10 vs 2.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.