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HOSGX vs. DFFGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HOSGX vs. DFFGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Homestead Funds Short-Term Government Securities Fund (HOSGX) and DFA Short-Term Government Portfolio (DFFGX). The values are adjusted to include any dividend payments, if applicable.

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HOSGX vs. DFFGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HOSGX
Homestead Funds Short-Term Government Securities Fund
-0.08%5.35%2.80%4.44%-5.42%-1.19%4.11%3.35%1.25%0.87%
DFFGX
DFA Short-Term Government Portfolio
0.87%3.12%5.29%5.01%-4.41%-1.27%0.39%2.52%1.17%0.51%

Returns By Period

In the year-to-date period, HOSGX achieves a -0.08% return, which is significantly lower than DFFGX's 0.87% return. Over the past 10 years, HOSGX has outperformed DFFGX with an annualized return of 1.45%, while DFFGX has yielded a comparatively lower 1.18% annualized return.


HOSGX

1D
0.00%
1M
-0.79%
YTD
-0.08%
6M
0.70%
1Y
3.15%
3Y*
3.49%
5Y*
1.20%
10Y*
1.45%

DFFGX

1D
0.00%
1M
0.26%
YTD
0.87%
6M
1.92%
1Y
2.99%
3Y*
4.36%
5Y*
1.81%
10Y*
1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HOSGX vs. DFFGX - Expense Ratio Comparison

HOSGX has a 0.75% expense ratio, which is higher than DFFGX's 0.18% expense ratio.


Return for Risk

HOSGX vs. DFFGX — Risk / Return Rank

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

HOSGX
HOSGX Risk / Return Rank: 7777
Overall Rank
HOSGX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HOSGX Sortino Ratio Rank: 7474
Sortino Ratio Rank
HOSGX Omega Ratio Rank: 7272
Omega Ratio Rank
HOSGX Calmar Ratio Rank: 9090
Calmar Ratio Rank
HOSGX Martin Ratio Rank: 7979
Martin Ratio Rank

DFFGX
DFFGX Risk / Return Rank: 9393
Overall Rank
DFFGX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DFFGX Sortino Ratio Rank: 9393
Sortino Ratio Rank
DFFGX Omega Ratio Rank: 100100
Omega Ratio Rank
DFFGX Calmar Ratio Rank: 9393
Calmar Ratio Rank
DFFGX Martin Ratio Rank: 8383
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.

HOSGX vs. DFFGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Homestead Funds Short-Term Government Securities Fund (HOSGX) and DFA Short-Term Government Portfolio (DFFGX). 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.


HOSGXDFFGXDifference

Sharpe ratio

Return per unit of total volatility

1.30

2.60

-1.30

Sortino ratio

Return per unit of downside risk

1.98

2.99

-1.01

Omega ratio

Gain probability vs. loss probability

1.29

3.97

-2.68

Calmar ratio

Return relative to maximum drawdown

2.64

3.09

-0.45

Martin ratio

Return relative to average drawdown

8.47

9.14

-0.67

HOSGX vs. DFFGX - Sharpe Ratio Comparison

The current HOSGX Sharpe Ratio is 1.30, which is lower than the DFFGX Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of HOSGX and DFFGX, 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


HOSGXDFFGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

2.60

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.98

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.76

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.49

+0.72

Correlation

The correlation between HOSGX and DFFGX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HOSGX vs. DFFGX - Dividend Comparison

HOSGX's dividend yield for the trailing twelve months is around 2.91%, more than DFFGX's 2.86% yield.


TTM20252024202320222021202020192018201720162015
HOSGX
Homestead Funds Short-Term Government Securities Fund
2.91%3.20%2.96%2.28%1.20%0.33%2.52%1.94%1.44%1.06%0.84%0.85%
DFFGX
DFA Short-Term Government Portfolio
2.86%2.98%4.87%3.57%1.85%0.15%0.29%1.83%1.53%1.18%0.99%1.27%

Drawdowns

HOSGX vs. DFFGX - Drawdown Comparison

The maximum HOSGX drawdown since its inception was -7.99%, smaller than the maximum DFFGX drawdown of -10.09%. Use the drawdown chart below to compare losses from any high point for HOSGX and DFFGX.


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Drawdown Indicators


HOSGXDFFGXDifference

Max Drawdown

Largest peak-to-trough decline

-7.99%

-10.09%

+2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-1.38%

-1.00%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-7.72%

-6.49%

-1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-7.99%

-6.49%

-1.50%

Current Drawdown

Current decline from peak

-0.98%

0.00%

-0.98%

Average Drawdown

Average peak-to-trough decline

-0.64%

-0.86%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.34%

+0.09%

Volatility

HOSGX vs. DFFGX - Volatility Comparison

Homestead Funds Short-Term Government Securities Fund (HOSGX) has a higher volatility of 0.68% compared to DFA Short-Term Government Portfolio (DFFGX) at 0.15%. This indicates that HOSGX's price experiences larger fluctuations and is considered to be riskier than DFFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HOSGXDFFGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

0.15%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

1.58%

0.40%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

2.48%

1.42%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.26%

1.85%

+1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.60%

1.57%

+1.03%