HOVLX vs. IWD

In the year-to-date period, HOVLX achieves a -0.20% return, which is significantly lower than IWD's 0.38% return. Over the past 10 years, HOVLX has underperformed IWD with an annualized return of 1.20%, while IWD has yielded a comparatively higher 8.19% annualized return.

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HOVLX has a 0.63% expense ratio, which is higher than IWD's 0.19% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Homestead Funds Value Fund (HOVLX) and iShares Russell 1000 Value ETF (IWD). 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.

The current HOVLX Sharpe Ratio is -0.26, which is lower than the IWD Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of HOVLX and IWD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HOVLX's dividend yield for the trailing twelve months is around 1.29%, less than IWD's 1.89% yield.

The maximum HOVLX drawdown since its inception was -57.48%, roughly equal to the maximum IWD drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for HOVLX and IWD. For additional features, visit the drawdowns tool.

Homestead Funds Value Fund (HOVLX) and iShares Russell 1000 Value ETF (IWD) have volatilities of 5.80% and 5.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.