HOVLX vs. SCHM
Compare and contrast key facts about Homestead Funds Value Fund (HOVLX) and Schwab US Mid-Cap ETF (SCHM).
HOVLX is managed by Homestead. It was launched on Nov 19, 1990. SCHM is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones US Total Stock Market Mid-Cap. It was launched on Jan 13, 2011.
Performance
HOVLX vs. SCHM - Performance Comparison
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HOVLX vs. SCHM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HOVLX Homestead Funds Value Fund | 1.29% | 14.60% | 14.29% | 12.03% | -5.67% | 25.09% | 7.74% | 27.72% | -6.52% | 22.22% |
SCHM Schwab US Mid-Cap ETF | 4.18% | 10.17% | 11.98% | 16.69% | -17.07% | 19.36% | 15.26% | 27.48% | -8.77% | 19.60% |
Returns By Period
In the year-to-date period, HOVLX achieves a 1.29% return, which is significantly lower than SCHM's 4.18% return. Over the past 10 years, HOVLX has outperformed SCHM with an annualized return of 11.84%, while SCHM has yielded a comparatively lower 10.30% annualized return.
HOVLX
- 1D
- 2.55%
- 1M
- -5.90%
- YTD
- 1.29%
- 6M
- 3.86%
- 1Y
- 14.62%
- 3Y*
- 14.58%
- 5Y*
- 9.54%
- 10Y*
- 11.84%
SCHM
- 1D
- 0.94%
- 1M
- -5.24%
- YTD
- 4.18%
- 6M
- 5.69%
- 1Y
- 20.54%
- 3Y*
- 13.06%
- 5Y*
- 6.01%
- 10Y*
- 10.30%
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HOVLX vs. SCHM - Expense Ratio Comparison
HOVLX has a 0.63% expense ratio, which is higher than SCHM's 0.04% expense ratio.
Return for Risk
HOVLX vs. SCHM — Risk / Return Rank
HOVLX
SCHM
HOVLX vs. SCHM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Homestead Funds Value Fund (HOVLX) and Schwab US Mid-Cap ETF (SCHM). 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.
| HOVLX | SCHM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.98 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.49 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.49 | -0.19 |
Martin ratioReturn relative to average drawdown | 5.58 | 6.50 | -0.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HOVLX | SCHM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.98 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.31 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.51 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.55 | +0.05 |
Correlation
The correlation between HOVLX and SCHM is 0.90, 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
HOVLX vs. SCHM - Dividend Comparison
HOVLX's dividend yield for the trailing twelve months is around 10.48%, more than SCHM's 1.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HOVLX Homestead Funds Value Fund | 10.48% | 10.62% | 9.71% | 5.75% | 10.54% | 8.65% | 16.55% | 15.30% | 11.01% | 5.34% | 10.00% | 7.22% |
SCHM Schwab US Mid-Cap ETF | 1.40% | 1.46% | 1.43% | 1.50% | 1.67% | 1.13% | 1.31% | 1.48% | 1.56% | 1.27% | 1.51% | 1.54% |
Drawdowns
HOVLX vs. SCHM - Drawdown Comparison
The maximum HOVLX drawdown since its inception was -57.90%, which is greater than SCHM's maximum drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for HOVLX and SCHM.
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Drawdown Indicators
| HOVLX | SCHM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.90% | -42.43% | -15.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -14.16% | +2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -19.32% | -26.46% | +7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -38.08% | -42.43% | +4.35% |
Current DrawdownCurrent decline from peak | -5.90% | -5.44% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -5.71% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 3.24% | -0.41% |
Volatility
HOVLX vs. SCHM - Volatility Comparison
The current volatility for Homestead Funds Value Fund (HOVLX) is 4.79%, while Schwab US Mid-Cap ETF (SCHM) has a volatility of 6.80%. This indicates that HOVLX experiences smaller price fluctuations and is considered to be less risky than SCHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HOVLX | SCHM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 6.80% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.65% | 12.07% | -3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 21.15% | -4.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.11% | 19.51% | -4.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.90% | 20.41% | -2.51% |