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HRSMX vs. FGROX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HRSMX vs. FGROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hood River Small-Cap Growth Fund (HRSMX) and Emerald Growth Fund Institutional Class (FGROX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HRSMX achieves a 8.09% return, which is significantly higher than FGROX's 0.73% return. Over the past 10 years, HRSMX has outperformed FGROX with an annualized return of 17.95%, while FGROX has yielded a comparatively lower 13.43% annualized return.


HRSMX

1D
1.39%
1M
-1.88%
YTD
8.09%
6M
11.18%
1Y
77.73%
3Y*
27.64%
5Y*
11.47%
10Y*
17.95%

FGROX

1D
0.63%
1M
-3.96%
YTD
0.73%
6M
5.28%
1Y
68.85%
3Y*
22.14%
5Y*
7.08%
10Y*
13.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HRSMX vs. FGROX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HRSMX
Hood River Small-Cap Growth Fund
8.09%23.85%35.48%21.52%-27.99%23.19%60.80%24.13%-6.91%20.60%
FGROX
Emerald Growth Fund Institutional Class
0.73%31.85%20.04%19.04%-24.42%3.91%38.92%28.71%-11.85%28.11%

Correlation

The correlation between HRSMX and FGROX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


HRSMX vs. FGROX - Expense Ratio Comparison

HRSMX has a 1.09% expense ratio, which is higher than FGROX's 0.78% expense ratio.


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Return for Risk

HRSMX vs. FGROX — Risk / Return Rank

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

HRSMX
HRSMX Risk / Return Rank: 8787
Overall Rank
HRSMX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
HRSMX Sortino Ratio Rank: 8383
Sortino Ratio Rank
HRSMX Omega Ratio Rank: 7575
Omega Ratio Rank
HRSMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
HRSMX Martin Ratio Rank: 9696
Martin Ratio Rank

FGROX
FGROX Risk / Return Rank: 8484
Overall Rank
FGROX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FGROX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FGROX Omega Ratio Rank: 7272
Omega Ratio Rank
FGROX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FGROX Martin Ratio Rank: 9494
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.

HRSMX vs. FGROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hood River Small-Cap Growth Fund (HRSMX) and Emerald Growth Fund Institutional Class (FGROX). 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.


HRSMXFGROXDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.66

+0.15

Sortino ratio

Return per unit of downside risk

2.40

2.25

+0.15

Omega ratio

Gain probability vs. loss probability

1.32

1.30

+0.02

Calmar ratio

Return relative to maximum drawdown

3.91

3.35

+0.55

Martin ratio

Return relative to average drawdown

15.45

12.87

+2.58

HRSMX vs. FGROX - Sharpe Ratio Comparison

The current HRSMX Sharpe Ratio is 1.82, which is comparable to the FGROX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of HRSMX and FGROX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HRSMXFGROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.66

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.28

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.54

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.46

+0.07

Drawdowns

HRSMX vs. FGROX - Drawdown Comparison

The maximum HRSMX drawdown since its inception was -64.92%, which is greater than FGROX's maximum drawdown of -41.48%. Use the drawdown chart below to compare losses from any high point for HRSMX and FGROX.


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Drawdown Indicators


HRSMXFGROXDifference

Max Drawdown

Largest peak-to-trough decline

-64.92%

-41.48%

-23.44%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-14.36%

+2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-38.49%

-38.52%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-40.74%

-41.48%

+0.74%

Current Drawdown

Current decline from peak

-4.83%

-8.37%

+3.54%

Average Drawdown

Average peak-to-trough decline

-13.16%

-10.33%

-2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

4.01%

-0.25%

Volatility

HRSMX vs. FGROX - Volatility Comparison

Hood River Small-Cap Growth Fund (HRSMX) has a higher volatility of 12.06% compared to Emerald Growth Fund Institutional Class (FGROX) at 11.07%. This indicates that HRSMX's price experiences larger fluctuations and is considered to be riskier than FGROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRSMXFGROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.06%

11.07%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

21.79%

20.15%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

30.19%

29.18%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.17%

25.35%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.82%

25.03%

+0.79%

Dividends

HRSMX vs. FGROX - Dividend Comparison

HRSMX's dividend yield for the trailing twelve months is around 3.91%, less than FGROX's 11.31% yield.


TTM20252024202320222021202020192018201720162015
HRSMX
Hood River Small-Cap Growth Fund
3.91%4.23%3.75%0.00%0.00%19.96%6.28%0.00%4.59%6.74%0.00%5.73%
FGROX
Emerald Growth Fund Institutional Class
11.31%11.39%13.92%5.91%8.13%17.87%8.04%1.38%11.36%0.00%0.00%0.00%