HRSMX vs. IMCG
Compare and contrast key facts about Hood River Small-Cap Growth Fund (HRSMX) and iShares Morningstar Mid-Cap Growth ETF (IMCG).
HRSMX is managed by Hood River Capital Management. It was launched on Jan 2, 2003. IMCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Mid Cap Broad Growth Index. It was launched on Jun 28, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HRSMX or IMCG.
Key characteristics
| HRSMX | IMCG | |
|---|---|---|
| YTD Return | 45.12% | 21.53% |
| 1Y Return | 74.03% | 40.32% |
| 3Y Return (Ann) | -0.38% | 1.74% |
| 5Y Return (Ann) | 16.00% | 14.26% |
| 10Y Return (Ann) | 10.56% | 12.34% |
| Sharpe Ratio | 3.16 | 2.71 |
| Sortino Ratio | 3.99 | 3.72 |
| Omega Ratio | 1.50 | 1.46 |
| Calmar Ratio | 1.63 | 1.54 |
| Martin Ratio | 21.47 | 14.42 |
| Ulcer Index | 3.31% | 2.72% |
| Daily Std Dev | 22.55% | 14.48% |
| Max Drawdown | -65.94% | -58.96% |
| Current Drawdown | -2.07% | 0.00% |
Correlation
The correlation between HRSMX and IMCG is 0.89, 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.
Performance
HRSMX vs. IMCG - Performance Comparison
In the year-to-date period, HRSMX achieves a 45.12% return, which is significantly higher than IMCG's 21.53% return. Over the past 10 years, HRSMX has underperformed IMCG with an annualized return of 10.56%, while IMCG has yielded a comparatively higher 12.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HRSMX vs. IMCG - Expense Ratio Comparison
HRSMX has a 1.09% expense ratio, which is higher than IMCG's 0.06% expense ratio.
Risk-Adjusted Performance
HRSMX vs. IMCG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hood River Small-Cap Growth Fund (HRSMX) and iShares Morningstar Mid-Cap Growth ETF (IMCG). 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.
Dividends
HRSMX vs. IMCG - Dividend Comparison
HRSMX has not paid dividends to shareholders, while IMCG's dividend yield for the trailing twelve months is around 0.77%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRSMX Hood River Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.77% | 0.85% | 0.91% | 0.41% | 0.09% | 0.30% | 0.35% | 0.45% | 0.52% | 0.38% | 0.60% | 0.36% |
Drawdowns
HRSMX vs. IMCG - Drawdown Comparison
The maximum HRSMX drawdown since its inception was -65.94%, which is greater than IMCG's maximum drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for HRSMX and IMCG. For additional features, visit the drawdowns tool.
Volatility
HRSMX vs. IMCG - Volatility Comparison
Hood River Small-Cap Growth Fund (HRSMX) has a higher volatility of 6.65% compared to iShares Morningstar Mid-Cap Growth ETF (IMCG) at 4.45%. This indicates that HRSMX's price experiences larger fluctuations and is considered to be riskier than IMCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.