PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HRSMX vs. VB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HRSMXVB
YTD Return43.43%18.94%
1Y Return69.19%38.70%
3Y Return (Ann)-1.08%3.25%
5Y Return (Ann)15.74%11.10%
10Y Return (Ann)10.41%9.73%
Sharpe Ratio3.072.14
Sortino Ratio3.903.01
Omega Ratio1.491.37
Calmar Ratio1.581.74
Martin Ratio20.8412.26
Ulcer Index3.32%3.09%
Daily Std Dev22.53%17.66%
Max Drawdown-65.94%-59.58%
Current Drawdown-3.21%0.00%

Correlation

-0.50.00.51.00.9

The correlation between HRSMX and VB is 0.92, 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. VB - Performance Comparison

In the year-to-date period, HRSMX achieves a 43.43% return, which is significantly higher than VB's 18.94% return. Over the past 10 years, HRSMX has outperformed VB with an annualized return of 10.41%, while VB has yielded a comparatively lower 9.73% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
25.13%
13.67%
HRSMX
VB

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HRSMX vs. VB - Expense Ratio Comparison

HRSMX has a 1.09% expense ratio, which is higher than VB's 0.05% expense ratio.


HRSMX
Hood River Small-Cap Growth Fund
Expense ratio chart for HRSMX: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%
Expense ratio chart for VB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

HRSMX vs. VB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hood River Small-Cap Growth Fund (HRSMX) and Vanguard Small-Cap ETF (VB). 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.


HRSMX
Sharpe ratio
The chart of Sharpe ratio for HRSMX, currently valued at 3.07, compared to the broader market0.002.004.003.07
Sortino ratio
The chart of Sortino ratio for HRSMX, currently valued at 3.90, compared to the broader market0.005.0010.003.90
Omega ratio
The chart of Omega ratio for HRSMX, currently valued at 1.49, compared to the broader market1.002.003.004.001.49
Calmar ratio
The chart of Calmar ratio for HRSMX, currently valued at 1.58, compared to the broader market0.005.0010.0015.0020.0025.001.58
Martin ratio
The chart of Martin ratio for HRSMX, currently valued at 20.84, compared to the broader market0.0020.0040.0060.0080.00100.0020.84
VB
Sharpe ratio
The chart of Sharpe ratio for VB, currently valued at 2.14, compared to the broader market0.002.004.002.14
Sortino ratio
The chart of Sortino ratio for VB, currently valued at 3.01, compared to the broader market0.005.0010.003.01
Omega ratio
The chart of Omega ratio for VB, currently valued at 1.37, compared to the broader market1.002.003.004.001.37
Calmar ratio
The chart of Calmar ratio for VB, currently valued at 1.74, compared to the broader market0.005.0010.0015.0020.0025.001.74
Martin ratio
The chart of Martin ratio for VB, currently valued at 12.26, compared to the broader market0.0020.0040.0060.0080.00100.0012.26

HRSMX vs. VB - Sharpe Ratio Comparison

The current HRSMX Sharpe Ratio is 3.07, which is higher than the VB Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of HRSMX and VB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
3.07
2.14
HRSMX
VB

Dividends

HRSMX vs. VB - Dividend Comparison

HRSMX has not paid dividends to shareholders, while VB's dividend yield for the trailing twelve months is around 1.32%.


TTM20232022202120202019201820172016201520142013
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%
VB
Vanguard Small-Cap ETF
1.32%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%

Drawdowns

HRSMX vs. VB - Drawdown Comparison

The maximum HRSMX drawdown since its inception was -65.94%, which is greater than VB's maximum drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for HRSMX and VB. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.21%
0
HRSMX
VB

Volatility

HRSMX vs. VB - Volatility Comparison

Hood River Small-Cap Growth Fund (HRSMX) has a higher volatility of 6.64% compared to Vanguard Small-Cap ETF (VB) at 5.38%. This indicates that HRSMX's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.64%
5.38%
HRSMX
VB