PortfoliosLab logo
HRSMX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HRSMX and VOO is 0.82, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hood River Small-Cap Growth Fund (HRSMX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

HRSMX:

0.25

VOO:

0.68

Sortino Ratio

HRSMX:

0.56

VOO:

1.06

Omega Ratio

HRSMX:

1.07

VOO:

1.15

Calmar Ratio

HRSMX:

0.23

VOO:

0.70

Martin Ratio

HRSMX:

0.62

VOO:

2.65

Ulcer Index

HRSMX:

12.16%

VOO:

4.92%

Daily Std Dev

HRSMX:

29.06%

VOO:

19.58%

Max Drawdown

HRSMX:

-58.32%

VOO:

-33.99%

Current Drawdown

HRSMX:

-16.53%

VOO:

-3.27%

Returns By Period

In the year-to-date period, HRSMX achieves a -8.00% return, which is significantly lower than VOO's 1.19% return. Both investments have delivered pretty close results over the past 10 years, with HRSMX having a 12.25% annualized return and VOO not far ahead at 12.85%.


HRSMX

YTD

-8.00%

1M

11.09%

6M

-16.45%

1Y

7.20%

3Y*

11.88%

5Y*

16.85%

10Y*

12.25%

VOO

YTD

1.19%

1M

7.36%

6M

-0.97%

1Y

13.13%

3Y*

14.21%

5Y*

16.06%

10Y*

12.85%

*Annualized

Compare stocks, funds, or ETFs

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


Hood River Small-Cap Growth Fund

Vanguard S&P 500 ETF

HRSMX vs. VOO - Expense Ratio Comparison

HRSMX has a 1.09% expense ratio, which is higher than VOO's 0.03% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HRSMX vs. VOO — Risk-Adjusted Performance Rank

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

HRSMX
The Risk-Adjusted Performance Rank of HRSMX is 2929
Overall Rank
The Sharpe Ratio Rank of HRSMX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of HRSMX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of HRSMX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of HRSMX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of HRSMX is 2626
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HRSMX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hood River Small-Cap Growth Fund (HRSMX) and Vanguard S&P 500 ETF (VOO). 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 HRSMX Sharpe Ratio is 0.25, which is lower than the VOO Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of HRSMX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HRSMX vs. VOO - Dividend Comparison

HRSMX's dividend yield for the trailing twelve months is around 4.08%, more than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
HRSMX
Hood River Small-Cap Growth Fund
4.08%3.75%0.00%0.00%19.96%6.28%0.00%4.59%6.74%0.00%5.73%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

HRSMX vs. VOO - Drawdown Comparison

The maximum HRSMX drawdown since its inception was -58.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HRSMX and VOO.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HRSMX vs. VOO - Volatility Comparison

Hood River Small-Cap Growth Fund (HRSMX) has a higher volatility of 6.16% compared to Vanguard S&P 500 ETF (VOO) at 4.76%. This indicates that HRSMX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...