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HRSMX vs. VSCIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

HRSMX vs. VSCIX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
26.07%
16.57%
HRSMX
VSCIX

Returns By Period

In the year-to-date period, HRSMX achieves a 46.58% return, which is significantly higher than VSCIX's 22.01% return. Over the past 10 years, HRSMX has outperformed VSCIX with an annualized return of 10.50%, while VSCIX has yielded a comparatively lower 9.87% annualized return.


HRSMX

YTD

46.58%

1M

9.68%

6M

26.07%

1Y

63.47%

5Y (annualized)

15.82%

10Y (annualized)

10.50%

VSCIX

YTD

22.01%

1M

8.85%

6M

16.57%

1Y

36.03%

5Y (annualized)

11.63%

10Y (annualized)

9.87%

Key characteristics


HRSMXVSCIX
Sharpe Ratio2.832.10
Sortino Ratio3.612.90
Omega Ratio1.451.36
Calmar Ratio1.592.11
Martin Ratio18.8111.57
Ulcer Index3.37%3.11%
Daily Std Dev22.39%17.17%
Max Drawdown-65.94%-59.66%
Current Drawdown-1.08%0.00%

Compare stocks, funds, or ETFs

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HRSMX vs. VSCIX - Expense Ratio Comparison

HRSMX has a 1.09% expense ratio, which is higher than VSCIX's 0.04% 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 VSCIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.9

The correlation between HRSMX and VSCIX is 0.93, 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.

Risk-Adjusted Performance

HRSMX vs. VSCIX - 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 Index Fund Institutional Shares (VSCIX). 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.


Sharpe ratio
The chart of Sharpe ratio for HRSMX, currently valued at 2.83, compared to the broader market-1.000.001.002.003.004.005.002.832.10
The chart of Sortino ratio for HRSMX, currently valued at 3.61, compared to the broader market0.005.0010.003.612.90
The chart of Omega ratio for HRSMX, currently valued at 1.45, compared to the broader market1.002.003.004.001.451.36
The chart of Calmar ratio for HRSMX, currently valued at 1.59, compared to the broader market0.005.0010.0015.0020.001.592.11
The chart of Martin ratio for HRSMX, currently valued at 18.81, compared to the broader market0.0020.0040.0060.0080.00100.0018.8111.57
HRSMX
VSCIX

The current HRSMX Sharpe Ratio is 2.83, which is higher than the VSCIX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of HRSMX and VSCIX, 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.83
2.10
HRSMX
VSCIX

Dividends

HRSMX vs. VSCIX - Dividend Comparison

HRSMX has not paid dividends to shareholders, while VSCIX's dividend yield for the trailing twelve months is around 1.29%.


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%
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
1.29%1.56%1.55%1.25%1.15%1.40%1.68%1.36%1.50%1.49%1.44%1.31%

Drawdowns

HRSMX vs. VSCIX - Drawdown Comparison

The maximum HRSMX drawdown since its inception was -65.94%, which is greater than VSCIX's maximum drawdown of -59.66%. Use the drawdown chart below to compare losses from any high point for HRSMX and VSCIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.08%
0
HRSMX
VSCIX

Volatility

HRSMX vs. VSCIX - Volatility Comparison

Hood River Small-Cap Growth Fund (HRSMX) has a higher volatility of 7.54% compared to Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) at 5.75%. This indicates that HRSMX's price experiences larger fluctuations and is considered to be riskier than VSCIX 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
7.54%
5.75%
HRSMX
VSCIX