HRSMX vs. ^GSPC
Compare and contrast key facts about Hood River Small-Cap Growth Fund (HRSMX) and S&P 500 (^GSPC).
HRSMX is managed by Hood River Capital Management. It was launched on Jan 2, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HRSMX or ^GSPC.
Performance
HRSMX vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, HRSMX achieves a 46.58% return, which is significantly higher than ^GSPC's 25.15% return. Over the past 10 years, HRSMX has underperformed ^GSPC with an annualized return of 10.50%, while ^GSPC has yielded a comparatively higher 11.21% annualized return.
HRSMX
46.58%
9.68%
26.07%
63.47%
15.82%
10.50%
^GSPC
25.15%
2.97%
12.53%
31.00%
13.95%
11.21%
Key characteristics
| HRSMX | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 2.83 | 2.53 |
| Sortino Ratio | 3.61 | 3.39 |
| Omega Ratio | 1.45 | 1.47 |
| Calmar Ratio | 1.59 | 3.65 |
| Martin Ratio | 18.81 | 16.21 |
| Ulcer Index | 3.37% | 1.91% |
| Daily Std Dev | 22.39% | 12.23% |
| Max Drawdown | -65.94% | -56.78% |
| Current Drawdown | -1.08% | -0.53% |
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Correlation
The correlation between HRSMX and ^GSPC is 0.83, 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. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hood River Small-Cap Growth Fund (HRSMX) and S&P 500 (^GSPC). 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.
Drawdowns
HRSMX vs. ^GSPC - Drawdown Comparison
The maximum HRSMX drawdown since its inception was -65.94%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HRSMX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
HRSMX vs. ^GSPC - Volatility Comparison
Hood River Small-Cap Growth Fund (HRSMX) has a higher volatility of 7.54% compared to S&P 500 (^GSPC) at 3.97%. This indicates that HRSMX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.