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HSAFX vs. ABRYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSAFX vs. ABRYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hussman Strategic Allocation Fund (HSAFX) and Invesco Balanced-Risk Allocation Fund (ABRYX). The values are adjusted to include any dividend payments, if applicable.

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HSAFX vs. ABRYX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HSAFX
Hussman Strategic Allocation Fund
1.92%7.78%1.74%0.65%4.42%7.23%11.20%-0.37%
ABRYX
Invesco Balanced-Risk Allocation Fund
11.77%8.50%3.34%6.34%-14.82%9.65%9.50%-0.79%

Returns By Period

In the year-to-date period, HSAFX achieves a 1.92% return, which is significantly lower than ABRYX's 11.77% return.


HSAFX

1D
0.20%
1M
0.50%
YTD
1.92%
6M
1.79%
1Y
4.11%
3Y*
3.88%
5Y*
2.83%
10Y*

ABRYX

1D
0.97%
1M
-0.95%
YTD
11.77%
6M
13.89%
1Y
19.48%
3Y*
9.06%
5Y*
4.26%
10Y*
4.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSAFX vs. ABRYX - Expense Ratio Comparison

HSAFX has a 1.25% expense ratio, which is higher than ABRYX's 1.06% expense ratio.


Return for Risk

HSAFX vs. ABRYX — Risk / Return Rank

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

HSAFX
HSAFX Risk / Return Rank: 3838
Overall Rank
HSAFX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HSAFX Sortino Ratio Rank: 3939
Sortino Ratio Rank
HSAFX Omega Ratio Rank: 2828
Omega Ratio Rank
HSAFX Calmar Ratio Rank: 5252
Calmar Ratio Rank
HSAFX Martin Ratio Rank: 3333
Martin Ratio Rank

ABRYX
ABRYX Risk / Return Rank: 9292
Overall Rank
ABRYX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ABRYX Sortino Ratio Rank: 9191
Sortino Ratio Rank
ABRYX Omega Ratio Rank: 9090
Omega Ratio Rank
ABRYX Calmar Ratio Rank: 9292
Calmar Ratio Rank
ABRYX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HSAFX vs. ABRYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hussman Strategic Allocation Fund (HSAFX) and Invesco Balanced-Risk Allocation Fund (ABRYX). 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.


HSAFXABRYXDifference

Sharpe ratio

Return per unit of total volatility

0.82

2.05

-1.24

Sortino ratio

Return per unit of downside risk

1.24

2.65

-1.41

Omega ratio

Gain probability vs. loss probability

1.15

1.40

-0.26

Calmar ratio

Return relative to maximum drawdown

1.26

2.70

-1.44

Martin ratio

Return relative to average drawdown

3.52

10.71

-7.20

HSAFX vs. ABRYX - Sharpe Ratio Comparison

The current HSAFX Sharpe Ratio is 0.82, which is lower than the ABRYX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of HSAFX and ABRYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HSAFXABRYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

2.05

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.35

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.61

+0.41

Correlation

The correlation between HSAFX and ABRYX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HSAFX vs. ABRYX - Dividend Comparison

HSAFX's dividend yield for the trailing twelve months is around 1.41%, less than ABRYX's 3.17% yield.


TTM20252024202320222021202020192018201720162015
HSAFX
Hussman Strategic Allocation Fund
1.41%1.90%2.15%1.60%19.12%3.37%5.55%0.03%0.00%0.00%0.00%0.00%
ABRYX
Invesco Balanced-Risk Allocation Fund
3.17%3.55%13.21%2.43%0.00%25.72%1.40%6.66%0.00%6.34%4.36%7.17%

Drawdowns

HSAFX vs. ABRYX - Drawdown Comparison

The maximum HSAFX drawdown since its inception was -5.54%, smaller than the maximum ABRYX drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for HSAFX and ABRYX.


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Drawdown Indicators


HSAFXABRYXDifference

Max Drawdown

Largest peak-to-trough decline

-5.54%

-26.63%

+21.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.74%

-6.93%

+3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-5.54%

-19.17%

+13.63%

Max Drawdown (10Y)

Largest decline over 10 years

-26.63%

Current Drawdown

Current decline from peak

0.00%

-2.39%

+2.39%

Average Drawdown

Average peak-to-trough decline

-1.53%

-4.68%

+3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

1.75%

-0.41%

Volatility

HSAFX vs. ABRYX - Volatility Comparison

The current volatility for Hussman Strategic Allocation Fund (HSAFX) is 1.22%, while Invesco Balanced-Risk Allocation Fund (ABRYX) has a volatility of 4.01%. This indicates that HSAFX experiences smaller price fluctuations and is considered to be less risky than ABRYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSAFXABRYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

4.01%

-2.79%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

7.55%

-3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

5.68%

9.37%

-3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.82%

12.13%

-7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.11%

10.88%

-5.77%