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HSAFX vs. HSGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSAFX vs. HSGFX - Performance Comparison

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

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HSAFX vs. HSGFX - 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%
HSGFX
Hussman Strategic Growth Fund
5.80%6.24%-6.99%-11.60%17.33%-0.23%14.52%-6.68%

Returns By Period

In the year-to-date period, HSAFX achieves a 1.92% return, which is significantly lower than HSGFX's 5.80% return.


HSAFX

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

HSGFX

1D
-0.17%
1M
5.24%
YTD
5.80%
6M
2.66%
1Y
0.49%
3Y*
-1.32%
5Y*
-0.64%
10Y*
-1.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSAFX vs. HSGFX - Expense Ratio Comparison

HSAFX has a 1.25% expense ratio, which is higher than HSGFX's 1.15% expense ratio.


Return for Risk

HSAFX vs. HSGFX — 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

HSGFX
HSGFX Risk / Return Rank: 77
Overall Rank
HSGFX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
HSGFX Sortino Ratio Rank: 77
Sortino Ratio Rank
HSGFX Omega Ratio Rank: 66
Omega Ratio Rank
HSGFX Calmar Ratio Rank: 99
Calmar Ratio Rank
HSGFX Martin Ratio Rank: 77
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. HSGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hussman Strategic Allocation Fund (HSAFX) and Hussman Strategic Growth Fund (HSGFX). 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.


HSAFXHSGFXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.09

+0.72

Sortino ratio

Return per unit of downside risk

1.24

0.25

+0.99

Omega ratio

Gain probability vs. loss probability

1.15

1.03

+0.12

Calmar ratio

Return relative to maximum drawdown

1.26

0.14

+1.12

Martin ratio

Return relative to average drawdown

3.52

0.22

+3.30

HSAFX vs. HSGFX - Sharpe Ratio Comparison

The current HSAFX Sharpe Ratio is 0.82, which is higher than the HSGFX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of HSAFX and HSGFX, 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


HSAFXHSGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.09

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

-0.06

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.07

+0.95

Correlation

The correlation between HSAFX and HSGFX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HSAFX vs. HSGFX - Dividend Comparison

HSAFX's dividend yield for the trailing twelve months is around 1.41%, less than HSGFX's 2.20% 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%
HSGFX
Hussman Strategic Growth Fund
2.20%2.33%3.00%3.10%1.08%0.42%0.16%1.84%1.19%0.50%0.28%0.56%

Drawdowns

HSAFX vs. HSGFX - Drawdown Comparison

The maximum HSAFX drawdown since its inception was -5.54%, smaller than the maximum HSGFX drawdown of -60.61%. Use the drawdown chart below to compare losses from any high point for HSAFX and HSGFX.


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Drawdown Indicators


HSAFXHSGFXDifference

Max Drawdown

Largest peak-to-trough decline

-5.54%

-60.61%

+55.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.74%

-18.73%

+14.99%

Max Drawdown (5Y)

Largest decline over 5 years

-5.54%

-22.42%

+16.88%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

Current Drawdown

Current decline from peak

0.00%

-49.60%

+49.60%

Average Drawdown

Average peak-to-trough decline

-1.53%

-26.67%

+25.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

12.35%

-11.01%

Volatility

HSAFX vs. HSGFX - Volatility Comparison

The current volatility for Hussman Strategic Allocation Fund (HSAFX) is 1.22%, while Hussman Strategic Growth Fund (HSGFX) has a volatility of 3.93%. This indicates that HSAFX experiences smaller price fluctuations and is considered to be less risky than HSGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSAFXHSGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

3.93%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

8.42%

-4.63%

Volatility (1Y)

Calculated over the trailing 1-year period

5.68%

12.48%

-6.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.82%

10.93%

-6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.11%

10.59%

-5.48%