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HSCSX vs. AZBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSCSX vs. AZBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Homestead Small Company Stock Fund (HSCSX) and Virtus Small-Cap Fund (AZBIX). The values are adjusted to include any dividend payments, if applicable.

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HSCSX vs. AZBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSCSX
Homestead Small Company Stock Fund
0.29%0.54%8.52%17.21%-16.97%20.38%22.25%22.41%-27.09%12.03%
AZBIX
Virtus Small-Cap Fund
2.47%8.49%19.06%14.09%-18.04%18.92%16.98%24.13%-9.25%21.27%

Returns By Period

In the year-to-date period, HSCSX achieves a 0.29% return, which is significantly lower than AZBIX's 2.47% return. Over the past 10 years, HSCSX has underperformed AZBIX with an annualized return of 6.35%, while AZBIX has yielded a comparatively higher 10.62% annualized return.


HSCSX

1D
3.05%
1M
-6.70%
YTD
0.29%
6M
1.85%
1Y
14.13%
3Y*
6.92%
5Y*
2.29%
10Y*
6.35%

AZBIX

1D
3.39%
1M
-4.85%
YTD
2.47%
6M
0.78%
1Y
21.35%
3Y*
12.90%
5Y*
5.52%
10Y*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSCSX vs. AZBIX - Expense Ratio Comparison

HSCSX has a 1.06% expense ratio, which is higher than AZBIX's 0.89% expense ratio.


Return for Risk

HSCSX vs. AZBIX — Risk / Return Rank

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

HSCSX
HSCSX Risk / Return Rank: 2626
Overall Rank
HSCSX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HSCSX Sortino Ratio Rank: 2424
Sortino Ratio Rank
HSCSX Omega Ratio Rank: 2020
Omega Ratio Rank
HSCSX Calmar Ratio Rank: 3333
Calmar Ratio Rank
HSCSX Martin Ratio Rank: 3333
Martin Ratio Rank

AZBIX
AZBIX Risk / Return Rank: 5959
Overall Rank
AZBIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AZBIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
AZBIX Omega Ratio Rank: 4646
Omega Ratio Rank
AZBIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
AZBIX Martin Ratio Rank: 6565
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.

HSCSX vs. AZBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Homestead Small Company Stock Fund (HSCSX) and Virtus Small-Cap Fund (AZBIX). 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.


HSCSXAZBIXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.11

-0.50

Sortino ratio

Return per unit of downside risk

1.03

1.66

-0.62

Omega ratio

Gain probability vs. loss probability

1.13

1.22

-0.08

Calmar ratio

Return relative to maximum drawdown

1.01

1.85

-0.84

Martin ratio

Return relative to average drawdown

3.85

6.82

-2.98

HSCSX vs. AZBIX - Sharpe Ratio Comparison

The current HSCSX Sharpe Ratio is 0.61, which is lower than the AZBIX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of HSCSX and AZBIX, 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


HSCSXAZBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.11

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.27

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.50

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.49

-0.11

Correlation

The correlation between HSCSX and AZBIX is 0.91, 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.


Dividends

HSCSX vs. AZBIX - Dividend Comparison

HSCSX's dividend yield for the trailing twelve months is around 10.85%, more than AZBIX's 4.78% yield.


TTM20252024202320222021202020192018201720162015
HSCSX
Homestead Small Company Stock Fund
10.85%10.88%5.42%3.87%5.12%18.41%12.67%18.73%26.80%4.45%2.43%5.07%
AZBIX
Virtus Small-Cap Fund
4.78%4.90%10.82%2.31%4.78%13.82%0.45%0.38%9.62%13.80%0.03%3.59%

Drawdowns

HSCSX vs. AZBIX - Drawdown Comparison

The maximum HSCSX drawdown since its inception was -55.79%, which is greater than AZBIX's maximum drawdown of -40.80%. Use the drawdown chart below to compare losses from any high point for HSCSX and AZBIX.


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Drawdown Indicators


HSCSXAZBIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.79%

-40.80%

-14.99%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-11.76%

-3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-29.42%

-29.85%

+0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-44.64%

-40.80%

-3.84%

Current Drawdown

Current decline from peak

-8.23%

-5.35%

-2.88%

Average Drawdown

Average peak-to-trough decline

-9.34%

-7.80%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

3.19%

+0.70%

Volatility

HSCSX vs. AZBIX - Volatility Comparison

The current volatility for Homestead Small Company Stock Fund (HSCSX) is 6.80%, while Virtus Small-Cap Fund (AZBIX) has a volatility of 7.23%. This indicates that HSCSX experiences smaller price fluctuations and is considered to be less risky than AZBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSCSXAZBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

7.23%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

13.00%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

24.18%

19.97%

+4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.73%

20.54%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.37%

21.31%

+1.06%