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HSCSX vs. DFISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSCSX vs. DFISX - Performance Comparison

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

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HSCSX vs. DFISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSCSX
Homestead Small Company Stock Fund
-2.68%0.54%8.52%17.21%-16.97%20.38%22.25%22.41%-27.09%12.03%
DFISX
DFA International Small Company Portfolio
-1.97%36.35%3.76%14.46%-17.13%10.71%9.27%24.18%-19.42%24.78%

Returns By Period

In the year-to-date period, HSCSX achieves a -2.68% return, which is significantly lower than DFISX's -1.97% return. Over the past 10 years, HSCSX has underperformed DFISX with an annualized return of 6.03%, while DFISX has yielded a comparatively higher 7.66% annualized return.


HSCSX

1D
-0.94%
1M
-9.03%
YTD
-2.68%
6M
-1.28%
1Y
11.23%
3Y*
5.85%
5Y*
1.95%
10Y*
6.03%

DFISX

1D
-0.34%
1M
-11.77%
YTD
-1.97%
6M
2.11%
1Y
26.89%
3Y*
14.28%
5Y*
6.58%
10Y*
7.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSCSX vs. DFISX - Expense Ratio Comparison

HSCSX has a 1.06% expense ratio, which is higher than DFISX's 0.39% expense ratio.


Return for Risk

HSCSX vs. DFISX — Risk / Return Rank

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

HSCSX
HSCSX Risk / Return Rank: 2020
Overall Rank
HSCSX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HSCSX Sortino Ratio Rank: 2121
Sortino Ratio Rank
HSCSX Omega Ratio Rank: 1818
Omega Ratio Rank
HSCSX Calmar Ratio Rank: 2020
Calmar Ratio Rank
HSCSX Martin Ratio Rank: 2222
Martin Ratio Rank

DFISX
DFISX Risk / Return Rank: 8383
Overall Rank
DFISX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DFISX Sortino Ratio Rank: 8484
Sortino Ratio Rank
DFISX Omega Ratio Rank: 8383
Omega Ratio Rank
DFISX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DFISX Martin Ratio Rank: 8181
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. DFISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Homestead Small Company Stock Fund (HSCSX) and DFA International Small Company Portfolio (DFISX). 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.


HSCSXDFISXDifference

Sharpe ratio

Return per unit of total volatility

0.48

1.66

-1.18

Sortino ratio

Return per unit of downside risk

0.86

2.15

-1.29

Omega ratio

Gain probability vs. loss probability

1.11

1.33

-0.21

Calmar ratio

Return relative to maximum drawdown

0.60

2.04

-1.44

Martin ratio

Return relative to average drawdown

2.31

7.97

-5.66

HSCSX vs. DFISX - Sharpe Ratio Comparison

The current HSCSX Sharpe Ratio is 0.48, which is lower than the DFISX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of HSCSX and DFISX, 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


HSCSXDFISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

1.66

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.42

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.48

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.44

-0.07

Correlation

The correlation between HSCSX and DFISX is 0.56, 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

HSCSX vs. DFISX - Dividend Comparison

HSCSX's dividend yield for the trailing twelve months is around 11.18%, more than DFISX's 3.21% yield.


TTM20252024202320222021202020192018201720162015
HSCSX
Homestead Small Company Stock Fund
11.18%10.88%5.42%3.87%5.12%18.41%12.67%18.73%26.80%4.45%2.43%5.07%
DFISX
DFA International Small Company Portfolio
3.21%3.19%3.39%3.01%3.51%3.06%1.71%4.54%7.74%1.27%4.44%4.47%

Drawdowns

HSCSX vs. DFISX - Drawdown Comparison

The maximum HSCSX drawdown since its inception was -55.79%, smaller than the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for HSCSX and DFISX.


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Drawdown Indicators


HSCSXDFISXDifference

Max Drawdown

Largest peak-to-trough decline

-55.79%

-60.66%

+4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-11.96%

-2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-29.42%

-35.06%

+5.64%

Max Drawdown (10Y)

Largest decline over 10 years

-44.64%

-43.00%

-1.64%

Current Drawdown

Current decline from peak

-10.95%

-11.77%

+0.82%

Average Drawdown

Average peak-to-trough decline

-9.34%

-11.69%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

3.06%

+0.80%

Volatility

HSCSX vs. DFISX - Volatility Comparison

Homestead Small Company Stock Fund (HSCSX) and DFA International Small Company Portfolio (DFISX) have volatilities of 5.91% and 5.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSCSXDFISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

5.90%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.39%

10.04%

+3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

24.04%

15.38%

+8.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.69%

15.75%

+5.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.35%

16.11%

+6.24%