HSCSX vs. IWM
Compare and contrast key facts about Homestead Small Company Stock Fund (HSCSX) and iShares Russell 2000 ETF (IWM).
HSCSX is managed by Homestead. It was launched on Mar 4, 1998. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSCSX or IWM.
Key characteristics
| HSCSX | IWM | |
|---|---|---|
| YTD Return | 13.89% | 18.80% |
| 1Y Return | 29.50% | 40.89% |
| 3Y Return (Ann) | -5.45% | 0.51% |
| 5Y Return (Ann) | 1.38% | 9.69% |
| 10Y Return (Ann) | -2.42% | 8.72% |
| Sharpe Ratio | 1.38 | 1.82 |
| Sortino Ratio | 2.07 | 2.64 |
| Omega Ratio | 1.25 | 1.32 |
| Calmar Ratio | 0.56 | 1.36 |
| Martin Ratio | 6.00 | 10.49 |
| Ulcer Index | 4.75% | 3.75% |
| Daily Std Dev | 20.66% | 21.59% |
| Max Drawdown | -63.13% | -59.05% |
| Current Drawdown | -36.12% | -0.35% |
Correlation
The correlation between HSCSX and IWM 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.
Performance
HSCSX vs. IWM - Performance Comparison
In the year-to-date period, HSCSX achieves a 13.89% return, which is significantly lower than IWM's 18.80% return. Over the past 10 years, HSCSX has underperformed IWM with an annualized return of -2.42%, while IWM has yielded a comparatively higher 8.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HSCSX vs. IWM - Expense Ratio Comparison
HSCSX has a 1.06% expense ratio, which is higher than IWM's 0.19% expense ratio.
Risk-Adjusted Performance
HSCSX vs. IWM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Homestead Small Company Stock Fund (HSCSX) and iShares Russell 2000 ETF (IWM). 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.
Dividends
HSCSX vs. IWM - Dividend Comparison
HSCSX's dividend yield for the trailing twelve months is around 0.08%, less than IWM's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSCSX Homestead Small Company Stock Fund | 0.08% | 0.09% | 0.00% | 0.58% | 0.00% | 0.70% | 0.59% | 0.17% | 0.33% | 0.44% | 0.35% | 0.33% |
IWM iShares Russell 2000 ETF | 1.09% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
Drawdowns
HSCSX vs. IWM - Drawdown Comparison
The maximum HSCSX drawdown since its inception was -63.13%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for HSCSX and IWM. For additional features, visit the drawdowns tool.
Volatility
HSCSX vs. IWM - Volatility Comparison
Homestead Small Company Stock Fund (HSCSX) and iShares Russell 2000 ETF (IWM) have volatilities of 7.06% and 7.22%, 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.