HSCSX vs. RWJ
Compare and contrast key facts about Homestead Small Company Stock Fund (HSCSX) and Invesco S&P SmallCap 600 Revenue ETF (RWJ).
HSCSX is managed by Homestead. It was launched on Mar 4, 1998. RWJ is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Revenue-Weighted Index. It was launched on Feb 22, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSCSX or RWJ.
Key characteristics
| HSCSX | RWJ | |
|---|---|---|
| YTD Return | 15.54% | 18.74% |
| 1Y Return | 31.14% | 41.52% |
| 3Y Return (Ann) | -4.73% | 5.40% |
| 5Y Return (Ann) | 1.79% | 18.84% |
| 10Y Return (Ann) | -2.27% | 11.40% |
| Sharpe Ratio | 1.59 | 1.91 |
| Sortino Ratio | 2.34 | 2.78 |
| Omega Ratio | 1.28 | 1.33 |
| Calmar Ratio | 0.65 | 2.40 |
| Martin Ratio | 6.92 | 10.82 |
| Ulcer Index | 4.74% | 3.97% |
| Daily Std Dev | 20.64% | 22.58% |
| Max Drawdown | -63.13% | -55.97% |
| Current Drawdown | -35.20% | 0.00% |
Correlation
The correlation between HSCSX and RWJ is 0.88, 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. RWJ - Performance Comparison
In the year-to-date period, HSCSX achieves a 15.54% return, which is significantly lower than RWJ's 18.74% return. Over the past 10 years, HSCSX has underperformed RWJ with an annualized return of -2.27%, while RWJ has yielded a comparatively higher 11.40% 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. RWJ - Expense Ratio Comparison
HSCSX has a 1.06% expense ratio, which is higher than RWJ's 0.39% expense ratio.
Risk-Adjusted Performance
HSCSX vs. RWJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Homestead Small Company Stock Fund (HSCSX) and Invesco S&P SmallCap 600 Revenue ETF (RWJ). 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. RWJ - Dividend Comparison
HSCSX's dividend yield for the trailing twelve months is around 0.07%, less than RWJ's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSCSX Homestead Small Company Stock Fund | 0.07% | 0.09% | 0.00% | 0.58% | 0.00% | 0.70% | 0.59% | 0.17% | 0.33% | 0.44% | 0.35% | 0.33% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.19% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 0.91% | 0.60% | 0.74% | 0.57% | 1.27% |
Drawdowns
HSCSX vs. RWJ - Drawdown Comparison
The maximum HSCSX drawdown since its inception was -63.13%, which is greater than RWJ's maximum drawdown of -55.97%. Use the drawdown chart below to compare losses from any high point for HSCSX and RWJ. For additional features, visit the drawdowns tool.
Volatility
HSCSX vs. RWJ - Volatility Comparison
The current volatility for Homestead Small Company Stock Fund (HSCSX) is 6.90%, while Invesco S&P SmallCap 600 Revenue ETF (RWJ) has a volatility of 7.66%. This indicates that HSCSX experiences smaller price fluctuations and is considered to be less risky than RWJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.