HSCSX vs. SPLG
Compare and contrast key facts about Homestead Small Company Stock Fund (HSCSX) and SPDR Portfolio S&P 500 ETF (SPLG).
HSCSX is managed by Homestead. It was launched on Mar 4, 1998. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSCSX or SPLG.
Key characteristics
| HSCSX | SPLG | |
|---|---|---|
| YTD Return | 14.60% | 26.89% |
| 1Y Return | 29.84% | 37.56% |
| 3Y Return (Ann) | -4.98% | 10.23% |
| 5Y Return (Ann) | 1.64% | 16.00% |
| 10Y Return (Ann) | -2.35% | 13.45% |
| Sharpe Ratio | 1.46 | 3.08 |
| Sortino Ratio | 2.17 | 4.10 |
| Omega Ratio | 1.26 | 1.58 |
| Calmar Ratio | 0.60 | 4.44 |
| Martin Ratio | 6.34 | 20.15 |
| Ulcer Index | 4.75% | 1.86% |
| Daily Std Dev | 20.62% | 12.15% |
| Max Drawdown | -63.13% | -54.50% |
| Current Drawdown | -35.73% | -0.28% |
Correlation
The correlation between HSCSX and SPLG is 0.74, 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. SPLG - Performance Comparison
In the year-to-date period, HSCSX achieves a 14.60% return, which is significantly lower than SPLG's 26.89% return. Over the past 10 years, HSCSX has underperformed SPLG with an annualized return of -2.35%, while SPLG has yielded a comparatively higher 13.45% 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. SPLG - Expense Ratio Comparison
HSCSX has a 1.06% expense ratio, which is higher than SPLG's 0.03% expense ratio.
Risk-Adjusted Performance
HSCSX vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Homestead Small Company Stock Fund (HSCSX) and SPDR Portfolio S&P 500 ETF (SPLG). 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. SPLG - Dividend Comparison
HSCSX's dividend yield for the trailing twelve months is around 0.08%, less than SPLG's 1.23% 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% |
SPLG SPDR Portfolio S&P 500 ETF | 1.23% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
Drawdowns
HSCSX vs. SPLG - Drawdown Comparison
The maximum HSCSX drawdown since its inception was -63.13%, which is greater than SPLG's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for HSCSX and SPLG. For additional features, visit the drawdowns tool.
Volatility
HSCSX vs. SPLG - Volatility Comparison
Homestead Small Company Stock Fund (HSCSX) has a higher volatility of 7.00% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 3.88%. This indicates that HSCSX's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.