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HSGFX vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

HSGFX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hussman Strategic Growth Fund (HSGFX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HSGFX achieves a -10.37% return, which is significantly lower than ^GSPC's 9.16% return. Over the past 10 years, HSGFX has underperformed ^GSPC with an annualized return of -3.11%, while ^GSPC has yielded a comparatively higher 13.88% annualized return.


HSGFX

1D
-1.35%
1M
-2.49%
YTD
-10.37%
6M
-11.70%
1Y
-18.33%
3Y*
-4.63%
5Y*
-3.66%
10Y*
-3.11%

^GSPC

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSGFX vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSGFX
Hussman Strategic Growth Fund
-10.37%6.24%-6.99%-11.60%17.33%-0.23%14.52%-18.87%8.78%-12.72%
^GSPC
S&P 500 Index
9.16%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between HSGFX and ^GSPC is -0.67, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.67

Correlation (3Y)
Calculated over the trailing 3-year period

-0.69

Correlation (5Y)
Calculated over the trailing 5-year period

-0.72

Correlation (10Y)
Calculated over the trailing 10-year period

-0.67

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2000

-0.46

Over the past year, the inverse relationship between HSGFX and ^GSPC has strengthened: their correlation has moved from -0.46 to -0.67, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

HSGFX vs. ^GSPC — Risk / Return Rank

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

HSGFX
HSGFX Risk / Return Rank: 00
Overall Rank
HSGFX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
HSGFX Sortino Ratio Rank: 00
Sortino Ratio Rank
HSGFX Omega Ratio Rank: 00
Omega Ratio Rank
HSGFX Calmar Ratio Rank: 00
Calmar Ratio Rank
HSGFX Martin Ratio Rank: 00
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 8282
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7474
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8585
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.

HSGFX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hussman Strategic Growth Fund (HSGFX) and S&P 500 Index (^GSPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HSGFX^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-3.50

Sortino ratioReturn per unit of downside risk

-4.92

Omega ratioGain probability vs. loss probability

0.77

1.37

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.98

2.78

-3.77

Martin ratioReturn relative to average drawdown

-1.94

12.44

-14.38

HSGFX vs. ^GSPC - Sharpe Ratio Comparison

The current HSGFX Sharpe Ratio is -1.47, which is lower than the ^GSPC Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of HSGFX and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HSGFX vs. ^GSPC - Drawdown Comparison

The maximum HSGFX drawdown since its inception was -60.61%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HSGFX and ^GSPC.


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Drawdown Indicators


HSGFX^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-60.61%

-56.78%

-3.83%

Max Drawdown (1Y)

Largest decline over 1 year

-18.21%

-9.10%

-9.11%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

-18.90%

-5.47%

Max Drawdown (5Y)

Largest decline over 5 years

-24.37%

-25.43%

+1.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-33.92%

+0.51%

Current Drawdown

Current decline from peak

-57.30%

-1.80%

-55.50%

Average Drawdown

Average peak-to-trough decline

-26.91%

-10.71%

-16.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.26%

2.03%

+7.23%

Volatility

HSGFX vs. ^GSPC - Volatility Comparison

Hussman Strategic Growth Fund (HSGFX) has a higher volatility of 5.62% compared to S&P 500 Index (^GSPC) at 4.67%. This indicates that HSGFX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSGFX^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

4.67%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

9.84%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

12.27%

12.50%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.30%

16.99%

-5.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.83%

18.11%

-7.28%

Frequently Asked Questions


HSGFX and ^GSPC have a correlation of -0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HSGFX has higher volatility (5.62%) compared to ^GSPC (4.67%). In terms of maximum drawdown, HSGFX dropped -60.61% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.03 vs -1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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