PortfoliosLab logoPortfoliosLab logo
HSGFX vs. PSQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSGFX vs. PSQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hussman Strategic Growth Fund (HSGFX) and ProShares Short QQQ (PSQ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HSGFX vs. PSQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSGFX
Hussman Strategic Growth Fund
5.80%6.24%-6.99%-11.60%17.33%-0.23%14.52%-18.87%8.78%-12.72%
PSQ
ProShares Short QQQ
7.10%-15.51%-15.68%-32.01%36.40%-24.84%-41.23%-27.49%-2.34%-24.77%

Returns By Period

In the year-to-date period, HSGFX achieves a 5.80% return, which is significantly lower than PSQ's 7.10% return. Over the past 10 years, HSGFX has outperformed PSQ with an annualized return of -1.69%, while PSQ has yielded a comparatively lower -17.21% annualized return.


HSGFX

1D
-0.17%
1M
5.24%
YTD
5.80%
6M
2.66%
1Y
0.49%
3Y*
-1.32%
5Y*
-0.64%
10Y*
-1.69%

PSQ

1D
-3.36%
1M
5.19%
YTD
7.10%
6M
5.61%
1Y
-17.44%
3Y*
-14.62%
5Y*
-10.93%
10Y*
-17.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HSGFX vs. PSQ - Expense Ratio Comparison

HSGFX has a 1.15% expense ratio, which is higher than PSQ's 0.95% expense ratio.


Return for Risk

HSGFX vs. PSQ — Risk / Return Rank

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

HSGFX
HSGFX Risk / Return Rank: 77
Overall Rank
HSGFX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
HSGFX Sortino Ratio Rank: 77
Sortino Ratio Rank
HSGFX Omega Ratio Rank: 66
Omega Ratio Rank
HSGFX Calmar Ratio Rank: 99
Calmar Ratio Rank
HSGFX Martin Ratio Rank: 77
Martin Ratio Rank

PSQ
PSQ Risk / Return Rank: 33
Overall Rank
PSQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PSQ Sortino Ratio Rank: 22
Sortino Ratio Rank
PSQ Omega Ratio Rank: 11
Omega Ratio Rank
PSQ Calmar Ratio Rank: 44
Calmar Ratio Rank
PSQ Martin Ratio Rank: 77
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. PSQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hussman Strategic Growth Fund (HSGFX) and ProShares Short QQQ (PSQ). 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.


HSGFXPSQDifference

Sharpe ratio

Return per unit of total volatility

0.09

-0.78

+0.87

Sortino ratio

Return per unit of downside risk

0.25

-0.98

+1.23

Omega ratio

Gain probability vs. loss probability

1.03

0.86

+0.16

Calmar ratio

Return relative to maximum drawdown

0.14

-0.51

+0.65

Martin ratio

Return relative to average drawdown

0.22

-0.64

+0.86

HSGFX vs. PSQ - Sharpe Ratio Comparison

The current HSGFX Sharpe Ratio is 0.09, which is higher than the PSQ Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of HSGFX and PSQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HSGFXPSQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

-0.78

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

-0.49

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

-0.78

+0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

-0.72

+0.79

Correlation

The correlation between HSGFX and PSQ is 0.55, 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

HSGFX vs. PSQ - Dividend Comparison

HSGFX's dividend yield for the trailing twelve months is around 2.20%, less than PSQ's 4.08% yield.


TTM20252024202320222021202020192018201720162015
HSGFX
Hussman Strategic Growth Fund
2.20%2.33%3.00%3.10%1.08%0.42%0.16%1.84%1.19%0.50%0.28%0.56%
PSQ
ProShares Short QQQ
4.08%4.97%7.15%6.01%0.35%0.00%0.31%1.75%0.95%0.02%0.00%0.00%

Drawdowns

HSGFX vs. PSQ - Drawdown Comparison

The maximum HSGFX drawdown since its inception was -60.61%, smaller than the maximum PSQ drawdown of -97.99%. Use the drawdown chart below to compare losses from any high point for HSGFX and PSQ.


Loading graphics...

Drawdown Indicators


HSGFXPSQDifference

Max Drawdown

Largest peak-to-trough decline

-60.61%

-97.99%

+37.38%

Max Drawdown (1Y)

Largest decline over 1 year

-18.73%

-33.97%

+15.24%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-54.95%

+32.53%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

-87.30%

+52.60%

Current Drawdown

Current decline from peak

-49.60%

-97.76%

+48.16%

Average Drawdown

Average peak-to-trough decline

-26.67%

-73.76%

+47.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.35%

27.21%

-14.86%

Volatility

HSGFX vs. PSQ - Volatility Comparison

The current volatility for Hussman Strategic Growth Fund (HSGFX) is 3.93%, while ProShares Short QQQ (PSQ) has a volatility of 6.57%. This indicates that HSGFX experiences smaller price fluctuations and is considered to be less risky than PSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HSGFXPSQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

6.57%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

12.77%

-4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

12.48%

22.53%

-10.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.93%

22.45%

-11.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.59%

22.21%

-11.62%