HSGFX vs. SH

In the year-to-date period, HSGFX achieves a 20.80% return, which is significantly higher than SH's 6.14% return. Over the past 10 years, HSGFX has outperformed SH with an annualized return of -1.52%, while SH has yielded a comparatively lower -11.11% annualized return.

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HSGFX has a 1.15% expense ratio, which is higher than SH's 0.90% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Hussman Strategic Growth Fund (HSGFX) and ProShares Short S&P500 (SH). 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.

The current HSGFX Sharpe Ratio is 1.06, which is higher than the SH Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of HSGFX and SH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HSGFX's dividend yield for the trailing twelve months is around 2.49%, less than SH's 5.31% yield.

The maximum HSGFX drawdown since its inception was -65.71%, smaller than the maximum SH drawdown of -93.70%. Use the drawdown chart below to compare losses from any high point for HSGFX and SH. For additional features, visit the drawdowns tool.

The current volatility for Hussman Strategic Growth Fund (HSGFX) is 6.55%, while ProShares Short S&P500 (SH) has a volatility of 14.44%. This indicates that HSGFX experiences smaller price fluctuations and is considered to be less risky than SH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.