HSGFX vs. ^GSPC
Compare and contrast key facts about Hussman Strategic Growth Fund (HSGFX) and S&P 500 (^GSPC).
HSGFX is managed by Hussman Funds. It was launched on Jul 24, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSGFX or ^GSPC.
Correlation
The correlation between HSGFX and ^GSPC is -0.44. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
HSGFX vs. ^GSPC - Performance Comparison
Key characteristics
HSGFX:
-0.51
^GSPC:
1.77
HSGFX:
-0.69
^GSPC:
2.39
HSGFX:
0.92
^GSPC:
1.32
HSGFX:
-0.09
^GSPC:
2.66
HSGFX:
-0.87
^GSPC:
10.85
HSGFX:
6.14%
^GSPC:
2.08%
HSGFX:
10.61%
^GSPC:
12.79%
HSGFX:
-65.71%
^GSPC:
-56.78%
HSGFX:
-60.68%
^GSPC:
0.00%
Returns By Period
In the year-to-date period, HSGFX achieves a 0.73% return, which is significantly lower than ^GSPC's 4.22% return. Over the past 10 years, HSGFX has underperformed ^GSPC with an annualized return of -3.54%, while ^GSPC has yielded a comparatively higher 11.29% annualized return.
HSGFX
0.73%
0.73%
0.13%
-5.05%
2.51%
-3.54%
^GSPC
4.22%
2.22%
9.51%
22.46%
12.74%
11.29%
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Risk-Adjusted Performance
HSGFX vs. ^GSPC — Risk-Adjusted Performance Rank
HSGFX
^GSPC
HSGFX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hussman Strategic Growth Fund (HSGFX) and S&P 500 (^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.
Drawdowns
HSGFX vs. ^GSPC - Drawdown Comparison
The maximum HSGFX drawdown since its inception was -65.71%, 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. For additional features, visit the drawdowns tool.
Volatility
HSGFX vs. ^GSPC - Volatility Comparison
Hussman Strategic Growth Fund (HSGFX) and S&P 500 (^GSPC) have volatilities of 3.11% and 3.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.