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HSPGX vs. VSGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSPGX vs. VSGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Emerald Growth Fund (HSPGX) and Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX). The values are adjusted to include any dividend payments, if applicable.

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HSPGX vs. VSGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSPGX
Emerald Growth Fund
-0.71%31.62%28.04%18.66%-24.65%3.59%38.49%28.33%-12.16%27.72%
VSGIX
Vanguard Small-Cap Growth Index Fund Institutional Shares
0.27%8.44%14.95%23.07%-28.39%5.70%35.29%32.77%-5.70%21.94%

Returns By Period

In the year-to-date period, HSPGX achieves a -0.71% return, which is significantly lower than VSGIX's 0.27% return. Over the past 10 years, HSPGX has outperformed VSGIX with an annualized return of 13.73%, while VSGIX has yielded a comparatively lower 10.46% annualized return.


HSPGX

1D
5.53%
1M
-8.93%
YTD
-0.71%
6M
4.94%
1Y
49.48%
3Y*
24.04%
5Y*
7.93%
10Y*
13.73%

VSGIX

1D
4.35%
1M
-6.40%
YTD
0.27%
6M
1.50%
1Y
20.19%
3Y*
12.44%
5Y*
2.17%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSPGX vs. VSGIX - Expense Ratio Comparison

HSPGX has a 1.03% expense ratio, which is higher than VSGIX's 0.06% expense ratio.


Return for Risk

HSPGX vs. VSGIX — Risk / Return Rank

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

HSPGX
HSPGX Risk / Return Rank: 8585
Overall Rank
HSPGX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
HSPGX Sortino Ratio Rank: 8484
Sortino Ratio Rank
HSPGX Omega Ratio Rank: 7676
Omega Ratio Rank
HSPGX Calmar Ratio Rank: 9191
Calmar Ratio Rank
HSPGX Martin Ratio Rank: 9191
Martin Ratio Rank

VSGIX
VSGIX Risk / Return Rank: 4545
Overall Rank
VSGIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VSGIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
VSGIX Omega Ratio Rank: 3535
Omega Ratio Rank
VSGIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
VSGIX Martin Ratio Rank: 5555
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.

HSPGX vs. VSGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Emerald Growth Fund (HSPGX) and Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX). 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.


HSPGXVSGIXDifference

Sharpe ratio

Return per unit of total volatility

1.71

0.85

+0.86

Sortino ratio

Return per unit of downside risk

2.30

1.34

+0.96

Omega ratio

Gain probability vs. loss probability

1.31

1.18

+0.13

Calmar ratio

Return relative to maximum drawdown

2.86

1.39

+1.48

Martin ratio

Return relative to average drawdown

11.16

5.56

+5.60

HSPGX vs. VSGIX - Sharpe Ratio Comparison

The current HSPGX Sharpe Ratio is 1.71, which is higher than the VSGIX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of HSPGX and VSGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HSPGXVSGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

0.85

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.09

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.46

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.38

+0.03

Correlation

The correlation between HSPGX and VSGIX is 0.95, 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.


Dividends

HSPGX vs. VSGIX - Dividend Comparison

HSPGX's dividend yield for the trailing twelve months is around 12.83%, more than VSGIX's 0.53% yield.


TTM20252024202320222021202020192018201720162015
HSPGX
Emerald Growth Fund
12.83%12.74%21.85%6.43%8.77%19.11%8.48%1.45%11.86%0.00%0.00%0.00%
VSGIX
Vanguard Small-Cap Growth Index Fund Institutional Shares
0.53%0.55%0.55%0.68%0.56%0.37%0.45%0.58%0.80%0.82%1.09%0.98%

Drawdowns

HSPGX vs. VSGIX - Drawdown Comparison

The maximum HSPGX drawdown since its inception was -60.28%, roughly equal to the maximum VSGIX drawdown of -58.66%. Use the drawdown chart below to compare losses from any high point for HSPGX and VSGIX.


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Drawdown Indicators


HSPGXVSGIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.28%

-58.66%

-1.62%

Max Drawdown (1Y)

Largest decline over 1 year

-15.38%

-14.50%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-38.65%

-38.36%

-0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-41.48%

-38.70%

-2.78%

Current Drawdown

Current decline from peak

-9.67%

-7.52%

-2.15%

Average Drawdown

Average peak-to-trough decline

-19.10%

-11.40%

-7.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

3.62%

+0.33%

Volatility

HSPGX vs. VSGIX - Volatility Comparison

Emerald Growth Fund (HSPGX) has a higher volatility of 11.36% compared to Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX) at 8.87%. This indicates that HSPGX's price experiences larger fluctuations and is considered to be riskier than VSGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSPGXVSGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.36%

8.87%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

20.12%

15.71%

+4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

29.18%

24.53%

+4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.26%

23.56%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.98%

22.92%

+2.06%