PortfoliosLab logoPortfoliosLab logo
HSTIX vs. MUHLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSTIX vs. MUHLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Homestead Stock Index Fund (HSTIX) and Muhlenkamp Fund (MUHLX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HSTIX vs. MUHLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSTIX
Homestead Stock Index Fund
-7.17%17.36%24.40%27.24%-18.53%28.07%17.81%30.77%-4.98%21.17%
MUHLX
Muhlenkamp Fund
6.53%17.82%3.38%13.92%2.89%28.98%11.96%14.39%-13.29%18.78%

Returns By Period

In the year-to-date period, HSTIX achieves a -7.17% return, which is significantly lower than MUHLX's 6.53% return. Over the past 10 years, HSTIX has outperformed MUHLX with an annualized return of 13.31%, while MUHLX has yielded a comparatively lower 10.41% annualized return.


HSTIX

1D
-0.39%
1M
-7.71%
YTD
-7.17%
6M
-4.84%
1Y
13.93%
3Y*
17.11%
5Y*
11.15%
10Y*
13.31%

MUHLX

1D
-0.61%
1M
-7.71%
YTD
6.53%
6M
8.32%
1Y
20.95%
3Y*
13.50%
5Y*
11.73%
10Y*
10.41%
*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.


HSTIX vs. MUHLX - Expense Ratio Comparison

HSTIX has a 0.50% expense ratio, which is lower than MUHLX's 1.14% expense ratio.


Return for Risk

HSTIX vs. MUHLX — Risk / Return Rank

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

HSTIX
HSTIX Risk / Return Rank: 4343
Overall Rank
HSTIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HSTIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
HSTIX Omega Ratio Rank: 4545
Omega Ratio Rank
HSTIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
HSTIX Martin Ratio Rank: 5050
Martin Ratio Rank

MUHLX
MUHLX Risk / Return Rank: 7373
Overall Rank
MUHLX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
MUHLX Sortino Ratio Rank: 7272
Sortino Ratio Rank
MUHLX Omega Ratio Rank: 6767
Omega Ratio Rank
MUHLX Calmar Ratio Rank: 8181
Calmar Ratio Rank
MUHLX Martin Ratio Rank: 7474
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.

HSTIX vs. MUHLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Homestead Stock Index Fund (HSTIX) and Muhlenkamp Fund (MUHLX). 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.


HSTIXMUHLXDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.28

-0.47

Sortino ratio

Return per unit of downside risk

1.26

1.79

-0.53

Omega ratio

Gain probability vs. loss probability

1.19

1.25

-0.06

Calmar ratio

Return relative to maximum drawdown

1.01

1.94

-0.93

Martin ratio

Return relative to average drawdown

4.91

7.09

-2.18

HSTIX vs. MUHLX - Sharpe Ratio Comparison

The current HSTIX Sharpe Ratio is 0.81, which is lower than the MUHLX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of HSTIX and MUHLX, 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


HSTIXMUHLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.28

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.80

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.61

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.51

-0.15

Correlation

The correlation between HSTIX and MUHLX is 0.85, 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

HSTIX vs. MUHLX - Dividend Comparison

HSTIX's dividend yield for the trailing twelve months is around 1.96%, less than MUHLX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
HSTIX
Homestead Stock Index Fund
1.96%1.82%1.08%2.49%1.91%2.13%1.40%1.98%1.98%0.89%1.51%1.66%
MUHLX
Muhlenkamp Fund
3.13%3.34%0.58%0.89%6.80%7.77%10.28%1.26%14.70%4.30%0.00%11.02%

Drawdowns

HSTIX vs. MUHLX - Drawdown Comparison

The maximum HSTIX drawdown since its inception was -55.64%, smaller than the maximum MUHLX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for HSTIX and MUHLX.


Loading graphics...

Drawdown Indicators


HSTIXMUHLXDifference

Max Drawdown

Largest peak-to-trough decline

-55.64%

-62.05%

+6.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-10.23%

-1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

-18.63%

-6.15%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

-40.85%

+7.03%

Current Drawdown

Current decline from peak

-8.97%

-7.88%

-1.09%

Average Drawdown

Average peak-to-trough decline

-11.65%

-10.81%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.81%

-0.30%

Volatility

HSTIX vs. MUHLX - Volatility Comparison

The current volatility for Homestead Stock Index Fund (HSTIX) is 4.23%, while Muhlenkamp Fund (MUHLX) has a volatility of 5.35%. This indicates that HSTIX experiences smaller price fluctuations and is considered to be less risky than MUHLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HSTIXMUHLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

5.35%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

11.84%

-2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

18.08%

16.73%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

14.73%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

17.02%

+1.00%