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HSTIX vs. SPLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HSTIX and SPLG 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.


-0.50.00.51.00.9

Performance

HSTIX vs. SPLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Homestead Stock Index Fund (HSTIX) and SPDR Portfolio S&P 500 ETF (SPLG). The values are adjusted to include any dividend payments, if applicable.

450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
509.65%
599.46%
HSTIX
SPLG

Key characteristics

Sharpe Ratio

HSTIX:

2.08

SPLG:

2.26

Sortino Ratio

HSTIX:

2.79

SPLG:

3.00

Omega Ratio

HSTIX:

1.39

SPLG:

1.42

Calmar Ratio

HSTIX:

3.09

SPLG:

3.32

Martin Ratio

HSTIX:

13.40

SPLG:

14.73

Ulcer Index

HSTIX:

1.95%

SPLG:

1.90%

Daily Std Dev

HSTIX:

12.54%

SPLG:

12.40%

Max Drawdown

HSTIX:

-55.58%

SPLG:

-54.50%

Current Drawdown

HSTIX:

-3.45%

SPLG:

-2.50%

Returns By Period

In the year-to-date period, HSTIX achieves a 24.20% return, which is significantly lower than SPLG's 26.00% return. Over the past 10 years, HSTIX has underperformed SPLG with an annualized return of 12.04%, while SPLG has yielded a comparatively higher 13.11% annualized return.


HSTIX

YTD

24.20%

1M

-0.58%

6M

7.89%

1Y

24.82%

5Y*

13.42%

10Y*

12.04%

SPLG

YTD

26.00%

1M

-0.14%

6M

9.34%

1Y

26.48%

5Y*

14.82%

10Y*

13.11%

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. SPLG - Expense Ratio Comparison

HSTIX has a 0.50% expense ratio, which is higher than SPLG's 0.03% expense ratio.


HSTIX
Homestead Stock Index Fund
Expense ratio chart for HSTIX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for SPLG: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

HSTIX vs. SPLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Homestead Stock Index Fund (HSTIX) and SPDR Portfolio S&P 500 ETF (SPLG). 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.


Sharpe ratio
The chart of Sharpe ratio for HSTIX, currently valued at 2.08, compared to the broader market-1.000.001.002.003.004.002.082.26
The chart of Sortino ratio for HSTIX, currently valued at 2.79, compared to the broader market-2.000.002.004.006.008.0010.002.793.00
The chart of Omega ratio for HSTIX, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.391.42
The chart of Calmar ratio for HSTIX, currently valued at 3.09, compared to the broader market0.002.004.006.008.0010.0012.0014.003.093.32
The chart of Martin ratio for HSTIX, currently valued at 13.40, compared to the broader market0.0020.0040.0060.0013.4014.73
HSTIX
SPLG

The current HSTIX Sharpe Ratio is 2.08, which is comparable to the SPLG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of HSTIX and SPLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.08
2.26
HSTIX
SPLG

Dividends

HSTIX vs. SPLG - Dividend Comparison

HSTIX's dividend yield for the trailing twelve months is around 0.08%, less than SPLG's 0.92% yield.


TTM20232022202120202019201820172016201520142013
HSTIX
Homestead Stock Index Fund
0.08%1.04%1.22%0.85%1.12%1.60%1.98%0.89%1.51%1.66%1.42%1.33%
SPLG
SPDR Portfolio S&P 500 ETF
0.92%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%1.71%

Drawdowns

HSTIX vs. SPLG - Drawdown Comparison

The maximum HSTIX drawdown since its inception was -55.58%, roughly equal to the maximum SPLG drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for HSTIX and SPLG. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.45%
-2.50%
HSTIX
SPLG

Volatility

HSTIX vs. SPLG - Volatility Comparison

Homestead Stock Index Fund (HSTIX) and SPDR Portfolio S&P 500 ETF (SPLG) have volatilities of 3.80% and 3.81%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.80%
3.81%
HSTIX
SPLG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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