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

Correlation

The correlation between HSTIX and SPYG is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

HSTIX vs. SPYG - 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 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
417.80%
340.39%
HSTIX
SPYG

Key characteristics

Sharpe Ratio

HSTIX:

0.50

SPYG:

0.66

Sortino Ratio

HSTIX:

0.82

SPYG:

1.06

Omega Ratio

HSTIX:

1.12

SPYG:

1.15

Calmar Ratio

HSTIX:

0.51

SPYG:

0.74

Martin Ratio

HSTIX:

2.10

SPYG:

2.61

Ulcer Index

HSTIX:

4.57%

SPYG:

6.28%

Daily Std Dev

HSTIX:

19.39%

SPYG:

24.90%

Max Drawdown

HSTIX:

-55.58%

SPYG:

-67.79%

Current Drawdown

HSTIX:

-9.90%

SPYG:

-11.62%

Returns By Period

In the year-to-date period, HSTIX achieves a -5.79% return, which is significantly higher than SPYG's -7.10% return. Over the past 10 years, HSTIX has underperformed SPYG with an annualized return of 11.14%, while SPYG has yielded a comparatively higher 13.84% annualized return.


HSTIX

YTD

-5.79%

1M

-3.21%

6M

-4.62%

1Y

10.12%

5Y*

14.83%

10Y*

11.14%

SPYG

YTD

-7.10%

1M

-1.38%

6M

-3.16%

1Y

16.96%

5Y*

16.52%

10Y*

13.84%

*Annualized

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HSTIX vs. SPYG - Expense Ratio Comparison

HSTIX has a 0.50% expense ratio, which is higher than SPYG's 0.04% expense ratio.


Expense ratio chart for HSTIX: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HSTIX: 0.50%
Expense ratio chart for SPYG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYG: 0.04%

Risk-Adjusted Performance

HSTIX vs. SPYG — Risk-Adjusted Performance Rank

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

HSTIX
The Risk-Adjusted Performance Rank of HSTIX is 5959
Overall Rank
The Sharpe Ratio Rank of HSTIX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of HSTIX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of HSTIX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of HSTIX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of HSTIX is 5959
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 6969
Overall Rank
The Sharpe Ratio Rank of SPYG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HSTIX vs. SPYG - 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 Growth ETF (SPYG). 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 chart of Sharpe ratio for HSTIX, currently valued at 0.50, compared to the broader market-1.000.001.002.003.00
HSTIX: 0.50
SPYG: 0.66
The chart of Sortino ratio for HSTIX, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.00
HSTIX: 0.82
SPYG: 1.06
The chart of Omega ratio for HSTIX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
HSTIX: 1.12
SPYG: 1.15
The chart of Calmar ratio for HSTIX, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.00
HSTIX: 0.51
SPYG: 0.74
The chart of Martin ratio for HSTIX, currently valued at 2.10, compared to the broader market0.0010.0020.0030.0040.0050.00
HSTIX: 2.10
SPYG: 2.61

The current HSTIX Sharpe Ratio is 0.50, which is comparable to the SPYG Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of HSTIX and SPYG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.50
0.66
HSTIX
SPYG

Dividends

HSTIX vs. SPYG - Dividend Comparison

HSTIX's dividend yield for the trailing twelve months is around 0.87%, more than SPYG's 0.66% yield.


TTM20242023202220212020201920182017201620152014
HSTIX
Homestead Stock Index Fund
0.87%0.82%1.04%1.22%0.85%1.12%1.60%1.98%0.89%1.51%1.66%1.42%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.66%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

Drawdowns

HSTIX vs. SPYG - Drawdown Comparison

The maximum HSTIX drawdown since its inception was -55.58%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for HSTIX and SPYG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.90%
-11.62%
HSTIX
SPYG

Volatility

HSTIX vs. SPYG - Volatility Comparison

The current volatility for Homestead Stock Index Fund (HSTIX) is 14.15%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 16.37%. This indicates that HSTIX experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.15%
16.37%
HSTIX
SPYG