HSTIX vs. USXF
HSTIX (Homestead Stock Index Fund) and USXF (iShares ESG Advanced MSCI USA ETF) are both funds - HSTIX is a Large Cap Blend Equities fund managed by Homestead, while USXF is a Large Cap Growth Equities fund tracking the MSCI USA Choice ESG Screened Index. Over the past 5 years, HSTIX returned 13.84%/yr vs 15.57%/yr for USXF. Their correlation of 0.93 suggests significant overlap in exposure. HSTIX charges 0.50%/yr vs 0.10%/yr for USXF.
Performance
HSTIX vs. USXF - Performance Comparison
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Returns By Period
In the year-to-date period, HSTIX achieves a 9.94% return, which is significantly lower than USXF's 21.17% return.
HSTIX
- 1D
- 1.09%
- 1M
- 0.43%
- YTD
- 9.94%
- 6M
- 9.43%
- 1Y
- 26.59%
- 3Y*
- 20.91%
- 5Y*
- 13.84%
- 10Y*
- 15.14%
USXF
- 1D
- 0.37%
- 1M
- 4.92%
- YTD
- 21.17%
- 6M
- 20.48%
- 1Y
- 36.70%
- 3Y*
- 26.99%
- 5Y*
- 15.57%
- 10Y*
- —
HSTIX vs. USXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HSTIX Homestead Stock Index Fund | 9.94% | 17.36% | 24.40% | 27.24% | -18.53% | 28.07% | 21.36% |
USXF iShares ESG Advanced MSCI USA ETF | 21.17% | 16.97% | 26.16% | 31.65% | -21.20% | 27.14% | 23.07% |
Correlation
The correlation between HSTIX and USXF is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.93 |
The correlation between HSTIX and USXF has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
HSTIX vs. USXF — Risk / Return Rank
HSTIX
USXF
HSTIX vs. USXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Homestead Stock Index Fund (HSTIX) and iShares ESG Advanced MSCI USA ETF (USXF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HSTIX | USXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 3.62 | -0.67 |
| Martin ratioReturn relative to average drawdown | 13.29 | 13.89 | -0.60 |
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Drawdowns
HSTIX vs. USXF - Drawdown Comparison
The maximum HSTIX drawdown since its inception was -55.64%, which is greater than USXF's maximum drawdown of -29.54%. Use the drawdown chart below to compare losses from any high point for HSTIX and USXF.
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Drawdown Indicators
| HSTIX | USXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.64% | -29.54% | -26.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.97% | -10.19% | +1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -18.79% | -20.93% | +2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -24.78% | -29.54% | +4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | — | — |
Current DrawdownCurrent decline from peak | -1.37% | -0.18% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -11.56% | -6.39% | -5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.65% | -0.66% |
Volatility
HSTIX vs. USXF - Volatility Comparison
The current volatility for Homestead Stock Index Fund (HSTIX) is 4.77%, while iShares ESG Advanced MSCI USA ETF (USXF) has a volatility of 7.80%. This indicates that HSTIX experiences smaller price fluctuations and is considered to be less risky than USXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSTIX | USXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 7.80% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 14.29% | -4.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 17.45% | -4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 19.79% | -2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 19.32% | -1.22% |
HSTIX vs. USXF - Expense Ratio Comparison
HSTIX has a 0.50% expense ratio, which is higher than USXF's 0.10% expense ratio.
Dividends
HSTIX vs. USXF - Dividend Comparison
HSTIX's dividend yield for the trailing twelve months is around 1.66%, more than USXF's 0.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSTIX Homestead Stock Index Fund | 1.66% | 1.82% | 1.08% | 2.49% | 1.91% | 2.13% | 1.40% | 1.98% | 1.98% | 0.89% | 1.51% | 1.66% |
USXF iShares ESG Advanced MSCI USA ETF | 0.79% | 0.93% | 1.00% | 1.21% | 1.39% | 0.86% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, HSTIX and USXF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
USXF has higher volatility (7.80%) compared to HSTIX (4.77%). In terms of maximum drawdown, HSTIX dropped -55.64% vs USXF's -29.54%.
HSTIX currently has the higher Sharpe Ratio (2.12 vs 2.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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