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HSTIX vs. USXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSTIX vs. USXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Homestead Stock Index Fund (HSTIX) and iShares ESG Advanced MSCI USA ETF (USXF). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSTIX vs. USXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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

HSTIX
HSTIX Risk / Return Rank: 6363
Overall Rank
HSTIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HSTIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
HSTIX Omega Ratio Rank: 5858
Omega Ratio Rank
HSTIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
HSTIX Martin Ratio Rank: 7575
Martin Ratio Rank

USXF
USXF Risk / Return Rank: 6868
Overall Rank
USXF Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
USXF Sortino Ratio Rank: 6262
Sortino Ratio Rank
USXF Omega Ratio Rank: 6464
Omega Ratio Rank
USXF Calmar Ratio Rank: 7474
Calmar Ratio Rank
USXF Martin Ratio Rank: 7676
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. 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.


HSTIXUSXFDifference
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

HSTIX vs. USXF - Sharpe Ratio Comparison

The current HSTIX Sharpe Ratio is 2.12, which is comparable to the USXF Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of HSTIX and USXF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


HSTIXUSXFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.37%

-0.18%

-1.19%

Average Drawdown

Average peak-to-trough decline

-11.56%

-6.39%

-5.17%

Ulcer Index

Depth 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


HSTIXUSXFDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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