HSTIX vs. UTG
Compare and contrast key facts about Homestead Stock Index Fund (HSTIX) and Reaves Utility Income Trust (UTG).
HSTIX is managed by Homestead. It was launched on Oct 28, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSTIX or UTG.
Key characteristics
| HSTIX | UTG | |
|---|---|---|
| YTD Return | 26.29% | 33.07% |
| 1Y Return | 36.37% | 45.39% |
| 3Y Return (Ann) | 8.92% | 8.06% |
| 5Y Return (Ann) | 14.67% | 5.65% |
| 10Y Return (Ann) | 12.48% | 9.11% |
| Sharpe Ratio | 2.95 | 3.26 |
| Sortino Ratio | 3.94 | 4.43 |
| Omega Ratio | 1.55 | 1.59 |
| Calmar Ratio | 4.29 | 2.31 |
| Martin Ratio | 19.28 | 17.65 |
| Ulcer Index | 1.88% | 2.58% |
| Daily Std Dev | 12.30% | 13.96% |
| Max Drawdown | -55.58% | -67.72% |
| Current Drawdown | -0.27% | 0.00% |
Correlation
The correlation between HSTIX and UTG is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HSTIX vs. UTG - Performance Comparison
In the year-to-date period, HSTIX achieves a 26.29% return, which is significantly lower than UTG's 33.07% return. Over the past 10 years, HSTIX has outperformed UTG with an annualized return of 12.48%, while UTG has yielded a comparatively lower 9.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HSTIX vs. UTG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Homestead Stock Index Fund (HSTIX) and Reaves Utility Income Trust (UTG). 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.
Dividends
HSTIX vs. UTG - Dividend Comparison
HSTIX's dividend yield for the trailing twelve months is around 0.89%, less than UTG's 6.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSTIX Homestead Stock Index Fund | 0.89% | 1.04% | 1.22% | 0.85% | 1.12% | 1.60% | 1.98% | 0.89% | 1.51% | 1.66% | 1.42% | 1.33% |
UTG Reaves Utility Income Trust | 6.81% | 8.53% | 8.07% | 6.35% | 6.59% | 5.69% | 6.86% | 6.54% | 9.42% | 7.29% | 5.53% | 6.85% |
Drawdowns
HSTIX vs. UTG - Drawdown Comparison
The maximum HSTIX drawdown since its inception was -55.58%, smaller than the maximum UTG drawdown of -67.72%. Use the drawdown chart below to compare losses from any high point for HSTIX and UTG. For additional features, visit the drawdowns tool.
Volatility
HSTIX vs. UTG - Volatility Comparison
The current volatility for Homestead Stock Index Fund (HSTIX) is 3.85%, while Reaves Utility Income Trust (UTG) has a volatility of 4.44%. This indicates that HSTIX experiences smaller price fluctuations and is considered to be less risky than UTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.