HSTRX vs. ATACX
HSTRX (Hussman Strategic Total Return Fund) and ATACX (ATAC Rotation Fund) are both Tactical Allocation funds. Over the past 10 years, HSTRX returned 4.83%/yr vs 7.24%/yr for ATACX. Their 0.26 correlation means their historical movements had little consistent relationship. HSTRX charges 0.75%/yr vs 1.74%/yr for ATACX.
Performance
HSTRX vs. ATACX - Performance Comparison
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Returns By Period
In the year-to-date period, HSTRX achieves a 2.61% return, which is significantly lower than ATACX's 9.21% return. Over the past 10 years, HSTRX has underperformed ATACX with an annualized return of 4.83%, while ATACX has yielded a comparatively higher 7.24% annualized return.
HSTRX
- 1D
- -0.53%
- 1M
- -0.70%
- 6M
- -0.18%
- YTD
- 2.61%
- 1Y
- 10.89%
- 3Y*
- 10.60%
- 5Y*
- 5.33%
- 10Y*
- 4.83%
- ALL TIME*
- 5.09%
ATACX
- 1D
- -0.63%
- 1M
- -3.33%
- 6M
- 5.74%
- YTD
- 9.21%
- 1Y
- 6.41%
- 3Y*
- 13.14%
- 5Y*
- -0.34%
- 10Y*
- 7.24%
- ALL TIME*
- 5.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ATACX ATAC Rotation Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
HSTRX vs. ATACX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HSTRX Hussman Strategic Total Return Fund | 2.61% | 20.33% | 6.06% | 6.04% | -6.23% | 1.21% | 11.45% | 11.42% | 1.48% | 1.21% |
ATACX ATAC Rotation Fund | 9.21% | 18.74% | 5.05% | 2.10% | -25.80% | -10.55% | 72.81% | 7.72% | -11.44% | 27.03% |
Correlation
The correlation between HSTRX and ATACX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.26 |
Over the past year, HSTRX and ATACX have become more correlated (0.48) than their long-term average of 0.26, meaning their price movements have been converging.
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Return for Risk
HSTRX vs. ATACX — Risk / Return Rank
HSTRX
ATACX
HSTRX vs. ATACX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hussman Strategic Total Return Fund (HSTRX) and ATAC Rotation Fund (ATACX). 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.
| HSTRX | ATACX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.37 | ||
| Sortino ratioReturn per unit of downside risk | +3.50 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.10 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 4.70 | 0.74 | +3.96 |
| Martin ratioReturn relative to average drawdown | 10.45 | 1.91 | +8.53 |
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Drawdowns
HSTRX vs. ATACX - Drawdown Comparison
The maximum HSTRX drawdown since its inception was -13.53%, smaller than the maximum ATACX drawdown of -51.26%. Use the drawdown chart below to compare losses from any high point for HSTRX and ATACX.
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Drawdown Indicators
| HSTRX | ATACX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.53% | -51.26% | +37.73% |
Max Drawdown (1Y)Largest decline over 1 year | -2.54% | -10.57% | +8.03% |
Max Drawdown (3Y)Largest decline over 3 years | -4.24% | -14.17% | +9.93% |
Max Drawdown (5Y)Largest decline over 5 years | -13.53% | -43.28% | +29.75% |
Max Drawdown (10Y)Largest decline over 10 years | -13.53% | -51.26% | +37.73% |
Current DrawdownCurrent decline from peak | -2.54% | -17.11% | +14.57% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -16.76% | +14.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 4.08% | -2.94% |
Volatility
HSTRX vs. ATACX - Volatility Comparison
The current volatility for Hussman Strategic Total Return Fund (HSTRX) is 1.03%, while ATAC Rotation Fund (ATACX) has a volatility of 2.81%. This indicates that HSTRX experiences smaller price fluctuations and is considered to be less risky than ATACX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSTRX | ATACX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | 2.81% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 2.48% | 16.19% | -13.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.28% | 18.88% | -14.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.42% | 20.65% | -14.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.90% | 20.64% | -14.74% |
HSTRX vs. ATACX - Expense Ratio Comparison
HSTRX has a 0.75% expense ratio, which is lower than ATACX's 1.74% expense ratio.
Dividends
HSTRX vs. ATACX - Dividend Comparison
HSTRX's dividend yield for the trailing twelve months is around 3.16%, more than ATACX's 1.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATACX ATAC Rotation Fund | 1.69% | 1.85% | 0.92% | 0.00% | 0.00% | 0.00% | 13.13% | 0.90% | 1.10% | 8.15% | 0.00% | 0.00% |
HSTRX Hussman Strategic Total Return Fund | 3.16% | 2.25% | 2.91% | 2.54% | 2.15% | 1.33% | 0.52% | 1.29% | 1.20% | 0.37% | 0.25% | 0.42% |
Frequently Asked Questions
HSTRX and ATACX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATACX has higher volatility (2.81%) compared to HSTRX (1.03%). In terms of maximum drawdown, HSTRX dropped -13.53% vs ATACX's -51.26%.
HSTRX currently has the higher Sharpe Ratio (2.78 vs 0.41), 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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