HSTRX vs. CGSD
Compare and contrast key facts about Hussman Strategic Total Return Fund (HSTRX) and Capital Group Short Duration Income ETF (CGSD).
HSTRX is managed by Hussman Funds. It was launched on Sep 11, 2002. CGSD is an actively managed fund by Capital Group. It was launched on Oct 25, 2022.
Performance
HSTRX vs. CGSD - Performance Comparison
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HSTRX vs. CGSD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HSTRX Hussman Strategic Total Return Fund | 3.20% | 20.33% | 6.06% | 6.04% | 1.29% |
CGSD Capital Group Short Duration Income ETF | 0.13% | 6.11% | 5.46% | 5.03% | 1.32% |
Returns By Period
In the year-to-date period, HSTRX achieves a 3.20% return, which is significantly higher than CGSD's 0.13% return.
HSTRX
- 1D
- 0.40%
- 1M
- -1.97%
- YTD
- 3.20%
- 6M
- 5.15%
- 1Y
- 17.13%
- 3Y*
- 10.52%
- 5Y*
- 6.20%
- 10Y*
- 5.53%
CGSD
- 1D
- 0.16%
- 1M
- -0.67%
- YTD
- 0.13%
- 6M
- 1.45%
- 1Y
- 4.48%
- 3Y*
- 5.01%
- 5Y*
- —
- 10Y*
- —
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HSTRX vs. CGSD - Expense Ratio Comparison
HSTRX has a 0.75% expense ratio, which is higher than CGSD's 0.25% expense ratio.
Return for Risk
HSTRX vs. CGSD — Risk / Return Rank
HSTRX
CGSD
HSTRX vs. CGSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hussman Strategic Total Return Fund (HSTRX) and Capital Group Short Duration Income ETF (CGSD). 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.
| HSTRX | CGSD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.55 | 2.67 | -0.12 |
Sortino ratioReturn per unit of downside risk | 3.54 | 4.13 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.57 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 5.41 | 3.99 | +1.43 |
Martin ratioReturn relative to average drawdown | 19.66 | 18.82 | +0.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HSTRX | CGSD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.55 | 2.67 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 2.42 | -1.56 |
Correlation
The correlation between HSTRX and CGSD is 0.50, 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.
Dividends
HSTRX vs. CGSD - Dividend Comparison
HSTRX's dividend yield for the trailing twelve months is around 1.98%, less than CGSD's 4.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSTRX Hussman Strategic Total Return Fund | 1.98% | 2.25% | 2.91% | 2.54% | 2.15% | 1.33% | 0.52% | 1.29% | 1.20% | 0.37% | 0.25% | 0.42% |
CGSD Capital Group Short Duration Income ETF | 4.49% | 4.48% | 4.57% | 4.43% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HSTRX vs. CGSD - Drawdown Comparison
The maximum HSTRX drawdown since its inception was -13.53%, which is greater than CGSD's maximum drawdown of -1.75%. Use the drawdown chart below to compare losses from any high point for HSTRX and CGSD.
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Drawdown Indicators
| HSTRX | CGSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.53% | -1.75% | -11.78% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -1.11% | -2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -13.53% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -13.53% | — | — |
Current DrawdownCurrent decline from peak | -1.97% | -0.67% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -2.70% | -0.29% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 0.24% | +0.63% |
Volatility
HSTRX vs. CGSD - Volatility Comparison
Hussman Strategic Total Return Fund (HSTRX) has a higher volatility of 1.22% compared to Capital Group Short Duration Income ETF (CGSD) at 0.64%. This indicates that HSTRX's price experiences larger fluctuations and is considered to be riskier than CGSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSTRX | CGSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 0.64% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 3.21% | 0.96% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.62% | 1.68% | +4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.46% | 2.20% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.96% | 2.20% | +3.76% |