HSTRX vs. VOO
Compare and contrast key facts about Hussman Strategic Total Return Fund (HSTRX) and Vanguard S&P 500 ETF (VOO).
HSTRX is managed by Hussman Funds. It was launched on Sep 11, 2002. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
HSTRX vs. VOO - Performance Comparison
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HSTRX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HSTRX Hussman Strategic Total Return Fund | 3.20% | 20.33% | 6.06% | 6.04% | -6.23% | 1.21% | 11.45% | 11.42% | 1.48% | 1.21% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, HSTRX achieves a 3.20% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, HSTRX has underperformed VOO with an annualized return of 5.53%, while VOO has yielded a comparatively higher 14.14% annualized 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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HSTRX vs. VOO - Expense Ratio Comparison
HSTRX has a 0.75% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
HSTRX vs. VOO — Risk / Return Rank
HSTRX
VOO
HSTRX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hussman Strategic Total Return Fund (HSTRX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.55 | 1.01 | +1.54 |
Sortino ratioReturn per unit of downside risk | 3.54 | 1.53 | +2.01 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.23 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 5.41 | 1.55 | +3.86 |
Martin ratioReturn relative to average drawdown | 19.66 | 7.31 | +12.35 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.55 | 1.01 | +1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.71 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.79 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.83 | +0.03 |
Correlation
The correlation between HSTRX and VOO is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HSTRX vs. VOO - Dividend Comparison
HSTRX's dividend yield for the trailing twelve months is around 1.98%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
HSTRX vs. VOO - Drawdown Comparison
The maximum HSTRX drawdown since its inception was -13.53%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HSTRX and VOO.
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Drawdown Indicators
| HSTRX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.53% | -33.99% | +20.46% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -11.98% | +8.84% |
Max Drawdown (5Y)Largest decline over 5 years | -13.53% | -24.52% | +10.99% |
Max Drawdown (10Y)Largest decline over 10 years | -13.53% | -33.99% | +20.46% |
Current DrawdownCurrent decline from peak | -1.97% | -5.55% | +3.58% |
Average DrawdownAverage peak-to-trough decline | -2.70% | -3.72% | +1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 2.55% | -1.68% |
Volatility
HSTRX vs. VOO - Volatility Comparison
The current volatility for Hussman Strategic Total Return Fund (HSTRX) is 1.22%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that HSTRX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSTRX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 5.34% | -4.12% |
Volatility (6M)Calculated over the trailing 6-month period | 3.21% | 9.47% | -6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.62% | 18.11% | -11.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.46% | 16.82% | -10.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.96% | 17.99% | -12.03% |