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HSTRX vs. VWIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HSTRX and VWIAX is 0.14, 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.


Performance

HSTRX vs. VWIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hussman Strategic Total Return Fund (HSTRX) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%220.00%December2025FebruaryMarchAprilMay
127.53%
204.07%
HSTRX
VWIAX

Key characteristics

Sharpe Ratio

HSTRX:

2.44

VWIAX:

0.55

Sortino Ratio

HSTRX:

3.65

VWIAX:

0.73

Omega Ratio

HSTRX:

1.46

VWIAX:

1.12

Calmar Ratio

HSTRX:

4.08

VWIAX:

0.52

Martin Ratio

HSTRX:

11.64

VWIAX:

1.56

Ulcer Index

HSTRX:

1.26%

VWIAX:

2.78%

Daily Std Dev

HSTRX:

6.04%

VWIAX:

7.96%

Max Drawdown

HSTRX:

-14.31%

VWIAX:

-23.93%

Current Drawdown

HSTRX:

-0.06%

VWIAX:

-4.37%

Returns By Period

In the year-to-date period, HSTRX achieves a 9.44% return, which is significantly higher than VWIAX's 1.92% return. Over the past 10 years, HSTRX has outperformed VWIAX with an annualized return of 4.53%, while VWIAX has yielded a comparatively lower 3.07% annualized return.


HSTRX

YTD

9.44%

1M

3.79%

6M

8.57%

1Y

14.56%

5Y*

3.66%

10Y*

4.53%

VWIAX

YTD

1.92%

1M

3.15%

6M

-2.34%

1Y

3.73%

5Y*

2.66%

10Y*

3.07%

*Annualized

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HSTRX vs. VWIAX - Expense Ratio Comparison

HSTRX has a 0.75% expense ratio, which is higher than VWIAX's 0.16% expense ratio.


Risk-Adjusted Performance

HSTRX vs. VWIAX — Risk-Adjusted Performance Rank

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

HSTRX
The Risk-Adjusted Performance Rank of HSTRX is 9595
Overall Rank
The Sharpe Ratio Rank of HSTRX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of HSTRX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of HSTRX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of HSTRX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of HSTRX is 9595
Martin Ratio Rank

VWIAX
The Risk-Adjusted Performance Rank of VWIAX is 4949
Overall Rank
The Sharpe Ratio Rank of VWIAX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIAX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of VWIAX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VWIAX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VWIAX is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HSTRX vs. VWIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hussman Strategic Total Return Fund (HSTRX) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX). 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.


The current HSTRX Sharpe Ratio is 2.44, which is higher than the VWIAX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of HSTRX and VWIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
2.44
0.55
HSTRX
VWIAX

Dividends

HSTRX vs. VWIAX - Dividend Comparison

HSTRX's dividend yield for the trailing twelve months is around 3.05%, less than VWIAX's 3.87% yield.


TTM20242023202220212020201920182017201620152014
HSTRX
Hussman Strategic Total Return Fund
3.05%2.91%2.55%2.14%1.33%0.52%1.29%1.20%0.37%0.25%0.42%1.48%
VWIAX
Vanguard Wellesley Income Fund Admiral Shares
3.87%3.83%5.80%3.25%2.55%2.72%2.97%3.38%2.92%3.02%3.18%3.23%

Drawdowns

HSTRX vs. VWIAX - Drawdown Comparison

The maximum HSTRX drawdown since its inception was -14.31%, smaller than the maximum VWIAX drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for HSTRX and VWIAX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.06%
-4.37%
HSTRX
VWIAX

Volatility

HSTRX vs. VWIAX - Volatility Comparison

The current volatility for Hussman Strategic Total Return Fund (HSTRX) is 2.85%, while Vanguard Wellesley Income Fund Admiral Shares (VWIAX) has a volatility of 3.57%. This indicates that HSTRX experiences smaller price fluctuations and is considered to be less risky than VWIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%December2025FebruaryMarchAprilMay
2.85%
3.57%
HSTRX
VWIAX