SPY vs. HSTRX
Compare and contrast key facts about SPDR S&P 500 ETF (SPY) and Hussman Strategic Total Return Fund (HSTRX).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. HSTRX is managed by Hussman Funds. It was launched on Sep 11, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPY or HSTRX.
Correlation
The correlation between SPY and HSTRX 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
SPY vs. HSTRX - Performance Comparison
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Key characteristics
SPY:
0.64
HSTRX:
1.66
SPY:
1.16
HSTRX:
2.50
SPY:
1.17
HSTRX:
1.33
SPY:
0.79
HSTRX:
3.20
SPY:
3.04
HSTRX:
8.81
SPY:
4.87%
HSTRX:
1.31%
SPY:
20.29%
HSTRX:
6.53%
SPY:
-55.19%
HSTRX:
-14.31%
SPY:
-3.38%
HSTRX:
-2.44%
Returns By Period
In the year-to-date period, SPY achieves a 1.05% return, which is significantly lower than HSTRX's 6.84% return. Over the past 10 years, SPY has outperformed HSTRX with an annualized return of 12.69%, while HSTRX has yielded a comparatively lower 4.24% annualized return.
SPY
1.05%
9.83%
0.15%
12.87%
17.33%
12.69%
HSTRX
6.84%
-1.87%
7.25%
10.74%
3.01%
4.24%
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SPY vs. HSTRX - Expense Ratio Comparison
SPY has a 0.09% expense ratio, which is lower than HSTRX's 0.75% expense ratio.
Risk-Adjusted Performance
SPY vs. HSTRX — Risk-Adjusted Performance Rank
SPY
HSTRX
SPY vs. HSTRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 ETF (SPY) and Hussman Strategic Total Return Fund (HSTRX). 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.
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Dividends
SPY vs. HSTRX - Dividend Comparison
SPY's dividend yield for the trailing twelve months is around 1.21%, less than HSTRX's 3.13% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
HSTRX Hussman Strategic Total Return Fund | 3.13% | 2.91% | 2.55% | 2.14% | 1.33% | 0.52% | 1.29% | 1.20% | 0.37% | 0.25% | 0.42% | 1.48% |
Drawdowns
SPY vs. HSTRX - Drawdown Comparison
The maximum SPY drawdown since its inception was -55.19%, which is greater than HSTRX's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for SPY and HSTRX. For additional features, visit the drawdowns tool.
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Volatility
SPY vs. HSTRX - Volatility Comparison
SPDR S&P 500 ETF (SPY) has a higher volatility of 6.19% compared to Hussman Strategic Total Return Fund (HSTRX) at 3.33%. This indicates that SPY's price experiences larger fluctuations and is considered to be riskier than HSTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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