HTDIX vs. SPY
Compare and contrast key facts about Tactical Dividend and Momentum Fund (HTDIX) and SPDR S&P 500 ETF (SPY).
HTDIX is managed by Hanlon. It was launched on Sep 8, 2015. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HTDIX or SPY.
Key characteristics
| HTDIX | SPY | |
|---|---|---|
| YTD Return | 21.18% | 27.04% |
| 1Y Return | 27.62% | 39.75% |
| 3Y Return (Ann) | 0.17% | 10.21% |
| 5Y Return (Ann) | 5.17% | 15.93% |
| Sharpe Ratio | 2.35 | 3.15 |
| Sortino Ratio | 3.17 | 4.19 |
| Omega Ratio | 1.44 | 1.59 |
| Calmar Ratio | 1.28 | 4.60 |
| Martin Ratio | 14.22 | 20.85 |
| Ulcer Index | 1.94% | 1.85% |
| Daily Std Dev | 11.73% | 12.29% |
| Max Drawdown | -27.10% | -55.19% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between HTDIX and SPY is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
HTDIX vs. SPY - Performance Comparison
In the year-to-date period, HTDIX achieves a 21.18% return, which is significantly lower than SPY's 27.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HTDIX vs. SPY - Expense Ratio Comparison
HTDIX has a 1.40% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
HTDIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tactical Dividend and Momentum Fund (HTDIX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
HTDIX vs. SPY - Dividend Comparison
HTDIX's dividend yield for the trailing twelve months is around 1.59%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HTDIX Tactical Dividend and Momentum Fund | 1.59% | 1.92% | 0.00% | 0.00% | 0.00% | 0.69% | 0.36% | 0.65% | 1.29% | 0.34% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
HTDIX vs. SPY - Drawdown Comparison
The maximum HTDIX drawdown since its inception was -27.10%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for HTDIX and SPY. For additional features, visit the drawdowns tool.
Volatility
HTDIX vs. SPY - Volatility Comparison
Tactical Dividend and Momentum Fund (HTDIX) and SPDR S&P 500 ETF (SPY) have volatilities of 3.92% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.