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SCHV vs. HOVLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHV vs. HOVLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap Value ETF (SCHV) and Homestead Funds Value Fund (HOVLX). The values are adjusted to include any dividend payments, if applicable.

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SCHV vs. HOVLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHV
Schwab U.S. Large-Cap Value ETF
3.89%16.02%14.13%8.93%-7.65%25.58%2.64%25.92%-7.30%16.56%
HOVLX
Homestead Funds Value Fund
1.29%14.60%14.29%12.03%-5.67%25.09%7.74%27.72%-6.52%22.22%

Returns By Period

In the year-to-date period, SCHV achieves a 3.89% return, which is significantly higher than HOVLX's 1.29% return. Over the past 10 years, SCHV has underperformed HOVLX with an annualized return of 10.62%, while HOVLX has yielded a comparatively higher 11.84% annualized return.


SCHV

1D
0.39%
1M
-4.32%
YTD
3.89%
6M
6.05%
1Y
17.64%
3Y*
14.46%
5Y*
9.37%
10Y*
10.62%

HOVLX

1D
2.55%
1M
-5.90%
YTD
1.29%
6M
3.86%
1Y
14.62%
3Y*
14.58%
5Y*
9.54%
10Y*
11.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHV vs. HOVLX - Expense Ratio Comparison

SCHV has a 0.04% expense ratio, which is lower than HOVLX's 0.63% expense ratio.


Return for Risk

SCHV vs. HOVLX — Risk / Return Rank

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

SCHV
SCHV Risk / Return Rank: 6262
Overall Rank
SCHV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SCHV Sortino Ratio Rank: 6161
Sortino Ratio Rank
SCHV Omega Ratio Rank: 6565
Omega Ratio Rank
SCHV Calmar Ratio Rank: 5555
Calmar Ratio Rank
SCHV Martin Ratio Rank: 6666
Martin Ratio Rank

HOVLX
HOVLX Risk / Return Rank: 4545
Overall Rank
HOVLX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HOVLX Sortino Ratio Rank: 4040
Sortino Ratio Rank
HOVLX Omega Ratio Rank: 4444
Omega Ratio Rank
HOVLX Calmar Ratio Rank: 4848
Calmar Ratio Rank
HOVLX Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCHV vs. HOVLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Value ETF (SCHV) and Homestead Funds Value Fund (HOVLX). 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.


SCHVHOVLXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.90

+0.25

Sortino ratio

Return per unit of downside risk

1.64

1.33

+0.31

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.04

Calmar ratio

Return relative to maximum drawdown

1.48

1.30

+0.17

Martin ratio

Return relative to average drawdown

6.91

5.58

+1.32

SCHV vs. HOVLX - Sharpe Ratio Comparison

The current SCHV Sharpe Ratio is 1.15, which is comparable to the HOVLX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of SCHV and HOVLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCHVHOVLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.90

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.63

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.66

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.60

+0.08

Correlation

The correlation between SCHV and HOVLX is 0.95, 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.


Dividends

SCHV vs. HOVLX - Dividend Comparison

SCHV's dividend yield for the trailing twelve months is around 1.96%, less than HOVLX's 10.48% yield.


TTM20252024202320222021202020192018201720162015
SCHV
Schwab U.S. Large-Cap Value ETF
1.96%2.02%2.25%2.42%2.37%1.93%3.03%3.02%3.05%2.37%2.65%2.69%
HOVLX
Homestead Funds Value Fund
10.48%10.62%9.71%5.75%10.54%8.65%16.55%15.30%11.01%5.34%10.00%7.22%

Drawdowns

SCHV vs. HOVLX - Drawdown Comparison

The maximum SCHV drawdown since its inception was -37.08%, smaller than the maximum HOVLX drawdown of -57.90%. Use the drawdown chart below to compare losses from any high point for SCHV and HOVLX.


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Drawdown Indicators


SCHVHOVLXDifference

Max Drawdown

Largest peak-to-trough decline

-37.08%

-57.90%

+20.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-12.15%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-19.78%

-19.32%

-0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-37.08%

-38.08%

+1.00%

Current Drawdown

Current decline from peak

-4.58%

-5.90%

+1.32%

Average Drawdown

Average peak-to-trough decline

-3.86%

-6.84%

+2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.83%

-0.28%

Volatility

SCHV vs. HOVLX - Volatility Comparison

The current volatility for Schwab U.S. Large-Cap Value ETF (SCHV) is 4.13%, while Homestead Funds Value Fund (HOVLX) has a volatility of 4.79%. This indicates that SCHV experiences smaller price fluctuations and is considered to be less risky than HOVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHVHOVLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

4.79%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

8.08%

8.65%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

16.49%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

15.11%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

17.90%

-0.99%