SVARX vs. HFSAX
Compare and contrast key facts about Spectrum Low Volatility Fund (SVARX) and Hundredfold Select Alternative Fund Investor Class (HFSAX).
SVARX is managed by Advisors Preferred. It was launched on Dec 15, 2013. HFSAX is managed by Advisors Preferred.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVARX or HFSAX.
Key characteristics
| SVARX | HFSAX | |
|---|---|---|
| YTD Return | 2.64% | 4.87% |
| 1Y Return | 10.74% | 14.48% |
| 3Y Return (Ann) | 2.50% | 1.20% |
| 5Y Return (Ann) | 7.32% | 7.10% |
| 10Y Return (Ann) | 6.79% | 4.01% |
| Sharpe Ratio | 2.44 | 2.25 |
| Sortino Ratio | 3.98 | 3.26 |
| Omega Ratio | 1.67 | 1.47 |
| Calmar Ratio | 3.37 | 1.02 |
| Martin Ratio | 9.65 | 10.22 |
| Ulcer Index | 1.13% | 1.43% |
| Daily Std Dev | 4.46% | 6.51% |
| Max Drawdown | -6.48% | -17.07% |
| Current Drawdown | -1.52% | -1.98% |
Correlation
The correlation between SVARX and HFSAX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SVARX vs. HFSAX - Performance Comparison
In the year-to-date period, SVARX achieves a 2.64% return, which is significantly lower than HFSAX's 4.87% return. Over the past 10 years, SVARX has outperformed HFSAX with an annualized return of 6.79%, while HFSAX has yielded a comparatively lower 4.01% annualized 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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SVARX vs. HFSAX - Expense Ratio Comparison
SVARX has a 2.34% expense ratio, which is higher than HFSAX's 1.75% expense ratio.
Risk-Adjusted Performance
SVARX vs. HFSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Spectrum Low Volatility Fund (SVARX) and Hundredfold Select Alternative Fund Investor Class (HFSAX). 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
SVARX vs. HFSAX - Dividend Comparison
SVARX's dividend yield for the trailing twelve months is around 7.03%, more than HFSAX's 5.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVARX Spectrum Low Volatility Fund | 7.03% | 3.35% | 0.00% | 5.70% | 0.71% | 3.38% | 2.41% | 4.79% | 6.68% | 3.02% | 2.82% | 0.18% |
HFSAX Hundredfold Select Alternative Fund Investor Class | 5.76% | 5.17% | 4.92% | 5.79% | 5.82% | 3.98% | 0.93% | 4.81% | 3.66% | 1.40% | 0.00% | 1.63% |
Drawdowns
SVARX vs. HFSAX - Drawdown Comparison
The maximum SVARX drawdown since its inception was -6.48%, smaller than the maximum HFSAX drawdown of -17.07%. Use the drawdown chart below to compare losses from any high point for SVARX and HFSAX. For additional features, visit the drawdowns tool.
Volatility
SVARX vs. HFSAX - Volatility Comparison
The current volatility for Spectrum Low Volatility Fund (SVARX) is 0.85%, while Hundredfold Select Alternative Fund Investor Class (HFSAX) has a volatility of 1.43%. This indicates that SVARX experiences smaller price fluctuations and is considered to be less risky than HFSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.