SVPFX vs. HSTIX
Compare and contrast key facts about Goldman Sachs Strategic Volatility Premium Fund (SVPFX) and Homestead Stock Index Fund (HSTIX).
SVPFX is managed by Goldman Sachs. It was launched on Mar 28, 2021. HSTIX is managed by Homestead. It was launched on Oct 28, 1999.
Performance
SVPFX vs. HSTIX - Performance Comparison
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SVPFX vs. HSTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 0.97% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
HSTIX Homestead Stock Index Fund | -4.45% | 17.36% | 24.40% | 27.24% | -18.53% | 17.58% |
Returns By Period
In the year-to-date period, SVPFX achieves a 0.97% return, which is significantly higher than HSTIX's -4.45% return.
SVPFX
- 1D
- 0.10%
- 1M
- -0.15%
- YTD
- 0.97%
- 6M
- 2.58%
- 1Y
- 3.37%
- 3Y*
- 4.12%
- 5Y*
- —
- 10Y*
- —
HSTIX
- 1D
- 2.93%
- 1M
- -5.05%
- YTD
- -4.45%
- 6M
- -2.38%
- 1Y
- 16.81%
- 3Y*
- 18.24%
- 5Y*
- 11.53%
- 10Y*
- 13.63%
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SVPFX vs. HSTIX - Expense Ratio Comparison
SVPFX has a 0.38% expense ratio, which is lower than HSTIX's 0.50% expense ratio.
Return for Risk
SVPFX vs. HSTIX — Risk / Return Rank
SVPFX
HSTIX
SVPFX vs. HSTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Strategic Volatility Premium Fund (SVPFX) and Homestead Stock Index Fund (HSTIX). 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.
| SVPFX | HSTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.95 | -0.47 |
Sortino ratioReturn per unit of downside risk | 0.66 | 1.46 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.48 | -0.86 |
Martin ratioReturn relative to average drawdown | 3.32 | 7.06 | -3.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SVPFX | HSTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.95 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.37 | +0.01 |
Correlation
The correlation between SVPFX and HSTIX is 0.11, 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.
Dividends
SVPFX vs. HSTIX - Dividend Comparison
SVPFX's dividend yield for the trailing twelve months is around 2.48%, more than HSTIX's 1.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.48% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HSTIX Homestead Stock Index Fund | 1.91% | 1.82% | 1.08% | 2.49% | 1.91% | 2.13% | 1.40% | 1.98% | 1.98% | 0.89% | 1.51% | 1.66% |
Drawdowns
SVPFX vs. HSTIX - Drawdown Comparison
The maximum SVPFX drawdown since its inception was -6.37%, smaller than the maximum HSTIX drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for SVPFX and HSTIX.
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Drawdown Indicators
| SVPFX | HSTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.37% | -55.64% | +49.27% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -12.13% | +6.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.78% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.82% | — |
Current DrawdownCurrent decline from peak | -0.35% | -6.31% | +5.96% |
Average DrawdownAverage peak-to-trough decline | -1.99% | -11.65% | +9.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 2.54% | -1.56% |
Volatility
SVPFX vs. HSTIX - Volatility Comparison
The current volatility for Goldman Sachs Strategic Volatility Premium Fund (SVPFX) is 0.85%, while Homestead Stock Index Fund (HSTIX) has a volatility of 5.34%. This indicates that SVPFX experiences smaller price fluctuations and is considered to be less risky than HSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVPFX | HSTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.85% | 5.34% | -4.49% |
Volatility (6M)Calculated over the trailing 6-month period | 1.37% | 9.53% | -8.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.01% | 18.27% | -10.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.59% | 16.94% | -11.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.59% | 18.05% | -12.46% |