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TSWEX vs. HDCTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSWEX vs. HDCTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TSW Large Cap Value Fund (TSWEX) and Rational Equity Armor Fund (HDCTX). The values are adjusted to include any dividend payments, if applicable.

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TSWEX vs. HDCTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSWEX
TSW Large Cap Value Fund
1.69%2.29%11.12%6.47%0.85%25.23%7.37%21.26%-1.91%14.52%
HDCTX
Rational Equity Armor Fund
-2.29%12.64%16.85%2.95%-10.68%14.52%15.85%11.32%-11.94%-1.99%

Returns By Period

In the year-to-date period, TSWEX achieves a 1.69% return, which is significantly higher than HDCTX's -2.29% return. Over the past 10 years, TSWEX has outperformed HDCTX with an annualized return of 9.26%, while HDCTX has yielded a comparatively lower 4.36% annualized return.


TSWEX

1D
-0.23%
1M
-5.36%
YTD
1.69%
6M
-9.88%
1Y
-3.20%
3Y*
7.85%
5Y*
6.72%
10Y*
9.26%

HDCTX

1D
-0.54%
1M
-4.07%
YTD
-2.29%
6M
-2.29%
1Y
12.17%
3Y*
10.69%
5Y*
5.11%
10Y*
4.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSWEX vs. HDCTX - Expense Ratio Comparison

TSWEX has a 0.75% expense ratio, which is lower than HDCTX's 1.17% expense ratio.


Return for Risk

TSWEX vs. HDCTX — Risk / Return Rank

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

TSWEX
TSWEX Risk / Return Rank: 44
Overall Rank
TSWEX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TSWEX Sortino Ratio Rank: 33
Sortino Ratio Rank
TSWEX Omega Ratio Rank: 33
Omega Ratio Rank
TSWEX Calmar Ratio Rank: 66
Calmar Ratio Rank
TSWEX Martin Ratio Rank: 66
Martin Ratio Rank

HDCTX
HDCTX Risk / Return Rank: 5959
Overall Rank
HDCTX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
HDCTX Sortino Ratio Rank: 6565
Sortino Ratio Rank
HDCTX Omega Ratio Rank: 5555
Omega Ratio Rank
HDCTX Calmar Ratio Rank: 7070
Calmar Ratio Rank
HDCTX Martin Ratio Rank: 4343
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.

TSWEX vs. HDCTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TSW Large Cap Value Fund (TSWEX) and Rational Equity Armor Fund (HDCTX). 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.


TSWEXHDCTXDifference

Sharpe ratio

Return per unit of total volatility

-0.18

1.14

-1.32

Sortino ratio

Return per unit of downside risk

-0.08

1.66

-1.74

Omega ratio

Gain probability vs. loss probability

0.98

1.22

-0.24

Calmar ratio

Return relative to maximum drawdown

0.00

1.63

-1.63

Martin ratio

Return relative to average drawdown

0.01

4.43

-4.42

TSWEX vs. HDCTX - Sharpe Ratio Comparison

The current TSWEX Sharpe Ratio is -0.18, which is lower than the HDCTX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of TSWEX and HDCTX, 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


TSWEXHDCTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

1.14

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.49

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.38

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.36

+0.10

Correlation

The correlation between TSWEX and HDCTX is 0.80, 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

TSWEX vs. HDCTX - Dividend Comparison

TSWEX's dividend yield for the trailing twelve months is around 0.67%, more than HDCTX's 0.12% yield.


TTM20252024202320222021202020192018201720162015
TSWEX
TSW Large Cap Value Fund
0.67%1.05%8.86%8.12%12.42%13.07%5.12%4.40%16.09%8.52%11.06%6.91%
HDCTX
Rational Equity Armor Fund
0.12%0.00%0.00%0.17%0.78%1.21%1.10%5.37%7.86%5.60%3.28%15.32%

Drawdowns

TSWEX vs. HDCTX - Drawdown Comparison

The maximum TSWEX drawdown since its inception was -53.14%, smaller than the maximum HDCTX drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for TSWEX and HDCTX.


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Drawdown Indicators


TSWEXHDCTXDifference

Max Drawdown

Largest peak-to-trough decline

-53.14%

-59.05%

+5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.35%

-6.95%

-7.40%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-18.22%

+1.88%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-19.43%

-14.47%

Current Drawdown

Current decline from peak

-12.50%

-6.95%

-5.55%

Average Drawdown

Average peak-to-trough decline

-7.36%

-6.45%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.19%

2.56%

+3.63%

Volatility

TSWEX vs. HDCTX - Volatility Comparison

TSW Large Cap Value Fund (TSWEX) has a higher volatility of 2.96% compared to Rational Equity Armor Fund (HDCTX) at 1.82%. This indicates that TSWEX's price experiences larger fluctuations and is considered to be riskier than HDCTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSWEXHDCTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

1.82%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

16.42%

6.23%

+10.19%

Volatility (1Y)

Calculated over the trailing 1-year period

21.69%

11.05%

+10.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

10.49%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

11.44%

+4.90%