TSWEX vs. HDCTX
Compare and contrast key facts about TSW Large Cap Value Fund (TSWEX) and Rational Equity Armor Fund (HDCTX).
TSWEX is managed by TS&W Funds. It was launched on Jul 17, 1992. HDCTX is managed by Rational Funds. It was launched on Feb 28, 2001.
Performance
TSWEX vs. HDCTX - Performance Comparison
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TSWEX vs. HDCTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
TSWEX
HDCTX
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.
| TSWEX | HDCTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.18 | 1.14 | -1.32 |
Sortino ratioReturn per unit of downside risk | -0.08 | 1.66 | -1.74 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.22 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.00 | 1.63 | -1.63 |
Martin ratioReturn relative to average drawdown | 0.01 | 4.43 | -4.42 |
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
| TSWEX | HDCTX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| TSWEX | HDCTX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -12.50% | -6.95% | -5.55% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -6.45% | -0.91% |
Ulcer IndexDepth 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
| TSWEX | HDCTX | Difference | |
|---|---|---|---|
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% |