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USXF vs. HSTIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USXF and HSTIX is 0.93, 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.


-0.50.00.51.00.9

Performance

USXF vs. HSTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced MSCI USA ETF (USXF) and Homestead Stock Index Fund (HSTIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.69%
6.73%
USXF
HSTIX

Key characteristics

Sharpe Ratio

USXF:

1.76

HSTIX:

1.82

Sortino Ratio

USXF:

2.43

HSTIX:

2.46

Omega Ratio

USXF:

1.32

HSTIX:

1.34

Calmar Ratio

USXF:

2.89

HSTIX:

2.71

Martin Ratio

USXF:

10.76

HSTIX:

11.85

Ulcer Index

USXF:

2.73%

HSTIX:

1.94%

Daily Std Dev

USXF:

16.71%

HSTIX:

12.60%

Max Drawdown

USXF:

-29.54%

HSTIX:

-55.58%

Current Drawdown

USXF:

-4.89%

HSTIX:

-4.48%

Returns By Period

In the year-to-date period, USXF achieves a 26.64% return, which is significantly higher than HSTIX's 22.87% return.


USXF

YTD

26.64%

1M

-2.29%

6M

6.15%

1Y

29.37%

5Y*

N/A

10Y*

N/A

HSTIX

YTD

22.87%

1M

-1.62%

6M

6.57%

1Y

24.75%

5Y*

13.19%

10Y*

11.94%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


USXF vs. HSTIX - Expense Ratio Comparison

USXF has a 0.10% expense ratio, which is lower than HSTIX's 0.50% expense ratio.


HSTIX
Homestead Stock Index Fund
Expense ratio chart for HSTIX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for USXF: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

USXF vs. HSTIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA ETF (USXF) 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.


Sharpe ratio
The chart of Sharpe ratio for USXF, currently valued at 1.76, compared to the broader market0.002.004.001.761.98
The chart of Sortino ratio for USXF, currently valued at 2.42, compared to the broader market-2.000.002.004.006.008.0010.002.432.66
The chart of Omega ratio for USXF, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.37
The chart of Calmar ratio for USXF, currently valued at 2.89, compared to the broader market0.005.0010.0015.002.892.93
The chart of Martin ratio for USXF, currently valued at 10.76, compared to the broader market0.0020.0040.0060.0080.00100.0010.7612.65
USXF
HSTIX

The current USXF Sharpe Ratio is 1.76, which is comparable to the HSTIX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of USXF and HSTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.76
1.98
USXF
HSTIX

Dividends

USXF vs. HSTIX - Dividend Comparison

USXF's dividend yield for the trailing twelve months is around 1.00%, more than HSTIX's 0.08% yield.


TTM20232022202120202019201820172016201520142013
USXF
iShares ESG Advanced MSCI USA ETF
1.00%1.21%1.39%0.85%0.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HSTIX
Homestead Stock Index Fund
0.08%1.04%1.22%0.85%1.12%1.60%1.98%0.89%1.51%1.66%1.42%1.33%

Drawdowns

USXF vs. HSTIX - Drawdown Comparison

The maximum USXF drawdown since its inception was -29.54%, smaller than the maximum HSTIX drawdown of -55.58%. Use the drawdown chart below to compare losses from any high point for USXF and HSTIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.89%
-4.48%
USXF
HSTIX

Volatility

USXF vs. HSTIX - Volatility Comparison

iShares ESG Advanced MSCI USA ETF (USXF) has a higher volatility of 4.80% compared to Homestead Stock Index Fund (HSTIX) at 3.62%. This indicates that USXF's price experiences larger fluctuations and is considered to be riskier than HSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.80%
3.62%
USXF
HSTIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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