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WPLCX vs. HDCTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WPLCX vs. HDCTX - Performance Comparison

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

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WPLCX vs. HDCTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WPLCX
WP Large Cap Income Plus Fund
-1.77%16.54%19.35%25.92%-35.46%22.54%-22.55%52.10%-16.58%23.73%
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, WPLCX achieves a -1.77% return, which is significantly higher than HDCTX's -2.29% return. Over the past 10 years, WPLCX has outperformed HDCTX with an annualized return of 7.26%, while HDCTX has yielded a comparatively lower 4.36% annualized return.


WPLCX

1D
-1.39%
1M
-11.32%
YTD
-1.77%
6M
1.02%
1Y
16.73%
3Y*
18.43%
5Y*
4.44%
10Y*
7.26%

HDCTX

1D
-0.54%
1M
-3.98%
YTD
-2.29%
6M
-2.74%
1Y
11.82%
3Y*
10.69%
5Y*
5.11%
10Y*
4.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WPLCX vs. HDCTX - Expense Ratio Comparison

WPLCX has a 2.33% expense ratio, which is higher than HDCTX's 1.17% expense ratio.


Return for Risk

WPLCX vs. HDCTX — Risk / Return Rank

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

WPLCX
WPLCX Risk / Return Rank: 3232
Overall Rank
WPLCX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
WPLCX Sortino Ratio Rank: 3333
Sortino Ratio Rank
WPLCX Omega Ratio Rank: 3636
Omega Ratio Rank
WPLCX Calmar Ratio Rank: 2929
Calmar Ratio Rank
WPLCX Martin Ratio Rank: 3232
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.

WPLCX vs. HDCTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WP Large Cap Income Plus Fund (WPLCX) 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.


WPLCXHDCTXDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.14

-0.41

Sortino ratio

Return per unit of downside risk

1.17

1.66

-0.50

Omega ratio

Gain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

0.84

1.63

-0.79

Martin ratio

Return relative to average drawdown

3.50

4.43

-0.93

WPLCX vs. HDCTX - Sharpe Ratio Comparison

The current WPLCX Sharpe Ratio is 0.73, which is lower than the HDCTX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of WPLCX 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


WPLCXHDCTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.14

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.49

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

0.38

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.36

-0.36

Correlation

The correlation between WPLCX and HDCTX is 0.68, 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.


Dividends

WPLCX vs. HDCTX - Dividend Comparison

WPLCX has not paid dividends to shareholders, while HDCTX's dividend yield for the trailing twelve months is around 0.12%.


TTM20252024202320222021202020192018201720162015
WPLCX
WP Large Cap Income Plus Fund
0.00%0.00%0.00%0.00%0.00%0.28%0.74%2.41%0.11%2.56%0.18%0.19%
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

WPLCX vs. HDCTX - Drawdown Comparison

The maximum WPLCX drawdown since its inception was -98.43%, which is greater than HDCTX's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for WPLCX and HDCTX.


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Drawdown Indicators


WPLCXHDCTXDifference

Max Drawdown

Largest peak-to-trough decline

-98.43%

-59.05%

-39.38%

Max Drawdown (1Y)

Largest decline over 1 year

-16.68%

-6.95%

-9.73%

Max Drawdown (5Y)

Largest decline over 5 years

-98.43%

-18.22%

-80.21%

Max Drawdown (10Y)

Largest decline over 10 years

-98.43%

-19.43%

-79.00%

Current Drawdown

Current decline from peak

-97.82%

-6.95%

-90.87%

Average Drawdown

Average peak-to-trough decline

-22.12%

-6.45%

-15.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

2.56%

+1.46%

Volatility

WPLCX vs. HDCTX - Volatility Comparison

WP Large Cap Income Plus Fund (WPLCX) has a higher volatility of 6.41% compared to Rational Equity Armor Fund (HDCTX) at 1.82%. This indicates that WPLCX'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


WPLCXHDCTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

1.82%

+4.59%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

6.23%

+7.35%

Volatility (1Y)

Calculated over the trailing 1-year period

23.65%

11.05%

+12.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2,424.33%

10.49%

+2,413.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,714.35%

11.44%

+1,702.91%