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XSVM vs. HSCSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSVM vs. HSCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Value with Momentum ETF (XSVM) and Homestead Small Company Stock Fund (HSCSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XSVM achieves a 27.31% return, which is significantly higher than HSCSX's 8.87% return. Over the past 10 years, XSVM has outperformed HSCSX with an annualized return of 13.04%, while HSCSX has yielded a comparatively lower 6.74% annualized return.


XSVM

1D
1.19%
1M
3.59%
6M
17.18%
YTD
27.31%
1Y
43.31%
3Y*
15.08%
5Y*
10.26%
10Y*
13.04%
ALL TIME*
9.38%

HSCSX

1D
0.52%
1M
-2.70%
6M
2.72%
YTD
8.87%
1Y
15.52%
3Y*
6.65%
5Y*
3.36%
10Y*
6.74%
ALL TIME*
8.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$2.64M$2.37M$2.08M

XSVM vs. HSCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XSVM
Invesco S&P SmallCap Value with Momentum ETF
27.31%7.47%2.30%20.20%-13.63%56.36%5.08%30.01%-12.33%3.62%
HSCSX
Homestead Small Company Stock Fund
8.87%0.54%8.52%17.21%-16.97%20.38%22.25%22.41%-27.09%12.03%

Correlation

The correlation between XSVM and HSCSX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.79

Correlation (3Y)
Balances recent behavior with more history.

0.87

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.88

Correlation (10Y)
Provides a long-term view across more market conditions.

0.84

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2005

0.86

The correlation between XSVM and HSCSX has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.

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Return for Risk

XSVM vs. HSCSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XSVM
XSVM Risk / Return Rank: 9191
Overall Rank
XSVM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 9393
Sortino Ratio Rank
XSVM Omega Ratio Rank: 9090
Omega Ratio Rank
XSVM Calmar Ratio Rank: 9292
Calmar Ratio Rank
XSVM Martin Ratio Rank: 8888
Martin Ratio Rank

HSCSX
HSCSX Risk / Return Rank: 2323
Overall Rank
HSCSX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HSCSX Sortino Ratio Rank: 2222
Sortino Ratio Rank
HSCSX Omega Ratio Rank: 1919
Omega Ratio Rank
HSCSX Calmar Ratio Rank: 2828
Calmar Ratio Rank
HSCSX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XSVM vs. HSCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Value with Momentum ETF (XSVM) and Homestead Small Company Stock Fund (HSCSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XSVMHSCSXDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.27

Omega ratioGain probability vs. loss probability

1.43

1.14

+0.29

Calmar ratioReturn relative to maximum drawdown

4.32

1.34

+2.97

Martin ratioReturn relative to average drawdown

13.79

4.11

+9.69

XSVM vs. HSCSX - Sharpe Ratio Comparison

The current XSVM Sharpe Ratio is 2.45, which is higher than the HSCSX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of XSVM and HSCSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XSVM vs. HSCSX - Drawdown Comparison

The maximum XSVM drawdown since its inception was -62.57%, which is greater than HSCSX's maximum drawdown of -55.79%. Use the drawdown chart below to compare losses from any high point for XSVM and HSCSX.


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Drawdown Indicators


XSVMHSCSXDifference

Max Drawdown

Largest peak-to-trough decline

-62.57%

-55.79%

-6.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-10.95%

+0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-26.21%

-29.42%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-29.42%

+3.21%

Max Drawdown (10Y)

Largest decline over 10 years

-49.02%

-44.64%

-4.38%

Current Drawdown

Current decline from peak

-0.28%

-5.29%

+5.01%

Average Drawdown

Average peak-to-trough decline

-11.48%

-9.27%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

3.57%

-0.42%

Volatility

XSVM vs. HSCSX - Volatility Comparison

Invesco S&P SmallCap Value with Momentum ETF (XSVM) and Homestead Small Company Stock Fund (HSCSX) have volatilities of 4.25% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSVMHSCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

4.26%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.78%

13.74%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

19.14%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

21.85%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.01%

22.41%

+2.60%

XSVM vs. HSCSX - Expense Ratio Comparison

XSVM has a 0.37% expense ratio, which is lower than HSCSX's 1.06% expense ratio.


Dividends

XSVM vs. HSCSX - Dividend Comparison

XSVM's dividend yield for the trailing twelve months is around 1.73%, less than HSCSX's 13.31% yield.


PositionTTM20252024202320222021202020192018201720162015
HSCSX
Homestead Small Company Stock Fund
13.31%10.88%5.42%3.87%5.12%18.41%12.67%18.73%26.80%4.45%2.43%5.07%
XSVM
Invesco S&P SmallCap Value with Momentum ETF
1.73%2.29%1.69%1.31%1.79%1.23%1.21%1.22%2.54%1.90%2.29%2.68%

Frequently Asked Questions


XSVM and HSCSX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HSCSX has higher volatility (4.26%) compared to XSVM (4.25%). In terms of maximum drawdown, XSVM dropped -62.57% vs HSCSX's -55.79%.

XSVM currently has the higher Sharpe Ratio (2.45 vs 0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for XSVM and HSCSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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