- ISIN
- US4258872054
- CUSIP
- 425887205
- Issuer
- Hennessy
- Inception Date
- Jul 28, 1998
- Category
- Diversified Portfolio
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
HDOGX Performance Chart
Hennessy Total Return Fund (HDOGX) is up 4.1% since the beginning of the year. HDOGX is currently trading at $15 per share. Investors who bought $1,000 worth of HDOGX shares 5 years ago would now be looking at an investment worth $1,449.
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Returns By Period
Hennessy Total Return Fund (HDOGX) has returned 4.09% so far this year and 12.55% over the past 12 months. Over the last ten years, HDOGX has returned 6.52% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Hennessy Total Return Fund
- 1D
- -0.40%
- 1M
- -0.92%
- YTD
- 4.09%
- 6M
- 4.39%
- 1Y
- 12.55%
- 3Y*
- 9.28%
- 5Y*
- 7.70%
- 10Y*
- 6.52%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
HDOGX Monthly Returns History
Based on dividend-adjusted daily data since Jul 27, 1998, HDOGX's average daily return is +0.02%, while the average monthly return is +0.49%. At this rate, an investment would double in approximately 11.8 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 1999 with a return of +12.2%, while the worst month was Sep 2002 at -12.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, HDOGX closed higher 50% of trading days. The best single day was Oct 28, 2008 with a return of +8.1%, while the worst single day was Dec 1, 2008 at -7.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.82% | 5.54% | -4.01% | -0.33% | 0.13% | 0.13% | 4.09% | ||||||
| 2025 | 4.07% | 3.83% | 0.41% | -3.28% | 0.81% | 0.95% | -0.51% | 2.20% | 0.49% | 1.58% | 4.31% | -1.14% | 14.31% |
| 2024 | 0.15% | -0.68% | 2.97% | -2.62% | 2.00% | -1.57% | 4.94% | 1.10% | 1.02% | -2.39% | 1.93% | -3.64% | 2.89% |
| 2023 | 1.22% | -2.78% | 1.79% | -0.15% | -3.54% | 3.05% | 3.43% | -0.60% | -2.83% | -1.34% | 4.95% | 5.10% | 8.07% |
| 2022 | 0.79% | -1.22% | 2.48% | -1.21% | 4.25% | -6.57% | 1.04% | -3.60% | -5.90% | 9.78% | 5.35% | 2.50% | 6.68% |
| 2021 | -0.00% | 2.47% | 6.53% | -0.15% | 1.99% | -0.55% | -0.95% | 0.81% | -2.94% | 1.96% | -3.03% | 5.54% | 11.80% |
Benchmark Metrics
Hennessy Total Return Fund has an annualized alpha of 0.99%, beta of 0.59, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since July 27, 1998.
- This fund participated in 60.44% of S&P 500 Index downside but only 55.96% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.59 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.99%
- Beta
- 0.59
- R²
- 0.69
- Upside Capture
- 55.96%
- Downside Capture
- 60.44%
Expense Ratio
HDOGX has a high expense ratio of 1.77%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
HDOGX ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Hennessy Total Return Fund (HDOGX) and compare them to S&P 500 Index.
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.
| HDOGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.78 | -0.58 |
| Martin ratioReturn relative to average drawdown | 5.00 | 12.44 | -7.44 |
Dividends
Dividend History
Hennessy Total Return Fund provided a 2.10% dividend yield over the last twelve months, with an annual payout of $0.32 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.32 | $0.32 | $0.49 | $0.99 | $1.56 | $0.19 | $1.04 | $0.25 | $0.63 | $1.73 | $0.16 | $1.43 |
Dividend yield | 2.10% | 2.17% | 3.80% | 7.55% | 11.88% | 1.35% | 8.29% | 1.72% | 4.91% | 12.76% | 1.17% | 11.07% |
Monthly Dividends
The table displays the monthly dividend distributions for Hennessy Total Return Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.00 | $0.12 | ||||||
| 2025 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.04 | $0.32 |
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.18 | $0.49 |
| 2023 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.65 | $0.99 |
| 2022 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $1.36 | $1.56 |
| 2021 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.02 | $0.19 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Hennessy Total Return Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Hennessy Total Return Fund was 53.25%, occurring on Mar 9, 2009. Recovery took 848 trading sessions.
The current Hennessy Total Return Fund drawdown is 4.08%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -53.25%Mar 2009 | 1y 4mo | 3y 4mo | 4y 9moOct 2007 - Jul 2012 |
Dot-com crash2000–2002 | -27.96%Oct 2002 | 1y 4mo | 1y 2mo | 2y 7moMay 2001 - Dec 2003 |
COVID crash2020 | -25.37%Mar 2020 | 2mo 20d | 11mo 20d | 1y 2moJan 2020 - Mar 2021 |
Dot-com crash2000–2002 | -21.19%Mar 2000 | 10mo 8d | 1y 1d | 1y 10moMay 1999 - Mar 2001 |
Bear market2022 | -14.84%Sep 2022 | 4mo 2d | 2mo 9d | 6mo 11dMay 2022 - Dec 2022 |
Drawdown Indicators
| HDOGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.25% | -56.78% | +3.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -9.10% | +3.43% |
Max Drawdown (3Y)Largest decline over 3 years | -7.97% | -18.90% | +10.93% |
Max Drawdown (5Y)Largest decline over 5 years | -14.84% | -25.43% | +10.59% |
Max Drawdown (10Y)Largest decline over 10 years | -25.37% | -33.92% | +8.55% |
Current DrawdownCurrent decline from peak | -4.08% | -1.80% | -2.28% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -10.71% | +3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.03% | +0.47% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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