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ISIN
US42588P8178
CUSIP
42588P817
Issuer
Hennessy
Inception Date
Jun 2, 1997
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

HEIIX Performance Chart

Hennessy Equity and Income Fund (HEIIX) is up 7.4% since the beginning of the year. HEIIX is currently trading at $13 per share. Investors who bought $1,000 worth of HEIIX shares 5 years ago would now be looking at an investment worth $1,365.


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S&P 500 Index

Returns By Period

Hennessy Equity and Income Fund (HEIIX) has returned 7.39% so far this year and 14.74% over the past 12 months. Over the last ten years, HEIIX has returned 7.84% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Hennessy Equity and Income Fund

1D
0.61%
1M
0.68%
YTD
7.39%
6M
7.05%
1Y
14.74%
3Y*
10.06%
5Y*
6.42%
10Y*
7.84%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEIIX Monthly Returns History

Based on dividend-adjusted daily data since Jun 3, 1997, HEIIX's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, an investment would double in approximately 13.5 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2002 with a return of +8.5%, while the worst month was Dec 2007 at -17.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, HEIIX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +6.8%, while the worst single day was Dec 19, 2007 at -16.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.82%2.27%-4.19%5.70%-0.23%1.07%7.39%
20253.15%1.27%-2.23%-2.19%1.08%1.41%-0.30%3.71%0.98%-2.03%2.37%0.00%7.23%
2024-0.08%2.72%2.58%-3.66%1.79%0.60%3.50%2.61%0.38%-0.14%4.47%-4.34%10.50%
20233.50%-2.28%1.17%1.86%-1.61%4.74%1.92%-1.12%-3.85%-2.51%6.05%3.10%10.95%
2022-3.36%-3.87%1.28%-6.07%0.50%-5.29%5.75%-3.22%-6.31%4.51%5.37%-0.07%-11.22%
2021-0.90%1.53%5.02%3.00%0.57%0.40%1.13%1.12%-3.62%3.77%-0.55%4.73%17.08%

Benchmark Metrics

Hennessy Equity and Income Fund has an annualized alpha of 0.08%, beta of 0.55, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since June 03, 1997.

  • This fund participated in 68.34% of S&P 500 Index downside but only 57.35% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.55 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
0.08%
Beta
0.55
0.77
Upside Capture
57.35%
Downside Capture
68.34%

Expense Ratio

HEIIX has a high expense ratio of 1.13%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

HEIIX ranks 45 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


HEIIX Risk / Return Rank: 4545
Overall Rank
HEIIX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HEIIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
HEIIX Omega Ratio Rank: 4343
Omega Ratio Rank
HEIIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
HEIIX Martin Ratio Rank: 4646
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Hennessy Equity and Income Fund (HEIIX) 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.


HEIIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

2.50

2.78

-0.29

Martin ratioReturn relative to average drawdown

9.04

12.44

-3.40

Dividends

Dividend History

Hennessy Equity and Income Fund provided a 11.74% dividend yield over the last twelve months, with an annual payout of $1.56 per share.


4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.56$1.54$1.70$1.29$0.85$1.17$1.02$1.17$1.29$0.97$1.46$0.56

Dividend yield

11.74%12.43%13.03%9.71%6.49%7.42%7.01%8.25%9.71%6.44%10.31%3.83%

Monthly Dividends

The table displays the monthly dividend distributions for Hennessy Equity and Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.05$0.00$0.00$0.00$0.05
2025$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$1.45$1.54
2024$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$1.59$1.70
2023$0.00$0.00$0.03$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$1.17$1.29
2022$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.75$0.85
2021$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$1.07$1.17

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 Equity and Income 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 Equity and Income Fund was 47.88%, occurring on Mar 9, 2009. Recovery took 1162 trading sessions.

The current Hennessy Equity and Income Fund drawdown is 0.38%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-47.88%Mar 2009
1y 2mo4y 7mo
5y 10moDec 2007 - Oct 2013
Dot-com crash2000–2002
-33.91%Oct 2002
1y 4mo2y 1mo
3y 5moJun 2001 - Nov 2004
COVID crash2020
-24.12%Mar 2020
2mo 2d4mo 20d
6mo 22dJan 2020 - Aug 2020
1998 bear market1998
-21.72%Oct 1998
4mo 26d1y 8mo
2y 1moMay 1998 - Jun 2000
Bear market2022
-19.66%Oct 2022
9mo 12d1y 4mo
2y 1moJan 2022 - Feb 2024

Drawdown Indicators


HEIIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-47.88%

-56.78%

+8.90%

Max Drawdown (1Y)

Largest decline over 1 year

-5.89%

-9.10%

+3.21%

Max Drawdown (3Y)

Largest decline over 3 years

-10.19%

-18.90%

+8.71%

Max Drawdown (5Y)

Largest decline over 5 years

-19.66%

-25.43%

+5.77%

Max Drawdown (10Y)

Largest decline over 10 years

-24.12%

-33.92%

+9.80%

Current Drawdown

Current decline from peak

-0.38%

-1.80%

+1.42%

Average Drawdown

Average peak-to-trough decline

-8.34%

-10.71%

+2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

2.03%

-0.41%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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