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ISIN
US4258882038
CUSIP
425888203
Issuer
Hennessy
Inception Date
Nov 1, 1996
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

HFCVX Performance Chart

Hennessy Cornerstone Value Fund (HFCVX) is up 11.2% since the beginning of the year. HFCVX is currently trading at $25 per share. Investors who bought $1,000 worth of HFCVX shares 5 years ago would now be looking at an investment worth $1,769.


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S&P 500 Index

Returns By Period

Hennessy Cornerstone Value Fund (HFCVX) has returned 11.18% so far this year and 21.36% over the past 12 months. Over the last ten years, HFCVX has returned 10.89% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Hennessy Cornerstone Value Fund

1D
-0.64%
1M
-3.47%
YTD
11.18%
6M
11.47%
1Y
21.36%
3Y*
14.63%
5Y*
12.08%
10Y*
10.89%

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)

HFCVX Monthly Returns History

Based on dividend-adjusted daily data since Nov 1, 1996, HFCVX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +21.5%, while the worst month was Oct 2008 at -17.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, HFCVX closed higher 51% of trading days. The best single day was Oct 28, 2008 with a return of +10.5%, while the worst single day was Sep 29, 2008 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.93%4.62%-1.46%3.13%0.64%-1.90%11.18%
20254.45%4.50%0.05%-5.07%2.05%3.32%-0.59%4.41%0.26%-0.52%3.54%0.95%18.27%
20240.26%0.47%5.15%-2.10%3.15%-1.45%3.98%3.12%-0.23%-0.64%3.38%-5.37%9.59%
20232.86%-3.19%-0.43%2.40%-6.16%6.00%3.57%-2.78%-1.61%-3.97%5.46%4.43%5.81%
20223.77%-0.54%2.57%-2.99%6.05%-8.98%2.26%-2.21%-7.92%13.34%6.16%-3.39%6.12%
20210.32%6.23%7.76%1.92%3.99%-0.31%-1.30%1.16%-1.72%3.87%-2.30%7.53%29.94%

Benchmark Metrics

Hennessy Cornerstone Value Fund has an annualized alpha of 0.69%, beta of 0.87, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since November 01, 1996.

  • This fund participated in 86.78% of S&P 500 Index downside but only 84.10% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.87 and R2 of 0.76, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.69%
Beta
0.87
0.76
Upside Capture
84.10%
Downside Capture
86.78%

Expense Ratio

HFCVX has a high expense ratio of 1.23%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

HFCVX ranks 81 for risk / return — in the top 81% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


HFCVX Risk / Return Rank: 8181
Overall Rank
HFCVX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HFCVX Sortino Ratio Rank: 7777
Sortino Ratio Rank
HFCVX Omega Ratio Rank: 6363
Omega Ratio Rank
HFCVX Calmar Ratio Rank: 9696
Calmar Ratio Rank
HFCVX Martin Ratio Rank: 9191
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 Cornerstone Value Fund (HFCVX) 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.


HFCVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

5.83

2.78

+3.04

Martin ratioReturn relative to average drawdown

17.07

12.44

+4.63

Dividends

Dividend History

Hennessy Cornerstone Value Fund provided a 6.65% dividend yield over the last twelve months, with an annual payout of $1.65 per share. The fund has been increasing its distributions for 2 consecutive years.


5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.65$1.65$0.92$0.69$1.95$0.94$0.41$1.14$2.63$2.95$0.43$0.43

Dividend yield

6.65%7.39%4.56%3.57%10.33%4.81%2.58%6.58%17.16%14.97%2.26%2.57%

Monthly Dividends

The table displays the monthly dividend distributions for Hennessy Cornerstone Value 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$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.65$1.65
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.92$0.92
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.69$0.69
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.95$1.95
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.94$0.94

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 Cornerstone Value 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 Cornerstone Value Fund was 65.75%, occurring on Mar 9, 2009. Recovery took 912 trading sessions.

The current Hennessy Cornerstone Value Fund drawdown is 3.47%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-65.75%Mar 2009
1y 4mo3y 7mo
5y 4dOct 2007 - Oct 2012
COVID crash2020
-39.39%Mar 2020
2mo 2d11mo 6d
1y 1moJan 2020 - Feb 2021
2003 bear market2003
-31.13%Mar 2003
1y 9mo9mo 24d
2y 7moMay 2001 - Dec 2003
Dot-com crash2000–2002
-28.69%Mar 2000
10mo10mo 3d
1y 7moMay 1999 - Jan 2001
1998 correction1998
-19.88%Aug 1998
4mo 17d8mo
1y 12dApr 1998 - Apr 1999

Drawdown Indicators


HFCVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-65.75%

-56.78%

-8.97%

Max Drawdown (1Y)

Largest decline over 1 year

-3.77%

-9.10%

+5.33%

Max Drawdown (3Y)

Largest decline over 3 years

-11.32%

-18.90%

+7.58%

Max Drawdown (5Y)

Largest decline over 5 years

-16.81%

-25.43%

+8.62%

Max Drawdown (10Y)

Largest decline over 10 years

-39.39%

-33.92%

-5.47%

Current Drawdown

Current decline from peak

-3.47%

-1.80%

-1.67%

Average Drawdown

Average peak-to-trough decline

-8.23%

-10.71%

+2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

2.03%

-0.75%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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