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BUFBX vs. HFCVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUFBX vs. HFCVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo Flexible Income Fund (BUFBX) and Hennessy Cornerstone Value Fund (HFCVX). The values are adjusted to include any dividend payments, if applicable.

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BUFBX vs. HFCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUFBX
Buffalo Flexible Income Fund
7.60%10.37%10.26%7.42%3.97%29.97%-2.27%18.76%-7.01%13.20%
HFCVX
Hennessy Cornerstone Value Fund
9.21%18.27%9.59%5.81%6.12%29.94%-6.39%20.84%-9.50%19.21%

Returns By Period

In the year-to-date period, BUFBX achieves a 7.60% return, which is significantly lower than HFCVX's 9.21% return. Over the past 10 years, BUFBX has underperformed HFCVX with an annualized return of 9.68%, while HFCVX has yielded a comparatively higher 10.85% annualized return.


BUFBX

1D
0.46%
1M
-0.86%
YTD
7.60%
6M
8.52%
1Y
13.19%
3Y*
12.40%
5Y*
11.45%
10Y*
9.68%

HFCVX

1D
0.83%
1M
-1.38%
YTD
9.21%
6M
12.87%
1Y
18.71%
3Y*
14.74%
5Y*
12.33%
10Y*
10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUFBX vs. HFCVX - Expense Ratio Comparison

BUFBX has a 1.01% expense ratio, which is lower than HFCVX's 1.23% expense ratio.


Return for Risk

BUFBX vs. HFCVX — Risk / Return Rank

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

BUFBX
BUFBX Risk / Return Rank: 4646
Overall Rank
BUFBX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BUFBX Sortino Ratio Rank: 4141
Sortino Ratio Rank
BUFBX Omega Ratio Rank: 4747
Omega Ratio Rank
BUFBX Calmar Ratio Rank: 4343
Calmar Ratio Rank
BUFBX Martin Ratio Rank: 5656
Martin Ratio Rank

HFCVX
HFCVX Risk / Return Rank: 7373
Overall Rank
HFCVX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HFCVX Sortino Ratio Rank: 7474
Sortino Ratio Rank
HFCVX Omega Ratio Rank: 7474
Omega Ratio Rank
HFCVX Calmar Ratio Rank: 6868
Calmar Ratio Rank
HFCVX Martin Ratio Rank: 7373
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.

BUFBX vs. HFCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo Flexible Income Fund (BUFBX) and Hennessy Cornerstone Value Fund (HFCVX). 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.


BUFBXHFCVXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.44

-0.49

Sortino ratio

Return per unit of downside risk

1.35

1.95

-0.60

Omega ratio

Gain probability vs. loss probability

1.21

1.30

-0.09

Calmar ratio

Return relative to maximum drawdown

1.21

1.72

-0.51

Martin ratio

Return relative to average drawdown

5.80

7.47

-1.67

BUFBX vs. HFCVX - Sharpe Ratio Comparison

The current BUFBX Sharpe Ratio is 0.95, which is lower than the HFCVX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of BUFBX and HFCVX, 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


BUFBXHFCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.44

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.93

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.66

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.40

+0.18

Correlation

The correlation between BUFBX and HFCVX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BUFBX vs. HFCVX - Dividend Comparison

BUFBX's dividend yield for the trailing twelve months is around 8.47%, more than HFCVX's 6.77% yield.


TTM20252024202320222021202020192018201720162015
BUFBX
Buffalo Flexible Income Fund
8.47%9.10%3.77%3.48%4.16%5.57%3.33%2.73%6.01%5.49%2.39%3.67%
HFCVX
Hennessy Cornerstone Value Fund
6.77%7.39%4.56%3.57%10.33%4.81%2.58%6.58%17.16%14.97%2.26%2.57%

Drawdowns

BUFBX vs. HFCVX - Drawdown Comparison

The maximum BUFBX drawdown since its inception was -39.78%, smaller than the maximum HFCVX drawdown of -65.75%. Use the drawdown chart below to compare losses from any high point for BUFBX and HFCVX.


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Drawdown Indicators


BUFBXHFCVXDifference

Max Drawdown

Largest peak-to-trough decline

-39.78%

-65.75%

+25.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-11.00%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-14.67%

-16.81%

+2.14%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-39.39%

+3.88%

Current Drawdown

Current decline from peak

-0.86%

-1.46%

+0.60%

Average Drawdown

Average peak-to-trough decline

-4.74%

-8.28%

+3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.61%

-0.20%

Volatility

BUFBX vs. HFCVX - Volatility Comparison

The current volatility for Buffalo Flexible Income Fund (BUFBX) is 2.13%, while Hennessy Cornerstone Value Fund (HFCVX) has a volatility of 3.06%. This indicates that BUFBX experiences smaller price fluctuations and is considered to be less risky than HFCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFBXHFCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

3.06%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

6.66%

6.83%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

12.75%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

13.28%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.58%

16.48%

-0.90%