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EQTIX vs. HMSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQTIX vs. HMSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shelton Equity Income Fund (EQTIX) and Hennessy Midstream Fund (HMSIX). The values are adjusted to include any dividend payments, if applicable.

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EQTIX vs. HMSIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EQTIX
Shelton Equity Income Fund
-5.55%8.84%17.18%17.17%-10.28%23.76%6.87%17.66%-12.16%
HMSIX
Hennessy Midstream Fund
17.65%-0.49%36.21%23.75%29.15%36.58%-31.00%11.97%-20.24%

Returns By Period

In the year-to-date period, EQTIX achieves a -5.55% return, which is significantly lower than HMSIX's 17.65% return.


EQTIX

1D
-0.18%
1M
-5.87%
YTD
-5.55%
6M
-3.69%
1Y
7.87%
3Y*
10.58%
5Y*
7.62%
10Y*
8.25%

HMSIX

1D
-0.63%
1M
4.11%
YTD
17.65%
6M
18.55%
1Y
8.36%
3Y*
24.54%
5Y*
24.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQTIX vs. HMSIX - Expense Ratio Comparison

EQTIX has a 0.72% expense ratio, which is lower than HMSIX's 1.51% expense ratio.


Return for Risk

EQTIX vs. HMSIX — Risk / Return Rank

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

EQTIX
EQTIX Risk / Return Rank: 1919
Overall Rank
EQTIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EQTIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
EQTIX Omega Ratio Rank: 2020
Omega Ratio Rank
EQTIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
EQTIX Martin Ratio Rank: 2323
Martin Ratio Rank

HMSIX
HMSIX Risk / Return Rank: 1616
Overall Rank
HMSIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HMSIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
HMSIX Omega Ratio Rank: 1616
Omega Ratio Rank
HMSIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
HMSIX Martin Ratio Rank: 1212
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.

EQTIX vs. HMSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shelton Equity Income Fund (EQTIX) and Hennessy Midstream Fund (HMSIX). 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.


EQTIXHMSIXDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.44

+0.03

Sortino ratio

Return per unit of downside risk

0.77

0.67

+0.10

Omega ratio

Gain probability vs. loss probability

1.11

1.10

+0.01

Calmar ratio

Return relative to maximum drawdown

0.50

0.56

-0.06

Martin ratio

Return relative to average drawdown

2.43

0.94

+1.49

EQTIX vs. HMSIX - Sharpe Ratio Comparison

The current EQTIX Sharpe Ratio is 0.47, which is comparable to the HMSIX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of EQTIX and HMSIX, 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


EQTIXHMSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.44

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

1.19

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.37

+0.08

Correlation

The correlation between EQTIX and HMSIX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EQTIX vs. HMSIX - Dividend Comparison

EQTIX's dividend yield for the trailing twelve months is around 7.23%, which matches HMSIX's 7.29% yield.


TTM20252024202320222021202020192018201720162015
EQTIX
Shelton Equity Income Fund
7.23%7.62%9.51%9.25%9.83%11.98%24.62%4.89%23.96%14.65%16.02%3.33%
HMSIX
Hennessy Midstream Fund
7.29%8.42%7.74%9.70%10.84%12.61%15.17%9.10%4.67%0.00%0.00%0.00%

Drawdowns

EQTIX vs. HMSIX - Drawdown Comparison

The maximum EQTIX drawdown since its inception was -53.77%, smaller than the maximum HMSIX drawdown of -68.43%. Use the drawdown chart below to compare losses from any high point for EQTIX and HMSIX.


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Drawdown Indicators


EQTIXHMSIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.77%

-68.43%

+14.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.43%

-15.22%

+4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-19.03%

-21.17%

+2.14%

Max Drawdown (10Y)

Largest decline over 10 years

-29.85%

Current Drawdown

Current decline from peak

-7.10%

-0.91%

-6.19%

Average Drawdown

Average peak-to-trough decline

-7.21%

-12.47%

+5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

9.07%

-6.93%

Volatility

EQTIX vs. HMSIX - Volatility Comparison

The current volatility for Shelton Equity Income Fund (EQTIX) is 3.45%, while Hennessy Midstream Fund (HMSIX) has a volatility of 4.23%. This indicates that EQTIX experiences smaller price fluctuations and is considered to be less risky than HMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQTIXHMSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

4.23%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

7.52%

10.22%

-2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

14.74%

19.24%

-4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.12%

20.26%

-7.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.31%

29.62%

-15.31%