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FOF vs. HFCVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FOF vs. HFCVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Closed-End Opportunity Fund (FOF) and Hennessy Cornerstone Value Fund (HFCVX). The values are adjusted to include any dividend payments, if applicable.

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FOF vs. HFCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FOF
Cohen & Steers Closed-End Opportunity Fund
-0.96%13.01%23.65%17.90%-22.69%28.24%1.52%31.37%-9.43%23.41%
HFCVX
Hennessy Cornerstone Value Fund
8.31%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, FOF achieves a -0.96% return, which is significantly lower than HFCVX's 8.31% return. Both investments have delivered pretty close results over the past 10 years, with FOF having a 10.65% annualized return and HFCVX not far ahead at 10.76%.


FOF

1D
1.83%
1M
-10.52%
YTD
-0.96%
6M
2.28%
1Y
15.30%
3Y*
14.99%
5Y*
8.04%
10Y*
10.65%

HFCVX

1D
0.17%
1M
-2.27%
YTD
8.31%
6M
12.62%
1Y
17.31%
3Y*
14.42%
5Y*
12.27%
10Y*
10.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FOF vs. HFCVX - Expense Ratio Comparison

FOF has a 0.95% expense ratio, which is lower than HFCVX's 1.23% expense ratio.


Return for Risk

FOF vs. HFCVX — Risk / Return Rank

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

FOF
FOF Risk / Return Rank: 4242
Overall Rank
FOF Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FOF Sortino Ratio Rank: 4343
Sortino Ratio Rank
FOF Omega Ratio Rank: 5252
Omega Ratio Rank
FOF Calmar Ratio Rank: 3737
Calmar Ratio Rank
FOF Martin Ratio Rank: 3838
Martin Ratio Rank

HFCVX
HFCVX Risk / Return Rank: 7575
Overall Rank
HFCVX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HFCVX Sortino Ratio Rank: 7979
Sortino Ratio Rank
HFCVX Omega Ratio Rank: 7878
Omega Ratio Rank
HFCVX Calmar Ratio Rank: 6969
Calmar Ratio Rank
HFCVX Martin Ratio Rank: 7272
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.

FOF vs. HFCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Closed-End Opportunity Fund (FOF) 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.


FOFHFCVXDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.46

-0.63

Sortino ratio

Return per unit of downside risk

1.27

1.97

-0.70

Omega ratio

Gain probability vs. loss probability

1.21

1.30

-0.09

Calmar ratio

Return relative to maximum drawdown

0.98

1.57

-0.59

Martin ratio

Return relative to average drawdown

3.97

6.83

-2.86

FOF vs. HFCVX - Sharpe Ratio Comparison

The current FOF Sharpe Ratio is 0.83, which is lower than the HFCVX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of FOF 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


FOFHFCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.46

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.93

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.65

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.40

-0.09

Correlation

The correlation between FOF and HFCVX is 0.54, 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

FOF vs. HFCVX - Dividend Comparison

FOF's dividend yield for the trailing twelve months is around 8.14%, more than HFCVX's 6.83% yield.


TTM20252024202320222021202020192018201720162015
FOF
Cohen & Steers Closed-End Opportunity Fund
8.14%7.91%8.22%9.32%9.99%7.06%8.41%7.78%9.41%7.84%8.90%9.49%
HFCVX
Hennessy Cornerstone Value Fund
6.83%7.39%4.56%3.57%10.33%4.81%2.58%6.58%17.16%14.97%2.26%2.57%

Drawdowns

FOF vs. HFCVX - Drawdown Comparison

The maximum FOF drawdown since its inception was -59.38%, smaller than the maximum HFCVX drawdown of -65.75%. Use the drawdown chart below to compare losses from any high point for FOF and HFCVX.


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Drawdown Indicators


FOFHFCVXDifference

Max Drawdown

Largest peak-to-trough decline

-59.38%

-65.75%

+6.37%

Max Drawdown (1Y)

Largest decline over 1 year

-15.07%

-11.00%

-4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-29.96%

-16.81%

-13.15%

Max Drawdown (10Y)

Largest decline over 10 years

-49.74%

-39.39%

-10.35%

Current Drawdown

Current decline from peak

-13.52%

-2.27%

-11.25%

Average Drawdown

Average peak-to-trough decline

-9.37%

-8.28%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

2.60%

+1.13%

Volatility

FOF vs. HFCVX - Volatility Comparison

Cohen & Steers Closed-End Opportunity Fund (FOF) has a higher volatility of 6.09% compared to Hennessy Cornerstone Value Fund (HFCVX) at 2.92%. This indicates that FOF's price experiences larger fluctuations and is considered to be riskier 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


FOFHFCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

2.92%

+3.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.03%

6.80%

+4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

12.75%

+5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

13.27%

+4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.25%

16.48%

+3.77%