FTHSX vs. HFCGX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Hennessy Cornerstone Growth Fund (HFCGX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. HFCGX is managed by Hennessy. It was launched on Nov 1, 1996.
Performance
FTHSX vs. HFCGX - Performance Comparison
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FTHSX vs. HFCGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 0.64% | 12.02% | 16.17% | 22.55% | -7.49% | 30.83% | 10.38% | 28.06% | -13.18% | 17.35% |
HFCGX Hennessy Cornerstone Growth Fund | 1.53% | 4.78% | 31.45% | 19.58% | -4.97% | 29.94% | 17.73% | 20.70% | -21.39% | 16.60% |
Returns By Period
In the year-to-date period, FTHSX achieves a 0.64% return, which is significantly lower than HFCGX's 1.53% return. Over the past 10 years, FTHSX has outperformed HFCGX with an annualized return of 13.39%, while HFCGX has yielded a comparatively lower 11.28% annualized return.
FTHSX
- 1D
- 2.44%
- 1M
- -5.61%
- YTD
- 0.64%
- 6M
- 1.87%
- 1Y
- 20.31%
- 3Y*
- 15.61%
- 5Y*
- 9.82%
- 10Y*
- 13.39%
HFCGX
- 1D
- 1.53%
- 1M
- -4.49%
- YTD
- 1.53%
- 6M
- 3.64%
- 1Y
- 10.87%
- 3Y*
- 19.36%
- 5Y*
- 11.46%
- 10Y*
- 11.28%
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FTHSX vs. HFCGX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is lower than HFCGX's 1.34% expense ratio.
Return for Risk
FTHSX vs. HFCGX — Risk / Return Rank
FTHSX
HFCGX
FTHSX vs. HFCGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Hennessy Cornerstone Growth Fund (HFCGX). 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.
| FTHSX | HFCGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.64 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.05 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 0.91 | +0.83 |
Martin ratioReturn relative to average drawdown | 6.77 | 3.90 | +2.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTHSX | HFCGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.64 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.47 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.44 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.38 | +0.25 |
Correlation
The correlation between FTHSX and HFCGX is 0.85, 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
FTHSX vs. HFCGX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.54%, while HFCGX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 0.54% | 0.54% | 8.05% | 1.81% | 1.23% | 3.77% | 0.35% | 0.39% | 0.55% | 0.26% | 0.00% | 15.40% |
HFCGX Hennessy Cornerstone Growth Fund | 0.00% | 0.00% | 14.11% | 0.38% | 3.58% | 26.58% | 0.00% | 0.00% | 10.47% | 0.00% | 0.00% | 0.11% |
Drawdowns
FTHSX vs. HFCGX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum HFCGX drawdown of -62.35%. Use the drawdown chart below to compare losses from any high point for FTHSX and HFCGX.
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Drawdown Indicators
| FTHSX | HFCGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -62.35% | +24.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -13.38% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -26.30% | +1.72% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -54.22% | +16.48% |
Current DrawdownCurrent decline from peak | -7.21% | -5.13% | -2.08% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -15.32% | +9.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.13% | +0.07% |
Volatility
FTHSX vs. HFCGX - Volatility Comparison
FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) has a higher volatility of 5.75% compared to Hennessy Cornerstone Growth Fund (HFCGX) at 5.03%. This indicates that FTHSX's price experiences larger fluctuations and is considered to be riskier than HFCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | HFCGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 5.03% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 9.24% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 18.58% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.94% | 24.54% | -5.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 25.79% | -5.69% |