FTMSX vs. HFCGX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Hennessy Cornerstone Growth Fund (HFCGX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. HFCGX is managed by Hennessy. It was launched on Nov 1, 1996.
Performance
FTMSX vs. HFCGX - Performance Comparison
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FTMSX vs. HFCGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | -0.41% | 0.30% | 3.88% | 13.11% | -31.07% | 37.45% | 15.58% | 17.82% |
HFCGX Hennessy Cornerstone Growth Fund | 1.53% | 4.78% | 31.45% | 19.58% | -4.97% | 29.94% | 17.73% | 21.97% |
Returns By Period
In the year-to-date period, FTMSX achieves a -0.41% return, which is significantly lower than HFCGX's 1.53% return.
FTMSX
- 1D
- 3.23%
- 1M
- -6.61%
- YTD
- -0.41%
- 6M
- -5.13%
- 1Y
- 21.90%
- 3Y*
- 4.98%
- 5Y*
- -3.61%
- 10Y*
- —
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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FTMSX vs. HFCGX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than HFCGX's 1.34% expense ratio.
Return for Risk
FTMSX vs. HFCGX — Risk / Return Rank
FTMSX
HFCGX
FTMSX vs. HFCGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) 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.
| FTMSX | HFCGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.64 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.05 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.15 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 0.91 | +0.29 |
Martin ratioReturn relative to average drawdown | 3.76 | 3.90 | -0.14 |
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
| FTMSX | HFCGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.64 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.47 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.38 | -0.18 |
Correlation
The correlation between FTMSX and HFCGX is 0.82, 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
FTMSX vs. HFCGX - Dividend Comparison
Neither FTMSX nor HFCGX has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | 0.00% | 0.00% | 0.12% | 0.00% | 0.00% | 8.27% | 0.37% | 4.90% | 0.00% | 0.00% | 0.00% | 0.00% |
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
FTMSX vs. HFCGX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, smaller than the maximum HFCGX drawdown of -62.35%. Use the drawdown chart below to compare losses from any high point for FTMSX and HFCGX.
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Drawdown Indicators
| FTMSX | HFCGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -62.35% | +9.23% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -13.38% | -4.14% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -26.30% | -22.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.22% | — |
Current DrawdownCurrent decline from peak | -26.04% | -5.13% | -20.91% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -15.32% | -7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 3.13% | +2.49% |
Volatility
FTMSX vs. HFCGX - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.71% compared to Hennessy Cornerstone Growth Fund (HFCGX) at 5.03%. This indicates that FTMSX'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
| FTMSX | HFCGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 5.03% | +3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 19.41% | 9.24% | +10.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.25% | 18.58% | +11.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.25% | 24.54% | +3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.68% | 25.79% | +4.89% |