PortfoliosLab logoPortfoliosLab logo
GASFX vs. HFLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GASFX vs. HFLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hennessy Gas Utility Fund (GASFX) and Hennessy Cornerstone Large Cap Growth Fund (HFLGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GASFX vs. HFLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GASFX
Hennessy Gas Utility Fund
14.24%10.42%24.98%0.27%13.68%19.60%-9.34%20.80%-3.47%7.04%
HFLGX
Hennessy Cornerstone Large Cap Growth Fund
3.18%7.40%4.38%21.74%-13.23%34.89%5.49%27.53%-9.58%17.10%

Returns By Period

In the year-to-date period, GASFX achieves a 14.24% return, which is significantly higher than HFLGX's 3.18% return. Both investments have delivered pretty close results over the past 10 years, with GASFX having a 10.14% annualized return and HFLGX not far ahead at 10.46%.


GASFX

1D
0.17%
1M
0.60%
YTD
14.24%
6M
11.75%
1Y
17.55%
3Y*
16.83%
5Y*
14.84%
10Y*
10.14%

HFLGX

1D
0.34%
1M
-6.86%
YTD
3.18%
6M
3.33%
1Y
11.82%
3Y*
10.52%
5Y*
6.65%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GASFX vs. HFLGX - Expense Ratio Comparison

GASFX has a 1.00% expense ratio, which is lower than HFLGX's 1.29% expense ratio.


Return for Risk

GASFX vs. HFLGX — Risk / Return Rank

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

GASFX
GASFX Risk / Return Rank: 7777
Overall Rank
GASFX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GASFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GASFX Omega Ratio Rank: 6868
Omega Ratio Rank
GASFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
GASFX Martin Ratio Rank: 8383
Martin Ratio Rank

HFLGX
HFLGX Risk / Return Rank: 3636
Overall Rank
HFLGX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
HFLGX Sortino Ratio Rank: 3737
Sortino Ratio Rank
HFLGX Omega Ratio Rank: 3434
Omega Ratio Rank
HFLGX Calmar Ratio Rank: 3434
Calmar Ratio Rank
HFLGX Martin Ratio Rank: 3939
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.

GASFX vs. HFLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Gas Utility Fund (GASFX) and Hennessy Cornerstone Large Cap Growth Fund (HFLGX). 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.


GASFXHFLGXDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.79

+0.58

Sortino ratio

Return per unit of downside risk

1.80

1.22

+0.59

Omega ratio

Gain probability vs. loss probability

1.25

1.17

+0.09

Calmar ratio

Return relative to maximum drawdown

2.27

0.93

+1.34

Martin ratio

Return relative to average drawdown

8.36

4.05

+4.31

GASFX vs. HFLGX - Sharpe Ratio Comparison

The current GASFX Sharpe Ratio is 1.36, which is higher than the HFLGX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of GASFX and HFLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GASFXHFLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.79

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.39

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.56

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.74

-0.16

Correlation

The correlation between GASFX and HFLGX is 0.61, 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

GASFX vs. HFLGX - Dividend Comparison

GASFX's dividend yield for the trailing twelve months is around 10.02%, more than HFLGX's 5.88% yield.


TTM20252024202320222021202020192018201720162015
GASFX
Hennessy Gas Utility Fund
10.02%12.06%7.36%6.63%15.49%10.63%10.93%7.11%12.31%2.96%3.52%5.64%
HFLGX
Hennessy Cornerstone Large Cap Growth Fund
5.88%6.07%4.44%3.74%19.36%14.30%5.26%2.43%26.78%4.11%7.15%30.08%

Drawdowns

GASFX vs. HFLGX - Drawdown Comparison

The maximum GASFX drawdown since its inception was -49.33%, which is greater than HFLGX's maximum drawdown of -38.90%. Use the drawdown chart below to compare losses from any high point for GASFX and HFLGX.


Loading graphics...

Drawdown Indicators


GASFXHFLGXDifference

Max Drawdown

Largest peak-to-trough decline

-49.33%

-38.90%

-10.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

-12.01%

+3.54%

Max Drawdown (5Y)

Largest decline over 5 years

-18.25%

-25.67%

+7.42%

Max Drawdown (10Y)

Largest decline over 10 years

-37.23%

-38.90%

+1.67%

Current Drawdown

Current decline from peak

-0.23%

-6.86%

+6.63%

Average Drawdown

Average peak-to-trough decline

-7.88%

-4.90%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.77%

-0.47%

Volatility

GASFX vs. HFLGX - Volatility Comparison

Hennessy Gas Utility Fund (GASFX) has a higher volatility of 3.35% compared to Hennessy Cornerstone Large Cap Growth Fund (HFLGX) at 3.11%. This indicates that GASFX's price experiences larger fluctuations and is considered to be riskier than HFLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GASFXHFLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

3.11%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

8.56%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

16.19%

-2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

17.15%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.63%

18.88%

-1.25%