GASFX vs. HJPSX
Compare and contrast key facts about Hennessy Gas Utility Fund (GASFX) and Hennessy Japan Small Cap Fund (HJPSX).
GASFX is managed by Hennessy. It was launched on May 9, 1989. HJPSX is managed by Hennessy. It was launched on Aug 30, 2007.
Performance
GASFX vs. HJPSX - Performance Comparison
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GASFX vs. HJPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
HJPSX Hennessy Japan Small Cap Fund | 0.77% | 29.02% | 8.24% | 16.30% | -16.35% | -4.64% | 13.43% | 19.97% | -12.56% | 49.60% |
Returns By Period
In the year-to-date period, GASFX achieves a 14.24% return, which is significantly higher than HJPSX's 0.77% return. Both investments have delivered pretty close results over the past 10 years, with GASFX having a 10.14% annualized return and HJPSX not far behind at 9.90%.
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%
HJPSX
- 1D
- -0.76%
- 1M
- -14.77%
- YTD
- 0.77%
- 6M
- 1.04%
- 1Y
- 26.62%
- 3Y*
- 14.81%
- 5Y*
- 5.37%
- 10Y*
- 9.90%
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GASFX vs. HJPSX - Expense Ratio Comparison
GASFX has a 1.00% expense ratio, which is lower than HJPSX's 1.57% expense ratio.
Return for Risk
GASFX vs. HJPSX — Risk / Return Rank
GASFX
HJPSX
GASFX vs. HJPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Gas Utility Fund (GASFX) and Hennessy Japan Small Cap Fund (HJPSX). 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.
| GASFX | HJPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.44 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.94 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.27 | 1.67 | +0.60 |
Martin ratioReturn relative to average drawdown | 8.36 | 6.17 | +2.19 |
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
| GASFX | HJPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.44 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.32 | +0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.56 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.48 | +0.10 |
Correlation
The correlation between GASFX and HJPSX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GASFX vs. HJPSX - Dividend Comparison
GASFX's dividend yield for the trailing twelve months is around 10.02%, less than HJPSX's 13.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HJPSX Hennessy Japan Small Cap Fund | 13.14% | 13.25% | 3.64% | 0.85% | 0.61% | 0.43% | 0.23% | 1.30% | 3.46% | 2.09% | 2.03% | 3.34% |
Drawdowns
GASFX vs. HJPSX - Drawdown Comparison
The maximum GASFX drawdown since its inception was -49.33%, roughly equal to the maximum HJPSX drawdown of -47.91%. Use the drawdown chart below to compare losses from any high point for GASFX and HJPSX.
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Drawdown Indicators
| GASFX | HJPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.33% | -47.91% | -1.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.47% | -14.77% | +6.30% |
Max Drawdown (5Y)Largest decline over 5 years | -18.25% | -33.24% | +14.99% |
Max Drawdown (10Y)Largest decline over 10 years | -37.23% | -34.80% | -2.43% |
Current DrawdownCurrent decline from peak | -0.23% | -14.77% | +14.54% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -10.10% | +2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 3.99% | -1.69% |
Volatility
GASFX vs. HJPSX - Volatility Comparison
The current volatility for Hennessy Gas Utility Fund (GASFX) is 3.35%, while Hennessy Japan Small Cap Fund (HJPSX) has a volatility of 6.97%. This indicates that GASFX experiences smaller price fluctuations and is considered to be less risky than HJPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GASFX | HJPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 6.97% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 7.85% | 13.24% | -5.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 18.01% | -4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.32% | 17.07% | -1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.63% | 17.65% | -0.02% |