GASFX vs. VTSAX
Compare and contrast key facts about Hennessy Gas Utility Fund (GASFX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
GASFX is managed by Hennessy. It was launched on May 9, 1989. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GASFX or VTSAX.
Key characteristics
| GASFX | VTSAX | |
|---|---|---|
| YTD Return | 26.17% | 26.26% |
| 1Y Return | 28.79% | 40.42% |
| 3Y Return (Ann) | 5.22% | 8.66% |
| 5Y Return (Ann) | 2.15% | 15.35% |
| 10Y Return (Ann) | 1.37% | 12.89% |
| Sharpe Ratio | 2.13 | 3.08 |
| Sortino Ratio | 2.85 | 4.11 |
| Omega Ratio | 1.40 | 1.57 |
| Calmar Ratio | 1.22 | 4.19 |
| Martin Ratio | 9.07 | 20.10 |
| Ulcer Index | 3.10% | 1.95% |
| Daily Std Dev | 13.20% | 12.73% |
| Max Drawdown | -55.67% | -55.34% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between GASFX and VTSAX is 0.65, 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.
Performance
GASFX vs. VTSAX - Performance Comparison
The year-to-date returns for both investments are quite close, with GASFX having a 26.17% return and VTSAX slightly higher at 26.26%. Over the past 10 years, GASFX has underperformed VTSAX with an annualized return of 1.37%, while VTSAX has yielded a comparatively higher 12.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GASFX vs. VTSAX - Expense Ratio Comparison
GASFX has a 1.00% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
GASFX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Gas Utility Fund (GASFX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
Dividends
GASFX vs. VTSAX - Dividend Comparison
GASFX's dividend yield for the trailing twelve months is around 2.13%, more than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GASFX Hennessy Gas Utility Fund | 2.13% | 2.57% | 2.05% | 2.06% | 2.63% | 2.08% | 2.55% | 2.43% | 2.12% | 3.06% | 2.11% | 2.21% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
GASFX vs. VTSAX - Drawdown Comparison
The maximum GASFX drawdown since its inception was -55.67%, roughly equal to the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for GASFX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
GASFX vs. VTSAX - Volatility Comparison
Hennessy Gas Utility Fund (GASFX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 4.00% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.