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

Performance

GASFX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hennessy Gas Utility Fund (GASFX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GASFX vs. VTSAX - 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%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
-6.75%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

Returns By Period

In the year-to-date period, GASFX achieves a 14.24% return, which is significantly higher than VTSAX's -6.75% return. Over the past 10 years, GASFX has underperformed VTSAX with an annualized return of 10.14%, while VTSAX has yielded a comparatively higher 13.27% annualized return.


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%

VTSAX

1D
-0.46%
1M
-7.71%
YTD
-6.75%
6M
-4.47%
1Y
14.76%
3Y*
16.69%
5Y*
10.11%
10Y*
13.27%
*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. VTSAX - Expense Ratio Comparison

GASFX has a 1.00% expense ratio, which is higher than VTSAX's 0.04% expense ratio.


Return for Risk

GASFX vs. VTSAX — 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

VTSAX
VTSAX Risk / Return Rank: 4646
Overall Rank
VTSAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 4949
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 5353
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. VTSAX - Risk-Adjusted Trends 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.


GASFXVTSAXDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.84

+0.53

Sortino ratio

Return per unit of downside risk

1.80

1.29

+0.51

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.06

Calmar ratio

Return relative to maximum drawdown

2.27

1.05

+1.22

Martin ratio

Return relative to average drawdown

8.36

5.08

+3.28

GASFX vs. VTSAX - Sharpe Ratio Comparison

The current GASFX Sharpe Ratio is 1.36, which is higher than the VTSAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of GASFX and VTSAX, 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


GASFXVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.84

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.59

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.72

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.43

+0.14

Correlation

The correlation between GASFX and VTSAX is 0.64, 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. VTSAX - Dividend Comparison

GASFX's dividend yield for the trailing twelve months is around 10.02%, more than VTSAX's 1.20% 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%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.20%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Drawdowns

GASFX vs. VTSAX - Drawdown Comparison

The maximum GASFX drawdown since its inception was -49.33%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for GASFX and VTSAX.


Loading graphics...

Drawdown Indicators


GASFXVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-49.33%

-55.33%

+6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

-12.41%

+3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-18.25%

-25.36%

+7.11%

Max Drawdown (10Y)

Largest decline over 10 years

-37.23%

-34.97%

-2.26%

Current Drawdown

Current decline from peak

-0.23%

-8.92%

+8.69%

Average Drawdown

Average peak-to-trough decline

-7.88%

-9.06%

+1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.56%

-0.26%

Volatility

GASFX vs. VTSAX - Volatility Comparison

The current volatility for Hennessy Gas Utility Fund (GASFX) is 3.35%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.39%. This indicates that GASFX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GASFXVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

4.39%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

9.33%

-1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

18.42%

-4.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

17.32%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.63%

18.37%

-0.74%