HBFBX vs. STDAX
Compare and contrast key facts about Hennessy Balanced Fund (HBFBX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX).
HBFBX is managed by Hennessy. It was launched on Mar 7, 1996. STDAX is managed by SEI. It was launched on Nov 16, 2003.
Performance
HBFBX vs. STDAX - Performance Comparison
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HBFBX vs. STDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HBFBX Hennessy Balanced Fund | 3.41% | 9.90% | 4.81% | 7.62% | 3.83% | 8.07% | -2.98% | 9.71% | 0.06% | 8.34% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 0.36% | 4.46% | 5.35% | 4.45% | -1.58% | 1.56% | -19.54% | 19.83% | -3.32% | 9.70% |
Returns By Period
In the year-to-date period, HBFBX achieves a 3.41% return, which is significantly higher than STDAX's 0.36% return. Over the past 10 years, HBFBX has outperformed STDAX with an annualized return of 5.81%, while STDAX has yielded a comparatively lower 2.52% annualized return.
HBFBX
- 1D
- 0.00%
- 1M
- -2.54%
- YTD
- 3.41%
- 6M
- 7.04%
- 1Y
- 8.57%
- 3Y*
- 8.37%
- 5Y*
- 6.18%
- 10Y*
- 5.81%
STDAX
- 1D
- 0.09%
- 1M
- -0.18%
- YTD
- 0.36%
- 6M
- 1.30%
- 1Y
- 3.90%
- 3Y*
- 4.41%
- 5Y*
- 2.77%
- 10Y*
- 2.52%
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HBFBX vs. STDAX - Expense Ratio Comparison
HBFBX has a 0.49% expense ratio, which is higher than STDAX's 0.35% expense ratio.
Return for Risk
HBFBX vs. STDAX — Risk / Return Rank
HBFBX
STDAX
HBFBX vs. STDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Balanced Fund (HBFBX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). 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.
| HBFBX | STDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 4.24 | -2.89 |
Sortino ratioReturn per unit of downside risk | 1.94 | 7.10 | -5.16 |
Omega ratioGain probability vs. loss probability | 1.26 | 2.50 | -1.24 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 6.50 | -4.77 |
Martin ratioReturn relative to average drawdown | 6.32 | 31.36 | -25.05 |
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
| HBFBX | STDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 4.24 | -2.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 1.42 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.38 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | -0.00 | +0.48 |
Correlation
The correlation between HBFBX and STDAX 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.
Dividends
HBFBX vs. STDAX - Dividend Comparison
HBFBX's dividend yield for the trailing twelve months is around 1.40%, less than STDAX's 4.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HBFBX Hennessy Balanced Fund | 1.40% | 1.90% | 5.40% | 4.62% | 9.50% | 3.79% | 0.95% | 5.20% | 5.51% | 7.62% | 7.76% | 2.53% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 4.47% | 4.49% | 4.97% | 4.77% | 3.54% | 0.87% | 1.71% | 5.19% | 8.53% | 6.92% | 10.19% | 3.84% |
Drawdowns
HBFBX vs. STDAX - Drawdown Comparison
The maximum HBFBX drawdown since its inception was -41.61%, smaller than the maximum STDAX drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for HBFBX and STDAX.
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Drawdown Indicators
| HBFBX | STDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.61% | -76.81% | +35.20% |
Max Drawdown (1Y)Largest decline over 1 year | -4.93% | -0.59% | -4.34% |
Max Drawdown (5Y)Largest decline over 5 years | -10.22% | -2.91% | -7.31% |
Max Drawdown (10Y)Largest decline over 10 years | -17.24% | -26.89% | +9.65% |
Current DrawdownCurrent decline from peak | -2.54% | -9.55% | +7.01% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -31.95% | +27.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 0.12% | +1.32% |
Volatility
HBFBX vs. STDAX - Volatility Comparison
Hennessy Balanced Fund (HBFBX) has a higher volatility of 1.41% compared to SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) at 0.39%. This indicates that HBFBX's price experiences larger fluctuations and is considered to be riskier than STDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HBFBX | STDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 0.39% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 4.21% | 0.64% | +3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.92% | 0.93% | +5.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.24% | 1.95% | +5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.13% | 6.69% | +1.44% |