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HFCGX vs. HFCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFCGX vs. HFCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hennessy Cornerstone Growth Fund (HFCGX) and Hennessy Focus Fund (HFCSX). The values are adjusted to include any dividend payments, if applicable.

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HFCGX vs. HFCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HFCGX
Hennessy Cornerstone Growth Fund
1.53%4.78%31.45%19.58%-4.97%29.94%17.73%20.70%-21.39%16.60%
HFCSX
Hennessy Focus Fund
-1.28%28.30%14.67%20.99%-24.92%32.04%5.47%34.96%-10.93%19.27%

Returns By Period

In the year-to-date period, HFCGX achieves a 1.53% return, which is significantly higher than HFCSX's -1.28% return. Over the past 10 years, HFCGX has outperformed HFCSX with an annualized return of 11.28%, while HFCSX has yielded a comparatively lower 10.64% annualized return.


HFCGX

1D
1.53%
1M
-4.49%
YTD
1.53%
6M
3.64%
1Y
10.87%
3Y*
19.36%
5Y*
11.46%
10Y*
11.28%

HFCSX

1D
3.97%
1M
-5.85%
YTD
-1.28%
6M
4.72%
1Y
32.72%
3Y*
18.95%
5Y*
8.93%
10Y*
10.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFCGX vs. HFCSX - Expense Ratio Comparison

HFCGX has a 1.34% expense ratio, which is lower than HFCSX's 1.49% expense ratio.


Return for Risk

HFCGX vs. HFCSX — Risk / Return Rank

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

HFCGX
HFCGX Risk / Return Rank: 2828
Overall Rank
HFCGX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
HFCGX Sortino Ratio Rank: 2626
Sortino Ratio Rank
HFCGX Omega Ratio Rank: 2424
Omega Ratio Rank
HFCGX Calmar Ratio Rank: 3030
Calmar Ratio Rank
HFCGX Martin Ratio Rank: 3535
Martin Ratio Rank

HFCSX
HFCSX Risk / Return Rank: 5151
Overall Rank
HFCSX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HFCSX Sortino Ratio Rank: 6161
Sortino Ratio Rank
HFCSX Omega Ratio Rank: 4242
Omega Ratio Rank
HFCSX Calmar Ratio Rank: 6464
Calmar Ratio Rank
HFCSX Martin Ratio Rank: 3434
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.

HFCGX vs. HFCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Cornerstone Growth Fund (HFCGX) and Hennessy Focus Fund (HFCSX). 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.


HFCGXHFCSXDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.08

-0.43

Sortino ratio

Return per unit of downside risk

1.05

1.65

-0.61

Omega ratio

Gain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

0.91

1.61

-0.70

Martin ratio

Return relative to average drawdown

3.90

3.97

-0.07

HFCGX vs. HFCSX - Sharpe Ratio Comparison

The current HFCGX Sharpe Ratio is 0.64, which is lower than the HFCSX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of HFCGX and HFCSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HFCGXHFCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.08

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.40

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.48

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.44

-0.06

Correlation

The correlation between HFCGX and HFCSX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HFCGX vs. HFCSX - Dividend Comparison

HFCGX has not paid dividends to shareholders, while HFCSX's dividend yield for the trailing twelve months is around 49.09%.


TTM20252024202320222021202020192018201720162015
HFCGX
Hennessy Cornerstone Growth Fund
0.00%0.00%14.11%0.38%3.58%26.58%0.00%0.00%10.47%0.00%0.00%0.11%
HFCSX
Hennessy Focus Fund
49.09%48.46%15.94%24.51%15.15%17.19%35.80%10.78%22.20%0.01%0.00%0.20%

Drawdowns

HFCGX vs. HFCSX - Drawdown Comparison

The maximum HFCGX drawdown since its inception was -62.35%, roughly equal to the maximum HFCSX drawdown of -59.41%. Use the drawdown chart below to compare losses from any high point for HFCGX and HFCSX.


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Drawdown Indicators


HFCGXHFCSXDifference

Max Drawdown

Largest peak-to-trough decline

-62.35%

-59.41%

-2.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-19.90%

+6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

-33.13%

+6.83%

Max Drawdown (10Y)

Largest decline over 10 years

-54.22%

-47.07%

-7.15%

Current Drawdown

Current decline from peak

-5.13%

-12.83%

+7.70%

Average Drawdown

Average peak-to-trough decline

-15.32%

-9.86%

-5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

8.05%

-4.92%

Volatility

HFCGX vs. HFCSX - Volatility Comparison

The current volatility for Hennessy Cornerstone Growth Fund (HFCGX) is 5.03%, while Hennessy Focus Fund (HFCSX) has a volatility of 9.69%. This indicates that HFCGX experiences smaller price fluctuations and is considered to be less risky than HFCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFCGXHFCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

9.69%

-4.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

22.03%

-12.79%

Volatility (1Y)

Calculated over the trailing 1-year period

18.58%

30.58%

-12.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.54%

22.31%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.79%

22.32%

+3.47%