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HFCGX vs. PEY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFCGX vs. PEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hennessy Cornerstone Growth Fund (HFCGX) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). The values are adjusted to include any dividend payments, if applicable.

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HFCGX vs. PEY - 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%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
5.88%0.56%5.25%7.29%2.45%26.15%-3.85%24.76%-7.49%8.78%

Returns By Period

In the year-to-date period, HFCGX achieves a 1.53% return, which is significantly lower than PEY's 5.88% return. Over the past 10 years, HFCGX has outperformed PEY with an annualized return of 11.28%, while PEY has yielded a comparatively lower 8.63% 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%

PEY

1D
-0.32%
1M
-0.81%
YTD
5.88%
6M
3.22%
1Y
4.59%
3Y*
7.32%
5Y*
5.59%
10Y*
8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFCGX vs. PEY - Expense Ratio Comparison

HFCGX has a 1.34% expense ratio, which is higher than PEY's 0.54% expense ratio.


Return for Risk

HFCGX vs. PEY — 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

PEY
PEY Risk / Return Rank: 1818
Overall Rank
PEY Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PEY Sortino Ratio Rank: 1818
Sortino Ratio Rank
PEY Omega Ratio Rank: 1717
Omega Ratio Rank
PEY Calmar Ratio Rank: 1919
Calmar Ratio Rank
PEY Martin Ratio Rank: 1919
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. PEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Cornerstone Growth Fund (HFCGX) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). 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.


HFCGXPEYDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.26

+0.38

Sortino ratio

Return per unit of downside risk

1.05

0.49

+0.56

Omega ratio

Gain probability vs. loss probability

1.15

1.06

+0.08

Calmar ratio

Return relative to maximum drawdown

0.91

0.33

+0.58

Martin ratio

Return relative to average drawdown

3.90

0.98

+2.92

HFCGX vs. PEY - Sharpe Ratio Comparison

The current HFCGX Sharpe Ratio is 0.64, which is higher than the PEY Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of HFCGX and PEY, 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


HFCGXPEYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.26

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.34

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.46

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.27

+0.10

Correlation

The correlation between HFCGX and PEY is 0.70, 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. PEY - Dividend Comparison

HFCGX has not paid dividends to shareholders, while PEY's dividend yield for the trailing twelve months is around 4.68%.


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%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
4.68%4.85%4.44%4.58%4.22%3.83%4.30%3.78%4.33%3.21%3.12%3.44%

Drawdowns

HFCGX vs. PEY - Drawdown Comparison

The maximum HFCGX drawdown since its inception was -62.35%, smaller than the maximum PEY drawdown of -72.81%. Use the drawdown chart below to compare losses from any high point for HFCGX and PEY.


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Drawdown Indicators


HFCGXPEYDifference

Max Drawdown

Largest peak-to-trough decline

-62.35%

-72.81%

+10.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-13.28%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

-17.90%

-8.40%

Max Drawdown (10Y)

Largest decline over 10 years

-54.22%

-41.55%

-12.67%

Current Drawdown

Current decline from peak

-5.13%

-3.71%

-1.42%

Average Drawdown

Average peak-to-trough decline

-15.32%

-12.97%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

4.45%

-1.32%

Volatility

HFCGX vs. PEY - Volatility Comparison

Hennessy Cornerstone Growth Fund (HFCGX) has a higher volatility of 5.03% compared to Invesco High Yield Equity Dividend Achievers™ ETF (PEY) at 3.24%. This indicates that HFCGX's price experiences larger fluctuations and is considered to be riskier than PEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFCGXPEYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

3.24%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

9.86%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

18.58%

17.84%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.54%

16.38%

+8.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.79%

18.90%

+6.89%