HFCGX vs. STLG
Compare and contrast key facts about Hennessy Cornerstone Growth Fund (HFCGX) and iShares Factors US Growth Style ETF (STLG).
HFCGX is managed by Hennessy. It was launched on Nov 1, 1996. STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020.
Performance
HFCGX vs. STLG - Performance Comparison
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HFCGX vs. STLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HFCGX Hennessy Cornerstone Growth Fund | 1.53% | 4.78% | 31.45% | 19.58% | -4.97% | 29.94% | 15.57% |
STLG iShares Factors US Growth Style ETF | -4.79% | 21.49% | 37.42% | 42.86% | -26.75% | 27.99% | 26.51% |
Returns By Period
In the year-to-date period, HFCGX achieves a 1.53% return, which is significantly higher than STLG's -4.79% 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%
STLG
- 1D
- 1.30%
- 1M
- -4.52%
- YTD
- -4.79%
- 6M
- -1.79%
- 1Y
- 26.47%
- 3Y*
- 25.76%
- 5Y*
- 15.47%
- 10Y*
- —
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HFCGX vs. STLG - Expense Ratio Comparison
HFCGX has a 1.34% expense ratio, which is higher than STLG's 0.25% expense ratio.
Return for Risk
HFCGX vs. STLG — Risk / Return Rank
HFCGX
STLG
HFCGX vs. STLG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Cornerstone Growth Fund (HFCGX) and iShares Factors US Growth Style ETF (STLG). 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.
| HFCGX | STLG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 1.09 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.65 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.00 | -1.09 |
Martin ratioReturn relative to average drawdown | 3.90 | 7.30 | -3.40 |
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
| HFCGX | STLG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 1.09 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.71 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.72 | -0.35 |
Correlation
The correlation between HFCGX and STLG is 0.61, 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
HFCGX vs. STLG - Dividend Comparison
HFCGX has not paid dividends to shareholders, while STLG's dividend yield for the trailing twelve months is around 0.31%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STLG iShares Factors US Growth Style ETF | 0.31% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HFCGX vs. STLG - Drawdown Comparison
The maximum HFCGX drawdown since its inception was -62.35%, which is greater than STLG's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for HFCGX and STLG.
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Drawdown Indicators
| HFCGX | STLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.35% | -31.34% | -31.01% |
Max Drawdown (1Y)Largest decline over 1 year | -13.38% | -13.69% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -26.30% | -30.61% | +4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -54.22% | — | — |
Current DrawdownCurrent decline from peak | -5.13% | -9.19% | +4.06% |
Average DrawdownAverage peak-to-trough decline | -15.32% | -7.53% | -7.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.76% | -0.63% |
Volatility
HFCGX vs. STLG - Volatility Comparison
The current volatility for Hennessy Cornerstone Growth Fund (HFCGX) is 5.03%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 7.59%. This indicates that HFCGX experiences smaller price fluctuations and is considered to be less risky than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFCGX | STLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 7.59% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.24% | 14.50% | -5.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 24.41% | -5.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.54% | 21.86% | +2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.79% | 24.02% | +1.77% |