HFCGX vs. STLG
HFCGX (Hennessy Cornerstone Growth Fund) and STLG (iShares Factors US Growth Style ETF) are both funds - HFCGX is a Small Cap Blend Equities fund managed by Hennessy, while STLG is a Large Cap Growth Equities fund tracking the Russell US Large Cap Factors Growth Style Index. Over the past 5 years, HFCGX returned 13.33%/yr vs 18.36%/yr for STLG. A 0.60 correlation means they provide meaningful diversification when combined. HFCGX charges 1.34%/yr vs 0.25%/yr for STLG.
Performance
HFCGX vs. STLG - Performance Comparison
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Returns By Period
In the year-to-date period, HFCGX achieves a 13.58% return, which is significantly lower than STLG's 16.17% return.
HFCGX
- 1D
- 0.80%
- 1M
- 1.86%
- YTD
- 13.58%
- 6M
- 12.54%
- 1Y
- 19.12%
- 3Y*
- 22.97%
- 5Y*
- 13.33%
- 10Y*
- 12.81%
STLG
- 1D
- -2.76%
- 1M
- 0.95%
- YTD
- 16.17%
- 6M
- 14.60%
- 1Y
- 36.49%
- 3Y*
- 30.82%
- 5Y*
- 18.36%
- 10Y*
- —
HFCGX vs. STLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HFCGX Hennessy Cornerstone Growth Fund | 13.58% | 4.78% | 31.45% | 19.58% | -4.97% | 29.94% | 16.45% |
STLG iShares Factors US Growth Style ETF | 16.17% | 21.49% | 37.42% | 42.86% | -26.75% | 27.99% | 26.51% |
Correlation
The correlation between HFCGX and STLG is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2020 | 0.60 |
The correlation between HFCGX and STLG shifts across timeframes, from 0.51 (1 year) to 0.63 (3 years), reflecting how their relationship changes across market environments.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HFCGX | STLG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.68 | -0.06 |
| Martin ratioReturn relative to average drawdown | 8.30 | 10.39 | -2.09 |
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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 | -7.82% | -13.69% | +5.87% |
Max Drawdown (3Y)Largest decline over 3 years | -22.86% | -23.73% | +0.87% |
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 | -3.12% | -4.93% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -15.21% | -7.33% | -7.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.52% | -1.06% |
Volatility
HFCGX vs. STLG - Volatility Comparison
The current volatility for Hennessy Cornerstone Growth Fund (HFCGX) is 5.87%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 8.62%. 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 | 5.87% | 8.62% | -2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 15.52% | -5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.52% | 19.23% | -5.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 22.22% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.85% | 23.98% | +1.87% |
HFCGX vs. STLG - Expense Ratio Comparison
HFCGX has a 1.34% expense ratio, which is higher than STLG's 0.25% expense ratio.
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 0.27%.
| Position | 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 | 0.27% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HFCGX and STLG have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLG has higher volatility (8.62%) compared to HFCGX (5.87%). In terms of maximum drawdown, HFCGX dropped -62.35% vs STLG's -31.34%.
STLG currently has the higher Sharpe Ratio (1.91 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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