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HFCSX vs. BARAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFCSX vs. BARAX - Performance Comparison

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

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HFCSX vs. BARAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HFCSX
Hennessy Focus Fund
-1.28%28.30%14.67%20.99%-24.92%32.04%5.47%34.96%-10.93%19.27%
BARAX
Baron Asset Fund
-7.87%7.89%10.35%17.05%-26.06%13.88%32.98%37.64%-0.15%26.18%

Returns By Period

In the year-to-date period, HFCSX achieves a -1.28% return, which is significantly higher than BARAX's -7.87% return. Both investments have delivered pretty close results over the past 10 years, with HFCSX having a 10.64% annualized return and BARAX not far behind at 10.32%.


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%

BARAX

1D
1.64%
1M
-5.84%
YTD
-7.87%
6M
-0.37%
1Y
2.50%
3Y*
6.84%
5Y*
1.42%
10Y*
10.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFCSX vs. BARAX - Expense Ratio Comparison

HFCSX has a 1.49% expense ratio, which is higher than BARAX's 1.29% expense ratio.


Return for Risk

HFCSX vs. BARAX — Risk / Return Rank

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

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

BARAX
BARAX Risk / Return Rank: 99
Overall Rank
BARAX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BARAX Sortino Ratio Rank: 77
Sortino Ratio Rank
BARAX Omega Ratio Rank: 77
Omega Ratio Rank
BARAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
BARAX Martin Ratio Rank: 1111
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.

HFCSX vs. BARAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Focus Fund (HFCSX) and Baron Asset Fund (BARAX). 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.


HFCSXBARAXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.13

+0.95

Sortino ratio

Return per unit of downside risk

1.65

0.35

+1.31

Omega ratio

Gain probability vs. loss probability

1.20

1.04

+0.15

Calmar ratio

Return relative to maximum drawdown

1.61

0.36

+1.25

Martin ratio

Return relative to average drawdown

3.97

0.90

+3.07

HFCSX vs. BARAX - Sharpe Ratio Comparison

The current HFCSX Sharpe Ratio is 1.08, which is higher than the BARAX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of HFCSX and BARAX, 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


HFCSXBARAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.13

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.07

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.52

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.49

-0.05

Correlation

The correlation between HFCSX and BARAX is 0.76, 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

HFCSX vs. BARAX - Dividend Comparison

HFCSX's dividend yield for the trailing twelve months is around 49.09%, more than BARAX's 12.49% yield.


TTM20252024202320222021202020192018201720162015
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%
BARAX
Baron Asset Fund
12.49%11.51%19.23%3.48%0.01%7.65%3.05%1.78%7.42%7.25%4.88%11.50%

Drawdowns

HFCSX vs. BARAX - Drawdown Comparison

The maximum HFCSX drawdown since its inception was -59.41%, roughly equal to the maximum BARAX drawdown of -59.71%. Use the drawdown chart below to compare losses from any high point for HFCSX and BARAX.


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Drawdown Indicators


HFCSXBARAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.41%

-59.71%

+0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-19.90%

-11.12%

-8.78%

Max Drawdown (5Y)

Largest decline over 5 years

-33.13%

-37.53%

+4.40%

Max Drawdown (10Y)

Largest decline over 10 years

-47.07%

-37.53%

-9.54%

Current Drawdown

Current decline from peak

-12.83%

-9.28%

-3.55%

Average Drawdown

Average peak-to-trough decline

-9.86%

-11.44%

+1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

4.44%

+3.61%

Volatility

HFCSX vs. BARAX - Volatility Comparison

Hennessy Focus Fund (HFCSX) has a higher volatility of 9.69% compared to Baron Asset Fund (BARAX) at 3.90%. This indicates that HFCSX's price experiences larger fluctuations and is considered to be riskier than BARAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFCSXBARAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.69%

3.90%

+5.79%

Volatility (6M)

Calculated over the trailing 6-month period

22.03%

11.83%

+10.20%

Volatility (1Y)

Calculated over the trailing 1-year period

30.58%

19.02%

+11.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

19.56%

+2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.32%

19.79%

+2.53%