PortfoliosLab logoPortfoliosLab logo
HFCSX vs. HTECX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFCSX vs. HTECX - Performance Comparison

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

Loading graphics...

HFCSX vs. HTECX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HFCSX
Hennessy Focus Fund
-5.05%28.30%14.67%20.99%-24.92%32.04%5.47%34.96%-10.93%19.27%
HTECX
Hennessy Technology Fund
-10.79%15.48%17.29%35.95%-26.28%14.75%24.45%39.13%-2.27%20.31%

Returns By Period

In the year-to-date period, HFCSX achieves a -5.05% return, which is significantly higher than HTECX's -10.79% return. Over the past 10 years, HFCSX has underperformed HTECX with an annualized return of 10.21%, while HTECX has yielded a comparatively higher 11.64% annualized return.


HFCSX

1D
-1.07%
1M
-7.76%
YTD
-5.05%
6M
5.52%
1Y
27.67%
3Y*
17.42%
5Y*
8.13%
10Y*
10.21%

HTECX

1D
-1.38%
1M
-7.40%
YTD
-10.79%
6M
-12.16%
1Y
13.20%
3Y*
12.49%
5Y*
4.99%
10Y*
11.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HFCSX vs. HTECX - Expense Ratio Comparison

HFCSX has a 1.49% expense ratio, which is higher than HTECX's 1.23% expense ratio.


Return for Risk

HFCSX vs. HTECX — Risk / Return Rank

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

HFCSX
HFCSX Risk / Return Rank: 4242
Overall Rank
HFCSX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HFCSX Sortino Ratio Rank: 5252
Sortino Ratio Rank
HFCSX Omega Ratio Rank: 3636
Omega Ratio Rank
HFCSX Calmar Ratio Rank: 4848
Calmar Ratio Rank
HFCSX Martin Ratio Rank: 2727
Martin Ratio Rank

HTECX
HTECX Risk / Return Rank: 1919
Overall Rank
HTECX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HTECX Sortino Ratio Rank: 2020
Sortino Ratio Rank
HTECX Omega Ratio Rank: 1919
Omega Ratio Rank
HTECX Calmar Ratio Rank: 2121
Calmar Ratio Rank
HTECX Martin Ratio Rank: 1717
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. HTECX - Risk-Adjusted Trends Comparison

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


HFCSXHTECXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.48

+0.41

Sortino ratio

Return per unit of downside risk

1.43

0.86

+0.56

Omega ratio

Gain probability vs. loss probability

1.17

1.12

+0.05

Calmar ratio

Return relative to maximum drawdown

1.18

0.62

+0.56

Martin ratio

Return relative to average drawdown

2.94

1.79

+1.15

HFCSX vs. HTECX - Sharpe Ratio Comparison

The current HFCSX Sharpe Ratio is 0.89, which is higher than the HTECX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of HFCSX and HTECX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HFCSXHTECXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.48

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.21

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.50

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.27

+0.16

Correlation

The correlation between HFCSX and HTECX 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

HFCSX vs. HTECX - Dividend Comparison

HFCSX's dividend yield for the trailing twelve months is around 51.04%, more than HTECX's 23.72% yield.


TTM20252024202320222021202020192018201720162015
HFCSX
Hennessy Focus Fund
51.04%48.46%15.94%24.51%15.15%17.19%35.80%10.78%22.20%0.01%0.00%0.20%
HTECX
Hennessy Technology Fund
23.72%21.16%4.28%0.00%0.07%33.37%3.58%2.65%15.54%9.60%0.00%0.00%

Drawdowns

HFCSX vs. HTECX - Drawdown Comparison

The maximum HFCSX drawdown since its inception was -59.41%, roughly equal to the maximum HTECX drawdown of -58.85%. Use the drawdown chart below to compare losses from any high point for HFCSX and HTECX.


Loading graphics...

Drawdown Indicators


HFCSXHTECXDifference

Max Drawdown

Largest peak-to-trough decline

-59.41%

-58.85%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-19.90%

-15.01%

-4.89%

Max Drawdown (5Y)

Largest decline over 5 years

-33.13%

-34.88%

+1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-47.07%

-35.00%

-12.07%

Current Drawdown

Current decline from peak

-16.16%

-15.01%

-1.15%

Average Drawdown

Average peak-to-trough decline

-9.86%

-12.01%

+2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.01%

5.21%

+2.80%

Volatility

HFCSX vs. HTECX - Volatility Comparison

Hennessy Focus Fund (HFCSX) has a higher volatility of 8.95% compared to Hennessy Technology Fund (HTECX) at 6.20%. This indicates that HFCSX's price experiences larger fluctuations and is considered to be riskier than HTECX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HFCSXHTECXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

6.20%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

21.69%

14.54%

+7.15%

Volatility (1Y)

Calculated over the trailing 1-year period

30.39%

25.88%

+4.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.24%

24.04%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

23.52%

-1.23%