HFCSX vs. VRTTX
Compare and contrast key facts about Hennessy Focus Fund (HFCSX) and Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX).
HFCSX is managed by Hennessy. It was launched on Jan 3, 1997. VRTTX is managed by Vanguard. It was launched on Nov 1, 2010.
Performance
HFCSX vs. VRTTX - Performance Comparison
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HFCSX vs. VRTTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFCSX Hennessy Focus Fund | -5.05% | 28.30% | 14.67% | 20.99% | -24.92% | 32.04% | 5.47% | 34.96% | -10.93% | 19.27% |
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | -6.72% | 16.70% | 23.72% | 25.92% | -19.27% | 25.48% | 20.81% | 31.03% | -5.29% | 21.02% |
Returns By Period
In the year-to-date period, HFCSX achieves a -5.05% return, which is significantly higher than VRTTX's -6.72% return. Over the past 10 years, HFCSX has underperformed VRTTX with an annualized return of 10.21%, while VRTTX has yielded a comparatively higher 13.20% 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%
VRTTX
- 1D
- -0.44%
- 1M
- -7.70%
- YTD
- -6.72%
- 6M
- -4.50%
- 1Y
- 14.62%
- 3Y*
- 16.53%
- 5Y*
- 10.07%
- 10Y*
- 13.20%
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HFCSX vs. VRTTX - Expense Ratio Comparison
HFCSX has a 1.49% expense ratio, which is higher than VRTTX's 0.08% expense ratio.
Return for Risk
HFCSX vs. VRTTX — Risk / Return Rank
HFCSX
VRTTX
HFCSX vs. VRTTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Focus Fund (HFCSX) and Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX). 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.
| HFCSX | VRTTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.83 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.29 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.04 | +0.15 |
Martin ratioReturn relative to average drawdown | 2.94 | 5.04 | -2.10 |
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
| HFCSX | VRTTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.83 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.58 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.72 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.76 | -0.33 |
Correlation
The correlation between HFCSX and VRTTX is 0.83, 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. VRTTX - Dividend Comparison
HFCSX's dividend yield for the trailing twelve months is around 51.04%, more than VRTTX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 1.19% | 0.82% | 1.20% | 1.49% | 1.54% | 1.12% | 1.38% | 1.72% | 1.96% | 1.69% | 1.89% | 1.91% |
Drawdowns
HFCSX vs. VRTTX - Drawdown Comparison
The maximum HFCSX drawdown since its inception was -59.41%, which is greater than VRTTX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for HFCSX and VRTTX.
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Drawdown Indicators
| HFCSX | VRTTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.41% | -34.96% | -24.45% |
Max Drawdown (1Y)Largest decline over 1 year | -19.90% | -12.38% | -7.52% |
Max Drawdown (5Y)Largest decline over 5 years | -33.13% | -25.13% | -8.00% |
Max Drawdown (10Y)Largest decline over 10 years | -47.07% | -34.96% | -12.11% |
Current DrawdownCurrent decline from peak | -16.16% | -8.87% | -7.29% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -4.07% | -5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.01% | 2.55% | +5.46% |
Volatility
HFCSX vs. VRTTX - Volatility Comparison
Hennessy Focus Fund (HFCSX) has a higher volatility of 8.95% compared to Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) at 4.38%. This indicates that HFCSX's price experiences larger fluctuations and is considered to be riskier than VRTTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFCSX | VRTTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.95% | 4.38% | +4.57% |
Volatility (6M)Calculated over the trailing 6-month period | 21.69% | 9.30% | +12.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.39% | 18.38% | +12.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 17.33% | +4.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.29% | 18.38% | +3.91% |