PortfoliosLab logoPortfoliosLab logo
HFCVX vs. GASFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFCVX vs. GASFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hennessy Cornerstone Value Fund (HFCVX) and Hennessy Gas Utility Fund (GASFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HFCVX vs. GASFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HFCVX
Hennessy Cornerstone Value Fund
8.31%18.27%9.59%5.81%6.12%29.94%-6.39%20.84%-9.50%19.21%
GASFX
Hennessy Gas Utility Fund
14.24%10.42%24.98%0.27%13.68%19.60%-9.34%20.80%-3.47%7.04%

Returns By Period

In the year-to-date period, HFCVX achieves a 8.31% return, which is significantly lower than GASFX's 14.24% return. Over the past 10 years, HFCVX has outperformed GASFX with an annualized return of 10.76%, while GASFX has yielded a comparatively lower 10.14% annualized return.


HFCVX

1D
0.17%
1M
-2.27%
YTD
8.31%
6M
12.62%
1Y
17.31%
3Y*
14.42%
5Y*
12.27%
10Y*
10.76%

GASFX

1D
0.17%
1M
0.60%
YTD
14.24%
6M
11.75%
1Y
17.55%
3Y*
16.83%
5Y*
14.84%
10Y*
10.14%
*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.


HFCVX vs. GASFX - Expense Ratio Comparison

HFCVX has a 1.23% expense ratio, which is higher than GASFX's 1.00% expense ratio.


Return for Risk

HFCVX vs. GASFX — Risk / Return Rank

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

HFCVX
HFCVX Risk / Return Rank: 7575
Overall Rank
HFCVX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HFCVX Sortino Ratio Rank: 7979
Sortino Ratio Rank
HFCVX Omega Ratio Rank: 7878
Omega Ratio Rank
HFCVX Calmar Ratio Rank: 6969
Calmar Ratio Rank
HFCVX Martin Ratio Rank: 7272
Martin Ratio Rank

GASFX
GASFX Risk / Return Rank: 7777
Overall Rank
GASFX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GASFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GASFX Omega Ratio Rank: 6868
Omega Ratio Rank
GASFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
GASFX Martin Ratio Rank: 8383
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.

HFCVX vs. GASFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Cornerstone Value Fund (HFCVX) and Hennessy Gas Utility Fund (GASFX). 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.


HFCVXGASFXDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.36

+0.10

Sortino ratio

Return per unit of downside risk

1.97

1.80

+0.17

Omega ratio

Gain probability vs. loss probability

1.30

1.25

+0.04

Calmar ratio

Return relative to maximum drawdown

1.57

2.27

-0.70

Martin ratio

Return relative to average drawdown

6.83

8.36

-1.53

HFCVX vs. GASFX - Sharpe Ratio Comparison

The current HFCVX Sharpe Ratio is 1.46, which is comparable to the GASFX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of HFCVX and GASFX, 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


HFCVXGASFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.36

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.97

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.58

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.58

-0.18

Correlation

The correlation between HFCVX and GASFX is 0.65, 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

HFCVX vs. GASFX - Dividend Comparison

HFCVX's dividend yield for the trailing twelve months is around 6.83%, less than GASFX's 10.02% yield.


TTM20252024202320222021202020192018201720162015
HFCVX
Hennessy Cornerstone Value Fund
6.83%7.39%4.56%3.57%10.33%4.81%2.58%6.58%17.16%14.97%2.26%2.57%
GASFX
Hennessy Gas Utility Fund
10.02%12.06%7.36%6.63%15.49%10.63%10.93%7.11%12.31%2.96%3.52%5.64%

Drawdowns

HFCVX vs. GASFX - Drawdown Comparison

The maximum HFCVX drawdown since its inception was -65.75%, which is greater than GASFX's maximum drawdown of -49.33%. Use the drawdown chart below to compare losses from any high point for HFCVX and GASFX.


Loading graphics...

Drawdown Indicators


HFCVXGASFXDifference

Max Drawdown

Largest peak-to-trough decline

-65.75%

-49.33%

-16.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-8.47%

-2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-16.81%

-18.25%

+1.44%

Max Drawdown (10Y)

Largest decline over 10 years

-39.39%

-37.23%

-2.16%

Current Drawdown

Current decline from peak

-2.27%

-0.23%

-2.04%

Average Drawdown

Average peak-to-trough decline

-8.28%

-7.88%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.30%

+0.30%

Volatility

HFCVX vs. GASFX - Volatility Comparison

The current volatility for Hennessy Cornerstone Value Fund (HFCVX) is 2.92%, while Hennessy Gas Utility Fund (GASFX) has a volatility of 3.35%. This indicates that HFCVX experiences smaller price fluctuations and is considered to be less risky than GASFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HFCVXGASFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

3.35%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

6.80%

7.85%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

13.69%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

15.32%

-2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

17.63%

-1.15%