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HFCVX vs. HFLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFCVX vs. HFLGX - Performance Comparison

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

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HFCVX vs. HFLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HFCVX
Hennessy Cornerstone Value Fund
9.21%18.27%9.59%5.81%6.12%29.94%-6.39%20.84%-9.50%19.21%
HFLGX
Hennessy Cornerstone Large Cap Growth Fund
4.24%7.40%4.38%21.74%-13.23%34.89%5.49%27.53%-9.58%17.10%

Returns By Period

In the year-to-date period, HFCVX achieves a 9.21% return, which is significantly higher than HFLGX's 4.24% return. Both investments have delivered pretty close results over the past 10 years, with HFCVX having a 10.85% annualized return and HFLGX not far behind at 10.58%.


HFCVX

1D
0.83%
1M
-1.38%
YTD
9.21%
6M
12.87%
1Y
18.71%
3Y*
14.74%
5Y*
12.33%
10Y*
10.85%

HFLGX

1D
1.03%
1M
-5.68%
YTD
4.24%
6M
3.95%
1Y
12.77%
3Y*
10.90%
5Y*
6.74%
10Y*
10.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFCVX vs. HFLGX - Expense Ratio Comparison

HFCVX has a 1.23% expense ratio, which is lower than HFLGX's 1.29% expense ratio.


Return for Risk

HFCVX vs. HFLGX — Risk / Return Rank

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

HFCVX
HFCVX Risk / Return Rank: 7373
Overall Rank
HFCVX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HFCVX Sortino Ratio Rank: 7474
Sortino Ratio Rank
HFCVX Omega Ratio Rank: 7474
Omega Ratio Rank
HFCVX Calmar Ratio Rank: 6868
Calmar Ratio Rank
HFCVX Martin Ratio Rank: 7373
Martin Ratio Rank

HFLGX
HFLGX Risk / Return Rank: 3535
Overall Rank
HFLGX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
HFLGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
HFLGX Omega Ratio Rank: 3030
Omega Ratio Rank
HFLGX Calmar Ratio Rank: 3737
Calmar Ratio Rank
HFLGX Martin Ratio Rank: 4343
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. HFLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Cornerstone Value Fund (HFCVX) and Hennessy Cornerstone Large Cap Growth Fund (HFLGX). 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.


HFCVXHFLGXDifference

Sharpe ratio

Return per unit of total volatility

1.44

0.81

+0.64

Sortino ratio

Return per unit of downside risk

1.95

1.24

+0.71

Omega ratio

Gain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratio

Return relative to maximum drawdown

1.72

1.15

+0.57

Martin ratio

Return relative to average drawdown

7.47

4.94

+2.53

HFCVX vs. HFLGX - Sharpe Ratio Comparison

The current HFCVX Sharpe Ratio is 1.44, which is higher than the HFLGX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of HFCVX and HFLGX, 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


HFCVXHFLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

0.81

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.39

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.56

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.74

-0.34

Correlation

The correlation between HFCVX and HFLGX is 0.86, 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

HFCVX vs. HFLGX - Dividend Comparison

HFCVX's dividend yield for the trailing twelve months is around 6.77%, more than HFLGX's 5.82% yield.


TTM20252024202320222021202020192018201720162015
HFCVX
Hennessy Cornerstone Value Fund
6.77%7.39%4.56%3.57%10.33%4.81%2.58%6.58%17.16%14.97%2.26%2.57%
HFLGX
Hennessy Cornerstone Large Cap Growth Fund
5.82%6.07%4.44%3.74%19.36%14.30%5.26%2.43%26.78%4.11%7.15%30.08%

Drawdowns

HFCVX vs. HFLGX - Drawdown Comparison

The maximum HFCVX drawdown since its inception was -65.75%, which is greater than HFLGX's maximum drawdown of -38.90%. Use the drawdown chart below to compare losses from any high point for HFCVX and HFLGX.


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Drawdown Indicators


HFCVXHFLGXDifference

Max Drawdown

Largest peak-to-trough decline

-65.75%

-38.90%

-26.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-12.01%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.81%

-25.67%

+8.86%

Max Drawdown (10Y)

Largest decline over 10 years

-39.39%

-38.90%

-0.49%

Current Drawdown

Current decline from peak

-1.46%

-5.90%

+4.44%

Average Drawdown

Average peak-to-trough decline

-8.28%

-4.90%

-3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.79%

-0.18%

Volatility

HFCVX vs. HFLGX - Volatility Comparison

The current volatility for Hennessy Cornerstone Value Fund (HFCVX) is 3.06%, while Hennessy Cornerstone Large Cap Growth Fund (HFLGX) has a volatility of 3.39%. This indicates that HFCVX experiences smaller price fluctuations and is considered to be less risky than HFLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFCVXHFLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

3.39%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

6.83%

8.62%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

16.18%

-3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.28%

17.15%

-3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

18.88%

-2.40%