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HFCVX vs. PEY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFCVX vs. PEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hennessy Cornerstone Value Fund (HFCVX) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). The values are adjusted to include any dividend payments, if applicable.

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HFCVX vs. PEY - 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%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
5.88%0.56%5.25%7.29%2.45%26.15%-3.85%24.76%-7.49%8.78%

Returns By Period

In the year-to-date period, HFCVX achieves a 9.21% return, which is significantly higher than PEY's 5.88% return. Over the past 10 years, HFCVX has outperformed PEY with an annualized return of 10.85%, while PEY has yielded a comparatively lower 8.63% annualized return.


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%

PEY

1D
-0.32%
1M
-0.81%
YTD
5.88%
6M
3.22%
1Y
4.59%
3Y*
7.32%
5Y*
5.59%
10Y*
8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFCVX vs. PEY - Expense Ratio Comparison

HFCVX has a 1.23% expense ratio, which is higher than PEY's 0.54% expense ratio.


Return for Risk

HFCVX vs. PEY — 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

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

This table presents a comparison of risk-adjusted performance metrics for Hennessy Cornerstone Value Fund (HFCVX) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). 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.


HFCVXPEYDifference

Sharpe ratio

Return per unit of total volatility

1.44

0.26

+1.19

Sortino ratio

Return per unit of downside risk

1.95

0.49

+1.46

Omega ratio

Gain probability vs. loss probability

1.30

1.06

+0.23

Calmar ratio

Return relative to maximum drawdown

1.72

0.33

+1.39

Martin ratio

Return relative to average drawdown

7.47

0.98

+6.50

HFCVX vs. PEY - Sharpe Ratio Comparison

The current HFCVX Sharpe Ratio is 1.44, which is higher than the PEY Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of HFCVX and PEY, 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


HFCVXPEYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

0.26

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.34

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.46

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.27

+0.13

Correlation

The correlation between HFCVX and PEY is 0.84, 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. PEY - Dividend Comparison

HFCVX's dividend yield for the trailing twelve months is around 6.77%, more than PEY's 4.68% 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%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
4.68%4.85%4.44%4.58%4.22%3.83%4.30%3.78%4.33%3.21%3.12%3.44%

Drawdowns

HFCVX vs. PEY - Drawdown Comparison

The maximum HFCVX drawdown since its inception was -65.75%, smaller than the maximum PEY drawdown of -72.81%. Use the drawdown chart below to compare losses from any high point for HFCVX and PEY.


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Drawdown Indicators


HFCVXPEYDifference

Max Drawdown

Largest peak-to-trough decline

-65.75%

-72.81%

+7.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-13.28%

+2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-16.81%

-17.90%

+1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-39.39%

-41.55%

+2.16%

Current Drawdown

Current decline from peak

-1.46%

-3.71%

+2.25%

Average Drawdown

Average peak-to-trough decline

-8.28%

-12.97%

+4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

4.45%

-1.84%

Volatility

HFCVX vs. PEY - Volatility Comparison

The current volatility for Hennessy Cornerstone Value Fund (HFCVX) is 3.06%, while Invesco High Yield Equity Dividend Achievers™ ETF (PEY) has a volatility of 3.24%. This indicates that HFCVX experiences smaller price fluctuations and is considered to be less risky than PEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFCVXPEYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

3.24%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

6.83%

9.86%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

17.84%

-5.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.28%

16.38%

-3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

18.90%

-2.42%