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

Performance

HFLGX vs. HFCSX - Performance Comparison

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

Loading graphics...

HFLGX vs. HFCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HFLGX
Hennessy Cornerstone Large Cap Growth Fund
3.18%7.40%4.38%21.74%-13.23%34.89%5.49%27.53%-9.58%17.10%
HFCSX
Hennessy Focus Fund
-5.05%28.30%14.67%20.99%-24.92%32.04%5.47%34.96%-10.93%19.27%

Returns By Period

In the year-to-date period, HFLGX achieves a 3.18% return, which is significantly higher than HFCSX's -5.05% return. Both investments have delivered pretty close results over the past 10 years, with HFLGX having a 10.46% annualized return and HFCSX not far behind at 10.21%.


HFLGX

1D
0.34%
1M
-6.86%
YTD
3.18%
6M
3.33%
1Y
11.82%
3Y*
10.52%
5Y*
6.65%
10Y*
10.46%

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%
*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.


HFLGX vs. HFCSX - Expense Ratio Comparison

HFLGX has a 1.29% expense ratio, which is lower than HFCSX's 1.49% expense ratio.


Return for Risk

HFLGX vs. HFCSX — Risk / Return Rank

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

HFLGX
HFLGX Risk / Return Rank: 3636
Overall Rank
HFLGX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
HFLGX Sortino Ratio Rank: 3737
Sortino Ratio Rank
HFLGX Omega Ratio Rank: 3434
Omega Ratio Rank
HFLGX Calmar Ratio Rank: 3434
Calmar Ratio Rank
HFLGX Martin Ratio Rank: 3939
Martin Ratio Rank

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
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.

HFLGX vs. HFCSX - Risk-Adjusted Trends Comparison

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


HFLGXHFCSXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.89

-0.11

Sortino ratio

Return per unit of downside risk

1.22

1.43

-0.21

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

0.93

1.18

-0.25

Martin ratio

Return relative to average drawdown

4.05

2.94

+1.11

HFLGX vs. HFCSX - Sharpe Ratio Comparison

The current HFLGX Sharpe Ratio is 0.79, which is comparable to the HFCSX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of HFLGX and HFCSX, 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


HFLGXHFCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.89

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.37

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.46

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.43

+0.31

Correlation

The correlation between HFLGX and HFCSX is 0.81, 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

HFLGX vs. HFCSX - Dividend Comparison

HFLGX's dividend yield for the trailing twelve months is around 5.88%, less than HFCSX's 51.04% yield.


TTM20252024202320222021202020192018201720162015
HFLGX
Hennessy Cornerstone Large Cap Growth Fund
5.88%6.07%4.44%3.74%19.36%14.30%5.26%2.43%26.78%4.11%7.15%30.08%
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%

Drawdowns

HFLGX vs. HFCSX - Drawdown Comparison

The maximum HFLGX drawdown since its inception was -38.90%, smaller than the maximum HFCSX drawdown of -59.41%. Use the drawdown chart below to compare losses from any high point for HFLGX and HFCSX.


Loading graphics...

Drawdown Indicators


HFLGXHFCSXDifference

Max Drawdown

Largest peak-to-trough decline

-38.90%

-59.41%

+20.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-19.90%

+7.89%

Max Drawdown (5Y)

Largest decline over 5 years

-25.67%

-33.13%

+7.46%

Max Drawdown (10Y)

Largest decline over 10 years

-38.90%

-47.07%

+8.17%

Current Drawdown

Current decline from peak

-6.86%

-16.16%

+9.30%

Average Drawdown

Average peak-to-trough decline

-4.90%

-9.86%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

8.01%

-5.24%

Volatility

HFLGX vs. HFCSX - Volatility Comparison

The current volatility for Hennessy Cornerstone Large Cap Growth Fund (HFLGX) is 3.11%, while Hennessy Focus Fund (HFCSX) has a volatility of 8.95%. This indicates that HFLGX experiences smaller price fluctuations and is considered to be less risky than HFCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HFLGXHFCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

8.95%

-5.84%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

21.69%

-13.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.19%

30.39%

-14.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

22.24%

-5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

22.29%

-3.41%