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HFLGX vs. HMSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFLGX vs. HMSIX - Performance Comparison

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

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HFLGX vs. HMSIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HFLGX
Hennessy Cornerstone Large Cap Growth Fund
3.18%7.40%4.38%21.74%-13.23%34.89%5.49%27.53%-14.13%
HMSIX
Hennessy Midstream Fund
17.65%-0.49%36.21%23.75%29.15%36.58%-31.00%11.97%-20.24%

Returns By Period

In the year-to-date period, HFLGX achieves a 3.18% return, which is significantly lower than HMSIX's 17.65% return.


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%

HMSIX

1D
-0.63%
1M
4.11%
YTD
17.65%
6M
18.55%
1Y
8.36%
3Y*
24.54%
5Y*
24.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFLGX vs. HMSIX - Expense Ratio Comparison

HFLGX has a 1.29% expense ratio, which is lower than HMSIX's 1.51% expense ratio.


Return for Risk

HFLGX vs. HMSIX — 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

HMSIX
HMSIX Risk / Return Rank: 1616
Overall Rank
HMSIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HMSIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
HMSIX Omega Ratio Rank: 1616
Omega Ratio Rank
HMSIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
HMSIX Martin Ratio Rank: 1212
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. HMSIX - Risk-Adjusted Trends Comparison

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


HFLGXHMSIXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.44

+0.35

Sortino ratio

Return per unit of downside risk

1.22

0.67

+0.55

Omega ratio

Gain probability vs. loss probability

1.17

1.10

+0.06

Calmar ratio

Return relative to maximum drawdown

0.93

0.56

+0.38

Martin ratio

Return relative to average drawdown

4.05

0.94

+3.12

HFLGX vs. HMSIX - Sharpe Ratio Comparison

The current HFLGX Sharpe Ratio is 0.79, which is higher than the HMSIX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of HFLGX and HMSIX, 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


HFLGXHMSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.44

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

1.19

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.37

+0.37

Correlation

The correlation between HFLGX and HMSIX is 0.57, 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

HFLGX vs. HMSIX - Dividend Comparison

HFLGX's dividend yield for the trailing twelve months is around 5.88%, less than HMSIX's 7.29% 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%
HMSIX
Hennessy Midstream Fund
7.29%8.42%7.74%9.70%10.84%12.61%15.17%9.10%4.67%0.00%0.00%0.00%

Drawdowns

HFLGX vs. HMSIX - Drawdown Comparison

The maximum HFLGX drawdown since its inception was -38.90%, smaller than the maximum HMSIX drawdown of -68.43%. Use the drawdown chart below to compare losses from any high point for HFLGX and HMSIX.


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Drawdown Indicators


HFLGXHMSIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.90%

-68.43%

+29.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-15.22%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.67%

-21.17%

-4.50%

Max Drawdown (10Y)

Largest decline over 10 years

-38.90%

Current Drawdown

Current decline from peak

-6.86%

-0.91%

-5.95%

Average Drawdown

Average peak-to-trough decline

-4.90%

-12.47%

+7.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

9.07%

-6.30%

Volatility

HFLGX vs. HMSIX - Volatility Comparison

The current volatility for Hennessy Cornerstone Large Cap Growth Fund (HFLGX) is 3.11%, while Hennessy Midstream Fund (HMSIX) has a volatility of 4.23%. This indicates that HFLGX experiences smaller price fluctuations and is considered to be less risky than HMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFLGXHMSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

4.23%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

10.22%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.19%

19.24%

-3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

20.26%

-3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

29.62%

-10.74%