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HFMDX vs. CALF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HFMDX and CALF is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

HFMDX vs. CALF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) and Pacer US Small Cap Cash Cows 100 ETF (CALF). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
-4.71%
59.59%
HFMDX
CALF

Key characteristics

Sharpe Ratio

HFMDX:

-0.45

CALF:

-0.92

Sortino Ratio

HFMDX:

-0.42

CALF:

-1.29

Omega Ratio

HFMDX:

0.94

CALF:

0.84

Calmar Ratio

HFMDX:

-0.34

CALF:

-0.69

Martin Ratio

HFMDX:

-0.83

CALF:

-1.97

Ulcer Index

HFMDX:

15.72%

CALF:

11.92%

Daily Std Dev

HFMDX:

28.90%

CALF:

25.59%

Max Drawdown

HFMDX:

-71.75%

CALF:

-47.58%

Current Drawdown

HFMDX:

-32.57%

CALF:

-26.47%

Returns By Period

In the year-to-date period, HFMDX achieves a -13.63% return, which is significantly higher than CALF's -18.58% return.


HFMDX

YTD

-13.63%

1M

-7.18%

6M

-25.48%

1Y

-13.01%

5Y*

18.05%

10Y*

-0.07%

CALF

YTD

-18.58%

1M

-7.28%

6M

-20.07%

1Y

-22.17%

5Y*

15.55%

10Y*

N/A

*Annualized

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HFMDX vs. CALF - Expense Ratio Comparison

HFMDX has a 1.36% expense ratio, which is higher than CALF's 0.59% expense ratio.


Expense ratio chart for HFMDX: current value is 1.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HFMDX: 1.36%
Expense ratio chart for CALF: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CALF: 0.59%

Risk-Adjusted Performance

HFMDX vs. CALF — Risk-Adjusted Performance Rank

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

HFMDX
The Risk-Adjusted Performance Rank of HFMDX is 55
Overall Rank
The Sharpe Ratio Rank of HFMDX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of HFMDX is 55
Sortino Ratio Rank
The Omega Ratio Rank of HFMDX is 55
Omega Ratio Rank
The Calmar Ratio Rank of HFMDX is 33
Calmar Ratio Rank
The Martin Ratio Rank of HFMDX is 66
Martin Ratio Rank

CALF
The Risk-Adjusted Performance Rank of CALF is 11
Overall Rank
The Sharpe Ratio Rank of CALF is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of CALF is 11
Sortino Ratio Rank
The Omega Ratio Rank of CALF is 11
Omega Ratio Rank
The Calmar Ratio Rank of CALF is 11
Calmar Ratio Rank
The Martin Ratio Rank of CALF is 00
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HFMDX vs. CALF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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.


The chart of Sharpe ratio for HFMDX, currently valued at -0.45, compared to the broader market-1.000.001.002.003.00
HFMDX: -0.45
CALF: -0.92
The chart of Sortino ratio for HFMDX, currently valued at -0.42, compared to the broader market-2.000.002.004.006.008.00
HFMDX: -0.42
CALF: -1.29
The chart of Omega ratio for HFMDX, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.00
HFMDX: 0.94
CALF: 0.84
The chart of Calmar ratio for HFMDX, currently valued at -0.34, compared to the broader market0.002.004.006.008.0010.00
HFMDX: -0.34
CALF: -0.69
The chart of Martin ratio for HFMDX, currently valued at -0.83, compared to the broader market0.0010.0020.0030.0040.00
HFMDX: -0.83
CALF: -1.97

The current HFMDX Sharpe Ratio is -0.45, which is higher than the CALF Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of HFMDX and CALF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.45
-0.92
HFMDX
CALF

Dividends

HFMDX vs. CALF - Dividend Comparison

HFMDX's dividend yield for the trailing twelve months is around 0.23%, less than CALF's 1.27% yield.


TTM2024202320222021202020192018201720162015
HFMDX
Hennessy Cornerstone Mid Cap 30 Fund
0.23%0.19%0.00%0.00%1.73%0.00%0.00%0.00%0.00%0.00%0.14%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.27%1.07%1.18%0.85%2.63%0.82%0.99%1.39%0.70%0.00%0.00%

Drawdowns

HFMDX vs. CALF - Drawdown Comparison

The maximum HFMDX drawdown since its inception was -71.75%, which is greater than CALF's maximum drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for HFMDX and CALF. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.57%
-26.47%
HFMDX
CALF

Volatility

HFMDX vs. CALF - Volatility Comparison

The current volatility for Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) is 14.20%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 16.47%. This indicates that HFMDX experiences smaller price fluctuations and is considered to be less risky than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.20%
16.47%
HFMDX
CALF