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

Performance

HFMDX vs. SFILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) and Schwab Fundamental International Small Company Index Fund (SFILX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.36%
-0.91%
HFMDX
SFILX

Returns By Period

In the year-to-date period, HFMDX achieves a 38.78% return, which is significantly higher than SFILX's 2.35% return. Over the past 10 years, HFMDX has underperformed SFILX with an annualized return of 3.69%, while SFILX has yielded a comparatively higher 5.30% annualized return.


HFMDX

YTD

38.78%

1M

1.90%

6M

13.36%

1Y

34.10%

5Y (annualized)

17.64%

10Y (annualized)

3.69%

SFILX

YTD

2.35%

1M

-4.67%

6M

-0.91%

1Y

9.93%

5Y (annualized)

4.30%

10Y (annualized)

5.30%

Key characteristics


HFMDXSFILX
Sharpe Ratio1.590.82
Sortino Ratio2.011.20
Omega Ratio1.291.15
Calmar Ratio1.930.71
Martin Ratio8.423.64
Ulcer Index4.09%2.92%
Daily Std Dev21.71%13.05%
Max Drawdown-71.75%-54.02%
Current Drawdown-2.94%-8.03%

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HFMDX vs. SFILX - Expense Ratio Comparison

HFMDX has a 1.36% expense ratio, which is higher than SFILX's 0.39% expense ratio.


HFMDX
Hennessy Cornerstone Mid Cap 30 Fund
Expense ratio chart for HFMDX: current value at 1.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.36%
Expense ratio chart for SFILX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Correlation

-0.50.00.51.00.7

The correlation between HFMDX and SFILX is 0.67, 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.

Risk-Adjusted Performance

HFMDX vs. SFILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) and Schwab Fundamental International Small Company Index Fund (SFILX). 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.


Sharpe ratio
The chart of Sharpe ratio for HFMDX, currently valued at 1.59, compared to the broader market-1.000.001.002.003.004.005.001.590.82
The chart of Sortino ratio for HFMDX, currently valued at 2.01, compared to the broader market0.005.0010.002.011.20
The chart of Omega ratio for HFMDX, currently valued at 1.29, compared to the broader market1.002.003.004.001.291.15
The chart of Calmar ratio for HFMDX, currently valued at 1.93, compared to the broader market0.005.0010.0015.0020.0025.001.930.71
The chart of Martin ratio for HFMDX, currently valued at 8.42, compared to the broader market0.0020.0040.0060.0080.00100.008.423.64
HFMDX
SFILX

The current HFMDX Sharpe Ratio is 1.59, which is higher than the SFILX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of HFMDX and SFILX, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.59
0.82
HFMDX
SFILX

Dividends

HFMDX vs. SFILX - Dividend Comparison

HFMDX has not paid dividends to shareholders, while SFILX's dividend yield for the trailing twelve months is around 3.04%.


TTM20232022202120202019201820172016201520142013
HFMDX
Hennessy Cornerstone Mid Cap 30 Fund
0.00%0.00%0.00%1.73%0.00%0.00%0.00%0.00%0.00%0.14%0.00%0.11%
SFILX
Schwab Fundamental International Small Company Index Fund
3.04%3.11%1.99%2.87%1.98%2.78%2.70%2.35%2.45%2.09%1.74%2.75%

Drawdowns

HFMDX vs. SFILX - Drawdown Comparison

The maximum HFMDX drawdown since its inception was -71.75%, which is greater than SFILX's maximum drawdown of -54.02%. Use the drawdown chart below to compare losses from any high point for HFMDX and SFILX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.94%
-8.03%
HFMDX
SFILX

Volatility

HFMDX vs. SFILX - Volatility Comparison

Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) has a higher volatility of 4.87% compared to Schwab Fundamental International Small Company Index Fund (SFILX) at 3.62%. This indicates that HFMDX's price experiences larger fluctuations and is considered to be riskier than SFILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.87%
3.62%
HFMDX
SFILX