HFMDX vs. SFILX
Compare and contrast key facts about Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) and Schwab Fundamental International Small Company Index Fund (SFILX).
HFMDX is managed by Hennessy. It was launched on Sep 17, 2003. SFILX is managed by Charles Schwab. It was launched on Jan 30, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HFMDX or SFILX.
Key characteristics
| HFMDX | SFILX | |
|---|---|---|
| YTD Return | 27.65% | 7.92% |
| 1Y Return | 38.59% | 15.81% |
| 3Y Return (Ann) | 21.23% | 0.15% |
| 5Y Return (Ann) | 23.46% | 6.17% |
| 10Y Return (Ann) | 11.99% | 5.40% |
| Sharpe Ratio | 1.60 | 1.16 |
| Daily Std Dev | 24.13% | 13.58% |
| Max Drawdown | -56.14% | -54.02% |
| Current Drawdown | -2.44% | -0.98% |
Correlation
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.
Performance
HFMDX vs. SFILX - Performance Comparison
In the year-to-date period, HFMDX achieves a 27.65% return, which is significantly higher than SFILX's 7.92% return. Over the past 10 years, HFMDX has outperformed SFILX with an annualized return of 11.99%, while SFILX has yielded a comparatively lower 5.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Dividends
HFMDX vs. SFILX - Dividend Comparison
HFMDX's dividend yield for the trailing twelve months is around 7.53%, more than SFILX's 2.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFMDX Hennessy Cornerstone Mid Cap 30 Fund | 7.53% | 9.61% | 21.66% | 1.73% | 0.00% | 0.00% | 40.95% | 18.56% | 0.64% | 0.91% | 6.09% | 7.68% |
SFILX Schwab Fundamental International Small Company Index Fund | 2.89% | 3.11% | 4.88% | 6.00% | 1.98% | 2.78% | 5.77% | 3.75% | 2.45% | 2.09% | 2.19% | 2.75% |
Drawdowns
HFMDX vs. SFILX - Drawdown Comparison
The maximum HFMDX drawdown since its inception was -56.14%, roughly equal to the maximum SFILX 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.
Volatility
HFMDX vs. SFILX - Volatility Comparison
Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) has a higher volatility of 7.55% compared to Schwab Fundamental International Small Company Index Fund (SFILX) at 4.20%. 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.