HFMDX vs. VMCPX
Compare and contrast key facts about Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) and Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX).
HFMDX is managed by Hennessy. It was launched on Sep 17, 2003. VMCPX is managed by Vanguard. It was launched on Dec 15, 2010.
Performance
HFMDX vs. VMCPX - Performance Comparison
Loading graphics...
HFMDX vs. VMCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFMDX Hennessy Cornerstone Mid Cap 30 Fund | -4.78% | 2.68% | 34.13% | 30.83% | 2.72% | 27.23% | 23.37% | 15.76% | -23.52% | 20.71% |
VMCPX Vanguard Mid-Cap Index Fund Institutional Plus Shares | -2.79% | 11.70% | 14.68% | 16.55% | -18.68% | 24.54% | 18.20% | 31.06% | -9.23% | 19.28% |
Returns By Period
In the year-to-date period, HFMDX achieves a -4.78% return, which is significantly lower than VMCPX's -2.79% return. Over the past 10 years, HFMDX has outperformed VMCPX with an annualized return of 11.66%, while VMCPX has yielded a comparatively lower 10.44% annualized return.
HFMDX
- 1D
- -2.49%
- 1M
- -10.16%
- YTD
- -4.78%
- 6M
- -4.01%
- 1Y
- 8.75%
- 3Y*
- 16.28%
- 5Y*
- 12.41%
- 10Y*
- 11.66%
VMCPX
- 1D
- -0.66%
- 1M
- -7.87%
- YTD
- -2.79%
- 6M
- -3.58%
- 1Y
- 10.32%
- 3Y*
- 11.80%
- 5Y*
- 6.52%
- 10Y*
- 10.44%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HFMDX vs. VMCPX - Expense Ratio Comparison
HFMDX has a 1.36% expense ratio, which is higher than VMCPX's 0.03% expense ratio.
Return for Risk
HFMDX vs. VMCPX — Risk / Return Rank
HFMDX
VMCPX
HFMDX vs. VMCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) and Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX). 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.
| HFMDX | VMCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.63 | -0.31 |
Sortino ratioReturn per unit of downside risk | 0.62 | 0.99 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.14 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.41 | 0.73 | -0.32 |
Martin ratioReturn relative to average drawdown | 1.36 | 3.40 | -2.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| HFMDX | VMCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.63 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.37 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.55 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.59 | -0.18 |
Correlation
The correlation between HFMDX and VMCPX is 0.85, 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
HFMDX vs. VMCPX - Dividend Comparison
HFMDX's dividend yield for the trailing twelve months is around 0.75%, less than VMCPX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFMDX Hennessy Cornerstone Mid Cap 30 Fund | 0.75% | 0.72% | 18.84% | 9.61% | 21.66% | 1.73% | 0.00% | 0.00% | 40.95% | 18.56% | 0.64% | 0.91% |
VMCPX Vanguard Mid-Cap Index Fund Institutional Plus Shares | 1.55% | 1.53% | 1.50% | 1.52% | 1.61% | 1.13% | 1.45% | 1.49% | 1.84% | 1.37% | 1.47% | 1.50% |
Drawdowns
HFMDX vs. VMCPX - Drawdown Comparison
The maximum HFMDX drawdown since its inception was -61.25%, which is greater than VMCPX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for HFMDX and VMCPX.
Loading graphics...
Drawdown Indicators
| HFMDX | VMCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.25% | -39.30% | -21.95% |
Max Drawdown (1Y)Largest decline over 1 year | -14.22% | -12.77% | -1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -27.76% | -27.54% | -0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | -39.30% | -16.84% |
Current DrawdownCurrent decline from peak | -12.66% | -8.13% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -5.26% | -7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 2.74% | +1.59% |
Volatility
HFMDX vs. VMCPX - Volatility Comparison
Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) has a higher volatility of 7.34% compared to Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX) at 4.23%. This indicates that HFMDX's price experiences larger fluctuations and is considered to be riskier than VMCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| HFMDX | VMCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 4.23% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 16.19% | 9.43% | +6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.92% | 17.58% | +7.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.30% | 17.63% | +5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.98% | 18.90% | +6.08% |