HFMDX vs. XSVM
Compare and contrast key facts about Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) and Invesco S&P SmallCap Value with Momentum ETF (XSVM).
HFMDX is managed by Hennessy. It was launched on Sep 17, 2003. XSVM is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005.
Performance
HFMDX vs. XSVM - Performance Comparison
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HFMDX vs. XSVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFMDX Hennessy Cornerstone Mid Cap 30 Fund | -1.39% | 2.68% | 34.13% | 30.83% | 2.72% | 27.23% | 23.37% | 15.76% | -23.52% | 20.71% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 6.63% | 7.47% | 2.30% | 20.20% | -13.63% | 56.36% | 5.08% | 30.01% | -12.33% | 3.62% |
Returns By Period
In the year-to-date period, HFMDX achieves a -1.39% return, which is significantly lower than XSVM's 6.63% return. Both investments have delivered pretty close results over the past 10 years, with HFMDX having a 12.05% annualized return and XSVM not far ahead at 12.22%.
HFMDX
- 1D
- 3.56%
- 1M
- -6.47%
- YTD
- -1.39%
- 6M
- -0.77%
- 1Y
- 11.96%
- 3Y*
- 17.64%
- 5Y*
- 12.98%
- 10Y*
- 12.05%
XSVM
- 1D
- 0.60%
- 1M
- -2.33%
- YTD
- 6.63%
- 6M
- 8.31%
- 1Y
- 22.91%
- 3Y*
- 12.18%
- 5Y*
- 6.23%
- 10Y*
- 12.22%
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HFMDX vs. XSVM - Expense Ratio Comparison
HFMDX has a 1.36% expense ratio, which is higher than XSVM's 0.39% expense ratio.
Return for Risk
HFMDX vs. XSVM — Risk / Return Rank
HFMDX
XSVM
HFMDX vs. XSVM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). 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 | XSVM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 1.03 | -0.52 |
Sortino ratioReturn per unit of downside risk | 0.86 | 1.57 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.84 | 1.75 | -0.92 |
Martin ratioReturn relative to average drawdown | 2.72 | 5.69 | -2.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HFMDX | XSVM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 1.03 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.27 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.49 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.35 | +0.06 |
Correlation
The correlation between HFMDX and XSVM is 0.82, 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. XSVM - Dividend Comparison
HFMDX's dividend yield for the trailing twelve months is around 0.73%, less than XSVM's 1.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFMDX Hennessy Cornerstone Mid Cap 30 Fund | 0.73% | 0.72% | 18.84% | 9.61% | 21.66% | 1.73% | 0.00% | 0.00% | 40.95% | 18.56% | 0.64% | 0.91% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 1.99% | 2.29% | 1.69% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% |
Drawdowns
HFMDX vs. XSVM - Drawdown Comparison
The maximum HFMDX drawdown since its inception was -61.25%, roughly equal to the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for HFMDX and XSVM.
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Drawdown Indicators
| HFMDX | XSVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.25% | -62.57% | +1.32% |
Max Drawdown (1Y)Largest decline over 1 year | -14.22% | -13.35% | -0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -27.76% | -26.21% | -1.55% |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | -49.02% | -7.12% |
Current DrawdownCurrent decline from peak | -9.56% | -5.23% | -4.33% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -11.65% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 4.11% | +0.26% |
Volatility
HFMDX vs. XSVM - Volatility Comparison
Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) has a higher volatility of 8.36% compared to Invesco S&P SmallCap Value with Momentum ETF (XSVM) at 5.34%. This indicates that HFMDX's price experiences larger fluctuations and is considered to be riskier than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFMDX | XSVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.36% | 5.34% | +3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 16.56% | 13.20% | +3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.12% | 22.34% | +2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.35% | 22.98% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.01% | 25.07% | -0.06% |