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HHDVX vs. HFCVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HHDVX vs. HFCVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hamlin High Dividend Equity Fund (HHDVX) and Hennessy Cornerstone Value Fund (HFCVX). The values are adjusted to include any dividend payments, if applicable.

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HHDVX vs. HFCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HHDVX
Hamlin High Dividend Equity Fund
0.61%7.83%23.92%13.34%-4.85%30.88%4.39%21.84%-7.91%13.55%
HFCVX
Hennessy Cornerstone Value Fund
9.21%18.27%9.59%5.81%6.12%29.94%-6.39%20.84%-9.50%19.21%

Returns By Period

In the year-to-date period, HHDVX achieves a 0.61% return, which is significantly lower than HFCVX's 9.21% return. Both investments have delivered pretty close results over the past 10 years, with HHDVX having a 10.65% annualized return and HFCVX not far ahead at 10.85%.


HHDVX

1D
1.15%
1M
-5.71%
YTD
0.61%
6M
1.03%
1Y
7.96%
3Y*
14.04%
5Y*
10.85%
10Y*
10.65%

HFCVX

1D
0.83%
1M
-1.38%
YTD
9.21%
6M
12.87%
1Y
18.71%
3Y*
14.74%
5Y*
12.33%
10Y*
10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HHDVX vs. HFCVX - Expense Ratio Comparison

HHDVX has a 1.15% expense ratio, which is lower than HFCVX's 1.23% expense ratio.


Return for Risk

HHDVX vs. HFCVX — Risk / Return Rank

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

HHDVX
HHDVX Risk / Return Rank: 2020
Overall Rank
HHDVX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HHDVX Sortino Ratio Rank: 1717
Sortino Ratio Rank
HHDVX Omega Ratio Rank: 1717
Omega Ratio Rank
HHDVX Calmar Ratio Rank: 2424
Calmar Ratio Rank
HHDVX Martin Ratio Rank: 2727
Martin Ratio Rank

HFCVX
HFCVX Risk / Return Rank: 7373
Overall Rank
HFCVX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HFCVX Sortino Ratio Rank: 7474
Sortino Ratio Rank
HFCVX Omega Ratio Rank: 7474
Omega Ratio Rank
HFCVX Calmar Ratio Rank: 6868
Calmar Ratio Rank
HFCVX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HHDVX vs. HFCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamlin High Dividend Equity Fund (HHDVX) and Hennessy Cornerstone Value Fund (HFCVX). 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.


HHDVXHFCVXDifference

Sharpe ratio

Return per unit of total volatility

0.53

1.44

-0.91

Sortino ratio

Return per unit of downside risk

0.85

1.95

-1.10

Omega ratio

Gain probability vs. loss probability

1.12

1.30

-0.18

Calmar ratio

Return relative to maximum drawdown

0.81

1.72

-0.91

Martin ratio

Return relative to average drawdown

3.28

7.47

-4.19

HHDVX vs. HFCVX - Sharpe Ratio Comparison

The current HHDVX Sharpe Ratio is 0.53, which is lower than the HFCVX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of HHDVX and HFCVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HHDVXHFCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

1.44

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.93

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.66

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.40

+0.29

Correlation

The correlation between HHDVX and HFCVX is 0.88, 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

HHDVX vs. HFCVX - Dividend Comparison

HHDVX's dividend yield for the trailing twelve months is around 4.26%, less than HFCVX's 6.77% yield.


TTM20252024202320222021202020192018201720162015
HHDVX
Hamlin High Dividend Equity Fund
4.26%4.28%9.40%1.84%2.88%4.11%2.99%2.52%8.93%1.76%2.36%2.57%
HFCVX
Hennessy Cornerstone Value Fund
6.77%7.39%4.56%3.57%10.33%4.81%2.58%6.58%17.16%14.97%2.26%2.57%

Drawdowns

HHDVX vs. HFCVX - Drawdown Comparison

The maximum HHDVX drawdown since its inception was -36.13%, smaller than the maximum HFCVX drawdown of -65.75%. Use the drawdown chart below to compare losses from any high point for HHDVX and HFCVX.


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Drawdown Indicators


HHDVXHFCVXDifference

Max Drawdown

Largest peak-to-trough decline

-36.13%

-65.75%

+29.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

-11.00%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

-16.81%

+0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-36.13%

-39.39%

+3.26%

Current Drawdown

Current decline from peak

-6.01%

-1.46%

-4.55%

Average Drawdown

Average peak-to-trough decline

-3.66%

-8.28%

+4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.61%

+0.17%

Volatility

HHDVX vs. HFCVX - Volatility Comparison

Hamlin High Dividend Equity Fund (HHDVX) has a higher volatility of 3.47% compared to Hennessy Cornerstone Value Fund (HFCVX) at 3.06%. This indicates that HHDVX's price experiences larger fluctuations and is considered to be riskier than HFCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HHDVXHFCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

3.06%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

7.44%

6.83%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

12.75%

+2.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

13.28%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

16.48%

+0.04%