HJPNX vs. HBFBX
Compare and contrast key facts about Hennessy Japan Fund (HJPNX) and Hennessy Balanced Fund (HBFBX).
HJPNX is managed by Hennessy. It was launched on Oct 30, 2003. HBFBX is managed by Hennessy. It was launched on Mar 7, 1996.
Performance
HJPNX vs. HBFBX - Performance Comparison
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HJPNX vs. HBFBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HJPNX Hennessy Japan Fund | 2.38% | 14.58% | 18.72% | 22.90% | -30.65% | -3.08% | 25.52% | 18.04% | -6.57% | 32.04% |
HBFBX Hennessy Balanced Fund | 3.41% | 9.90% | 4.81% | 7.62% | 3.83% | 8.07% | -2.98% | 9.71% | 0.06% | 8.34% |
Returns By Period
In the year-to-date period, HJPNX achieves a 2.38% return, which is significantly lower than HBFBX's 3.41% return. Over the past 10 years, HJPNX has outperformed HBFBX with an annualized return of 9.01%, while HBFBX has yielded a comparatively lower 5.81% annualized return.
HJPNX
- 1D
- 4.00%
- 1M
- -3.85%
- YTD
- 2.38%
- 6M
- 4.49%
- 1Y
- 20.75%
- 3Y*
- 16.90%
- 5Y*
- 3.66%
- 10Y*
- 9.01%
HBFBX
- 1D
- 0.00%
- 1M
- -2.17%
- YTD
- 3.41%
- 6M
- 6.17%
- 1Y
- 8.92%
- 3Y*
- 8.37%
- 5Y*
- 6.15%
- 10Y*
- 5.81%
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HJPNX vs. HBFBX - Expense Ratio Comparison
HJPNX has a 1.44% expense ratio, which is higher than HBFBX's 0.49% expense ratio.
Return for Risk
HJPNX vs. HBFBX — Risk / Return Rank
HJPNX
HBFBX
HJPNX vs. HBFBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Japan Fund (HJPNX) and Hennessy Balanced Fund (HBFBX). 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.
| HJPNX | HBFBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.25 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.80 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.24 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.77 | -0.46 |
Martin ratioReturn relative to average drawdown | 4.46 | 6.40 | -1.94 |
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
| HJPNX | HBFBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.25 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.85 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.72 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.47 | -0.06 |
Correlation
The correlation between HJPNX and HBFBX is 0.43, 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.
Dividends
HJPNX vs. HBFBX - Dividend Comparison
HJPNX's dividend yield for the trailing twelve months is around 12.53%, more than HBFBX's 1.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HJPNX Hennessy Japan Fund | 12.53% | 12.83% | 5.80% | 5.87% | 0.00% | 0.89% | 0.00% | 0.13% | 0.04% | 0.02% | 0.00% | 0.00% |
HBFBX Hennessy Balanced Fund | 1.40% | 1.90% | 5.40% | 4.62% | 9.50% | 3.79% | 0.95% | 5.20% | 5.51% | 7.62% | 7.76% | 2.53% |
Drawdowns
HJPNX vs. HBFBX - Drawdown Comparison
The maximum HJPNX drawdown since its inception was -59.65%, which is greater than HBFBX's maximum drawdown of -41.61%. Use the drawdown chart below to compare losses from any high point for HJPNX and HBFBX.
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Drawdown Indicators
| HJPNX | HBFBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.65% | -41.61% | -18.04% |
Max Drawdown (1Y)Largest decline over 1 year | -14.18% | -4.78% | -9.40% |
Max Drawdown (5Y)Largest decline over 5 years | -44.72% | -10.22% | -34.50% |
Max Drawdown (10Y)Largest decline over 10 years | -44.72% | -17.24% | -27.48% |
Current DrawdownCurrent decline from peak | -8.36% | -2.54% | -5.82% |
Average DrawdownAverage peak-to-trough decline | -15.67% | -4.07% | -11.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 1.45% | +2.72% |
Volatility
HJPNX vs. HBFBX - Volatility Comparison
Hennessy Japan Fund (HJPNX) has a higher volatility of 11.22% compared to Hennessy Balanced Fund (HBFBX) at 1.39%. This indicates that HJPNX's price experiences larger fluctuations and is considered to be riskier than HBFBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HJPNX | HBFBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.22% | 1.39% | +9.83% |
Volatility (6M)Calculated over the trailing 6-month period | 18.09% | 4.21% | +13.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.95% | 6.91% | +18.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 7.24% | +13.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 8.13% | +10.66% |