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HJPNX vs. HFCVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HJPNX vs. HFCVX - Performance Comparison

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

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HJPNX vs. HFCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HJPNX
Hennessy Japan Fund
2.38%14.58%18.72%22.90%-30.65%-3.08%25.52%18.04%-6.57%32.04%
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, HJPNX achieves a 2.38% return, which is significantly lower than HFCVX's 9.21% return. Over the past 10 years, HJPNX has underperformed HFCVX with an annualized return of 9.01%, while HFCVX has yielded a comparatively higher 10.85% 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%

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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HJPNX vs. HFCVX - Expense Ratio Comparison

HJPNX has a 1.44% expense ratio, which is higher than HFCVX's 1.23% expense ratio.


Return for Risk

HJPNX vs. HFCVX — Risk / Return Rank

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

HJPNX
HJPNX Risk / Return Rank: 3838
Overall Rank
HJPNX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
HJPNX Sortino Ratio Rank: 3737
Sortino Ratio Rank
HJPNX Omega Ratio Rank: 3030
Omega Ratio Rank
HJPNX Calmar Ratio Rank: 4949
Calmar Ratio Rank
HJPNX Martin Ratio Rank: 4040
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.

HJPNX vs. HFCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Japan Fund (HJPNX) 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.


HJPNXHFCVXDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.44

-0.63

Sortino ratio

Return per unit of downside risk

1.26

1.95

-0.69

Omega ratio

Gain probability vs. loss probability

1.17

1.30

-0.13

Calmar ratio

Return relative to maximum drawdown

1.31

1.72

-0.41

Martin ratio

Return relative to average drawdown

4.46

7.47

-3.02

HJPNX vs. HFCVX - Sharpe Ratio Comparison

The current HJPNX Sharpe Ratio is 0.81, which is lower than the HFCVX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of HJPNX 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


HJPNXHFCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.44

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.93

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.66

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.40

+0.01

Correlation

The correlation between HJPNX and HFCVX is 0.47, 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. HFCVX - Dividend Comparison

HJPNX's dividend yield for the trailing twelve months is around 12.53%, more than HFCVX's 6.77% yield.


TTM20252024202320222021202020192018201720162015
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%
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

HJPNX vs. HFCVX - Drawdown Comparison

The maximum HJPNX drawdown since its inception was -59.65%, smaller than the maximum HFCVX drawdown of -65.75%. Use the drawdown chart below to compare losses from any high point for HJPNX and HFCVX.


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Drawdown Indicators


HJPNXHFCVXDifference

Max Drawdown

Largest peak-to-trough decline

-59.65%

-65.75%

+6.10%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-11.00%

-3.18%

Max Drawdown (5Y)

Largest decline over 5 years

-44.72%

-16.81%

-27.91%

Max Drawdown (10Y)

Largest decline over 10 years

-44.72%

-39.39%

-5.33%

Current Drawdown

Current decline from peak

-8.36%

-1.46%

-6.90%

Average Drawdown

Average peak-to-trough decline

-15.67%

-8.28%

-7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

2.61%

+1.56%

Volatility

HJPNX vs. HFCVX - Volatility Comparison

Hennessy Japan Fund (HJPNX) has a higher volatility of 11.22% compared to Hennessy Cornerstone Value Fund (HFCVX) at 3.06%. This indicates that HJPNX'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


HJPNXHFCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.22%

3.06%

+8.16%

Volatility (6M)

Calculated over the trailing 6-month period

18.09%

6.83%

+11.26%

Volatility (1Y)

Calculated over the trailing 1-year period

24.95%

12.75%

+12.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.91%

13.28%

+7.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

16.48%

+2.31%