HJPSX vs. HBFBX
Compare and contrast key facts about Hennessy Japan Small Cap Fund (HJPSX) and Hennessy Balanced Fund (HBFBX).
HJPSX is managed by Hennessy. It was launched on Aug 30, 2007. HBFBX is managed by Hennessy. It was launched on Mar 7, 1996.
Performance
HJPSX vs. HBFBX - Performance Comparison
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HJPSX vs. HBFBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HJPSX Hennessy Japan Small Cap Fund | 3.90% | 29.02% | 8.24% | 16.30% | -16.35% | -4.64% | 13.43% | 19.97% | -12.56% | 49.60% |
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, HJPSX achieves a 3.90% return, which is significantly higher than HBFBX's 3.41% return. Over the past 10 years, HJPSX has outperformed HBFBX with an annualized return of 10.24%, while HBFBX has yielded a comparatively lower 5.81% annualized return.
HJPSX
- 1D
- 3.11%
- 1M
- -10.41%
- YTD
- 3.90%
- 6M
- 5.52%
- 1Y
- 31.52%
- 3Y*
- 15.99%
- 5Y*
- 5.88%
- 10Y*
- 10.24%
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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HJPSX vs. HBFBX - Expense Ratio Comparison
HJPSX has a 1.57% expense ratio, which is higher than HBFBX's 0.49% expense ratio.
Return for Risk
HJPSX vs. HBFBX — Risk / Return Rank
HJPSX
HBFBX
HJPSX vs. HBFBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Japan Small Cap Fund (HJPSX) 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.
| HJPSX | HBFBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.25 | +0.44 |
Sortino ratioReturn per unit of downside risk | 2.24 | 1.80 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.77 | +0.24 |
Martin ratioReturn relative to average drawdown | 7.34 | 6.40 | +0.94 |
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
| HJPSX | HBFBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.25 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.85 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.72 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.47 | +0.01 |
Correlation
The correlation between HJPSX and HBFBX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HJPSX vs. HBFBX - Dividend Comparison
HJPSX's dividend yield for the trailing twelve months is around 12.75%, more than HBFBX's 1.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HJPSX Hennessy Japan Small Cap Fund | 12.75% | 13.25% | 3.64% | 0.85% | 0.61% | 0.43% | 0.23% | 1.30% | 3.46% | 2.09% | 2.03% | 3.34% |
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
HJPSX vs. HBFBX - Drawdown Comparison
The maximum HJPSX drawdown since its inception was -47.91%, which is greater than HBFBX's maximum drawdown of -41.61%. Use the drawdown chart below to compare losses from any high point for HJPSX and HBFBX.
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Drawdown Indicators
| HJPSX | HBFBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.91% | -41.61% | -6.30% |
Max Drawdown (1Y)Largest decline over 1 year | -14.77% | -4.78% | -9.99% |
Max Drawdown (5Y)Largest decline over 5 years | -33.24% | -10.22% | -23.02% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -17.24% | -17.56% |
Current DrawdownCurrent decline from peak | -12.12% | -2.54% | -9.58% |
Average DrawdownAverage peak-to-trough decline | -10.10% | -4.07% | -6.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 1.45% | +2.58% |
Volatility
HJPSX vs. HBFBX - Volatility Comparison
Hennessy Japan Small Cap Fund (HJPSX) has a higher volatility of 7.83% compared to Hennessy Balanced Fund (HBFBX) at 1.39%. This indicates that HJPSX'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
| HJPSX | HBFBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.83% | 1.39% | +6.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 4.21% | +9.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 6.91% | +11.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 7.24% | +9.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.66% | 8.13% | +9.53% |