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HJPSX vs. LUMN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HJPSX vs. LUMN

Last updated Jun 13, 2026

HJPSX (Hennessy Japan Small Cap Fund) is Japan Equities fund managed by Hennessy, while LUMN (Lumen Technologies, Inc.) is a stock. Over the past 10 years, HJPSX returned 10.57%/yr vs -5.46%/yr for LUMN. At a 0.26 correlation, their price movements are largely independent.

Performance

HJPSX vs. LUMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hennessy Japan Small Cap Fund (HJPSX) and Lumen Technologies, Inc. (LUMN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HJPSX achieves a 12.79% return, which is significantly higher than LUMN's 9.27% return. Over the past 10 years, HJPSX has outperformed LUMN with an annualized return of 10.57%, while LUMN has yielded a comparatively lower -5.46% annualized return.

HJPSX

1D
1.71%
1M
-1.79%
YTD
12.79%
6M
15.92%
1Y
30.46%
3Y*
18.80%
5Y*
8.15%
10Y*
10.57%

LUMN

1D
0.00%
1M
-15.52%
YTD
9.27%
6M
-0.12%
1Y
110.15%
3Y*
58.55%
5Y*
-8.90%
10Y*
-5.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HJPSX vs. LUMN - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
HJPSX
Hennessy Japan Small Cap Fund		12.79%29.02%8.24%16.30%-16.35%-4.64%13.43%19.97%-12.56%49.60%
LUMN
Lumen Technologies, Inc.		9.27%46.33%190.16%-64.94%-55.48%38.82%-19.18%-5.22%2.00%-21.73%

Correlation

The correlation between HJPSX and LUMN is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2007

0.26

Compare stocks, funds, or ETFs

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Hennessy Japan Small Cap Fund

Lumen Technologies, Inc.

Often compared with HJPSX:
HJPSX vs. DFJHJPSX vs. OLGAXHJPSX vs. SPYHJPSX vs. VOOHJPSX vs. PRJPXHJPSX vs. FIQLXHJPSX vs. CNJFX
Often compared with LUMN:
LUMN vs. NOKLUMN vs. KMILUMN vs. LCIDLUMN vs. SPWRLUMN vs. SPYLUMN vs. TOI.VLUMN vs. CLOV

Return for Risk

HJPSX vs. LUMN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HJPSX
HJPSX Risk / Return Rank: 4444
Overall Rank
HJPSX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HJPSX Sortino Ratio Rank: 4949
Sortino Ratio Rank
HJPSX Omega Ratio Rank: 4747
Omega Ratio Rank
HJPSX Calmar Ratio Rank: 3939
Calmar Ratio Rank
HJPSX Martin Ratio Rank: 3232
Martin Ratio Rank
LUMN
LUMN Risk / Return Rank: 7777
Overall Rank
LUMN Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
LUMN Sortino Ratio Rank: 7878
Sortino Ratio Rank
LUMN Omega Ratio Rank: 7777
Omega Ratio Rank
LUMN Calmar Ratio Rank: 7878
Calmar Ratio Rank
LUMN 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.

HJPSX vs. LUMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Japan Small Cap Fund (HJPSX) and Lumen Technologies, Inc. (LUMN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

HJPSXLUMNDifference
Sharpe ratioReturn per unit of total volatility
1.71
1.28

+0.42

Sortino ratioReturn per unit of downside risk
2.36
2.05

+0.32

Omega ratioGain probability vs. loss probability

1.30

1.26

+0.04

Calmar ratioReturn relative to maximum drawdown

2.02

2.17

-0.15

Martin ratioReturn relative to average drawdown

6.15

4.11

+2.04

HJPSX vs. LUMN - Sharpe Ratio Comparison

The current HJPSX Sharpe Ratio is 1.71, which is higher than the LUMN Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of HJPSX and LUMN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

HJPSX vs. LUMN - Drawdown Comparison

The maximum HJPSX drawdown since its inception was -47.91%, smaller than the maximum LUMN drawdown of -95.26%. Use the drawdown chart below to compare losses from any high point for HJPSX and LUMN.

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Drawdown Indicators

HJPSXLUMNDifference

Max Drawdown

Largest peak-to-trough decline

-47.91%

-95.26%

+47.35%

Max Drawdown (1Y)

Largest decline over 1 year

-14.77%

-47.34%

+32.57%

Max Drawdown (3Y)

Largest decline over 3 years

-14.77%

-69.66%

+54.89%

Max Drawdown (5Y)

Largest decline over 5 years

-33.24%

-92.54%

+59.30%

Max Drawdown (10Y)

Largest decline over 10 years

-34.80%

-94.44%

+59.64%

Current Drawdown

Current decline from peak

-4.60%

-58.92%

+54.32%

Average Drawdown

Average peak-to-trough decline

-10.05%

-27.66%

+17.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

24.94%

-20.11%

Volatility

HJPSX vs. LUMN - Volatility Comparison

The current volatility for Hennessy Japan Small Cap Fund (HJPSX) is 4.08%, while Lumen Technologies, Inc. (LUMN) has a volatility of 22.04%. This indicates that HJPSX experiences smaller price fluctuations and is considered to be less risky than LUMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HJPSXLUMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

22.04%

-17.96%

Volatility (6M)

Calculated over the trailing 6-month period

13.52%

57.12%

-43.60%

Volatility (1Y)

Calculated over the trailing 1-year period

17.47%

80.17%

-62.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.27%

85.30%

-68.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.75%

67.61%

-49.86%

Dividends

HJPSX vs. LUMN - Dividend Comparison

HJPSX's dividend yield for the trailing twelve months is around 11.74%, while LUMN has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
HJPSX
Hennessy Japan Small Cap Fund		11.74%13.25%3.64%0.85%0.61%0.43%0.23%1.30%3.46%2.09%2.03%3.34%
LUMN
Lumen Technologies, Inc.		0.00%0.00%0.00%0.00%14.37%7.97%10.26%7.57%14.26%12.95%9.08%8.59%

Frequently Asked Questions

HJPSX and LUMN have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LUMN has higher volatility (22.04%) compared to HJPSX (4.08%). In terms of maximum drawdown, HJPSX dropped -47.91% vs LUMN's -95.26%.

HJPSX currently has the higher Sharpe Ratio (1.71 vs 1.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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