HLFNX vs. RMBKX
HLFNX (Hennessy Large Cap Financial Fund) and RMBKX (RMB Mendon Financial Services Fund) are both Financials Equities funds from BlackRock. Over the past 10 years, HLFNX returned 11.82%/yr vs 11.37%/yr for RMBKX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. HLFNX charges 1.68%/yr vs 1.27%/yr for RMBKX.
Performance
HLFNX vs. RMBKX - Performance Comparison
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Returns By Period
In the year-to-date period, HLFNX achieves a 3.46% return, which is significantly lower than RMBKX's 20.12% return. Both investments have delivered pretty close results over the past 10 years, with HLFNX having a 11.82% annualized return and RMBKX not far behind at 11.37%.
HLFNX
- 1D
- 1.09%
- 1M
- 1.30%
- 6M
- 6.90%
- YTD
- 3.46%
- 1Y
- 11.35%
- 3Y*
- 19.53%
- 5Y*
- 5.07%
- 10Y*
- 11.82%
- ALL TIME*
- 5.13%
RMBKX
- 1D
- -0.50%
- 1M
- -0.14%
- 6M
- 16.12%
- YTD
- 20.12%
- 1Y
- 43.23%
- 3Y*
- 19.85%
- 5Y*
- 9.64%
- 10Y*
- 11.37%
- ALL TIME*
- 12.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HLFNX vs. RMBKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HLFNX Hennessy Large Cap Financial Fund | 3.46% | 22.07% | 28.45% | 4.58% | -24.88% | 18.96% | 16.55% | 29.75% | -11.78% | 19.42% |
RMBKX RMB Mendon Financial Services Fund | 20.12% | 12.84% | 17.07% | 4.56% | -19.18% | 56.40% | -5.73% | 22.82% | -17.13% | 12.17% |
Correlation
The correlation between HLFNX and RMBKX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.75 |
The correlation between HLFNX and RMBKX shifts across timeframes, from 0.64 (1 year) to 0.79 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
HLFNX vs. RMBKX — Risk / Return Rank
HLFNX
RMBKX
HLFNX vs. RMBKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Large Cap Financial Fund (HLFNX) and RMB Mendon Financial Services Fund (RMBKX). 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.
| HLFNX | RMBKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.34 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 4.10 | -3.74 |
| Martin ratioReturn relative to average drawdown | 0.88 | 11.27 | -10.39 |
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Drawdowns
HLFNX vs. RMBKX - Drawdown Comparison
The maximum HLFNX drawdown since its inception was -71.74%, which is greater than RMBKX's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for HLFNX and RMBKX.
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Drawdown Indicators
| HLFNX | RMBKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.74% | -55.45% | -16.29% |
Max Drawdown (1Y)Largest decline over 1 year | -18.44% | -9.48% | -8.96% |
Max Drawdown (3Y)Largest decline over 3 years | -24.02% | -24.98% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -44.03% | -44.33% | +0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -44.03% | -55.45% | +11.42% |
Current DrawdownCurrent decline from peak | -0.95% | -1.91% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -21.19% | -10.97% | -10.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.50% | 3.45% | +4.05% |
Volatility
HLFNX vs. RMBKX - Volatility Comparison
The current volatility for Hennessy Large Cap Financial Fund (HLFNX) is 5.34%, while RMB Mendon Financial Services Fund (RMBKX) has a volatility of 5.72%. This indicates that HLFNX experiences smaller price fluctuations and is considered to be less risky than RMBKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLFNX | RMBKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 5.72% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 13.29% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.70% | 20.41% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.89% | 24.66% | -0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.15% | 27.18% | -3.03% |
HLFNX vs. RMBKX - Expense Ratio Comparison
HLFNX has a 1.68% expense ratio, which is higher than RMBKX's 1.27% expense ratio.
Dividends
HLFNX vs. RMBKX - Dividend Comparison
HLFNX's dividend yield for the trailing twelve months is around 7.66%, more than RMBKX's 5.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLFNX Hennessy Large Cap Financial Fund | 7.66% | 7.92% | 0.56% | 1.72% | 7.39% | 5.16% | 0.00% | 0.00% | 3.15% | 4.60% | 0.54% | 10.23% |
RMBKX RMB Mendon Financial Services Fund | 5.18% | 6.22% | 1.90% | 1.29% | 17.29% | 1.35% | 0.00% | 0.85% | 5.39% | 6.63% | 1.50% | 0.00% |
Frequently Asked Questions
HLFNX and RMBKX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RMBKX has higher volatility (5.72%) compared to HLFNX (5.34%). In terms of maximum drawdown, HLFNX dropped -71.74% vs RMBKX's -55.45%.
RMBKX currently has the higher Sharpe Ratio (1.91 vs 0.33), 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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