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HMSFX vs. EMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HMSFX vs. EMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hennessy Midstream Fund Investor Class (HMSFX) and ClearBridge Energy Midstream Opportunity Fund (EMO). The values are adjusted to include any dividend payments, if applicable.

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HMSFX vs. EMO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HMSFX
Hennessy Midstream Fund Investor Class
17.51%-0.76%35.85%23.50%28.88%36.22%-31.21%11.77%-20.36%
EMO
ClearBridge Energy Midstream Opportunity Fund
20.88%7.38%44.45%31.76%40.13%74.70%-64.47%19.60%-30.74%

Returns By Period

In the year-to-date period, HMSFX achieves a 17.51% return, which is significantly lower than EMO's 20.88% return.


HMSFX

1D
-0.67%
1M
4.04%
YTD
17.51%
6M
18.36%
1Y
8.02%
3Y*
24.20%
5Y*
23.77%
10Y*

EMO

1D
-0.92%
1M
2.78%
YTD
20.88%
6M
23.15%
1Y
19.30%
3Y*
34.99%
5Y*
33.19%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HMSFX vs. EMO - Expense Ratio Comparison

HMSFX has a 1.75% expense ratio, which is lower than EMO's 13.90% expense ratio.


Return for Risk

HMSFX vs. EMO — Risk / Return Rank

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

HMSFX
HMSFX Risk / Return Rank: 1414
Overall Rank
HMSFX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HMSFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
HMSFX Omega Ratio Rank: 1414
Omega Ratio Rank
HMSFX Calmar Ratio Rank: 1717
Calmar Ratio Rank
HMSFX Martin Ratio Rank: 1111
Martin Ratio Rank

EMO
EMO Risk / Return Rank: 4242
Overall Rank
EMO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EMO Sortino Ratio Rank: 4343
Sortino Ratio Rank
EMO Omega Ratio Rank: 4848
Omega Ratio Rank
EMO Calmar Ratio Rank: 4242
Calmar Ratio Rank
EMO Martin Ratio Rank: 3030
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.

HMSFX vs. EMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Midstream Fund Investor Class (HMSFX) and ClearBridge Energy Midstream Opportunity Fund (EMO). 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.


HMSFXEMODifference

Sharpe ratio

Return per unit of total volatility

0.42

0.91

-0.49

Sortino ratio

Return per unit of downside risk

0.65

1.28

-0.63

Omega ratio

Gain probability vs. loss probability

1.10

1.20

-0.10

Calmar ratio

Return relative to maximum drawdown

0.53

1.07

-0.54

Martin ratio

Return relative to average drawdown

0.88

3.23

-2.34

HMSFX vs. EMO - Sharpe Ratio Comparison

The current HMSFX Sharpe Ratio is 0.42, which is lower than the EMO Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of HMSFX and EMO, 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


HMSFXEMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.91

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

1.25

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.12

+0.24

Correlation

The correlation between HMSFX and EMO is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HMSFX vs. EMO - Dividend Comparison

HMSFX's dividend yield for the trailing twelve months is around 7.72%, less than EMO's 8.11% yield.


TTM20252024202320222021202020192018201720162015
HMSFX
Hennessy Midstream Fund Investor Class
7.72%8.89%8.12%10.11%11.23%12.99%15.54%9.26%4.74%0.00%0.00%0.00%
EMO
ClearBridge Energy Midstream Opportunity Fund
8.11%9.41%7.16%6.79%6.71%6.71%15.82%10.94%16.39%10.85%9.76%11.88%

Drawdowns

HMSFX vs. EMO - Drawdown Comparison

The maximum HMSFX drawdown since its inception was -68.50%, smaller than the maximum EMO drawdown of -95.06%. Use the drawdown chart below to compare losses from any high point for HMSFX and EMO.


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Drawdown Indicators


HMSFXEMODifference

Max Drawdown

Largest peak-to-trough decline

-68.50%

-95.06%

+26.56%

Max Drawdown (1Y)

Largest decline over 1 year

-15.26%

-18.81%

+3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-21.17%

-28.59%

+7.42%

Max Drawdown (10Y)

Largest decline over 10 years

-93.02%

Current Drawdown

Current decline from peak

-0.89%

-2.55%

+1.66%

Average Drawdown

Average peak-to-trough decline

-12.63%

-32.27%

+19.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.17%

6.22%

+2.95%

Volatility

HMSFX vs. EMO - Volatility Comparison

The current volatility for Hennessy Midstream Fund Investor Class (HMSFX) is 4.26%, while ClearBridge Energy Midstream Opportunity Fund (EMO) has a volatility of 4.63%. This indicates that HMSFX experiences smaller price fluctuations and is considered to be less risky than EMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HMSFXEMODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

4.63%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

11.12%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

19.31%

21.39%

-2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.25%

26.78%

-6.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.61%

41.41%

-11.80%