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HMSFX vs. HJPNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HMSFX vs. HJPNX - Performance Comparison

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

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HMSFX vs. HJPNX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HMSFX
Hennessy Midstream Fund Investor Class
16.01%-0.76%35.85%23.50%28.88%36.22%-31.21%11.77%-20.36%
HJPNX
Hennessy Japan Fund
2.38%14.58%18.72%22.90%-30.65%-3.08%25.52%18.04%-8.87%

Returns By Period

In the year-to-date period, HMSFX achieves a 16.01% return, which is significantly higher than HJPNX's 2.38% return.


HMSFX

1D
-1.27%
1M
0.77%
YTD
16.01%
6M
17.05%
1Y
5.93%
3Y*
23.67%
5Y*
23.06%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HMSFX vs. HJPNX - Expense Ratio Comparison

HMSFX has a 1.75% expense ratio, which is higher than HJPNX's 1.44% expense ratio.


Return for Risk

HMSFX vs. HJPNX — Risk / Return Rank

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

HMSFX
HMSFX Risk / Return Rank: 99
Overall Rank
HMSFX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
HMSFX Sortino Ratio Rank: 99
Sortino Ratio Rank
HMSFX Omega Ratio Rank: 99
Omega Ratio Rank
HMSFX Calmar Ratio Rank: 1010
Calmar Ratio Rank
HMSFX Martin Ratio Rank: 77
Martin Ratio Rank

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
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. HJPNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Midstream Fund Investor Class (HMSFX) and Hennessy Japan Fund (HJPNX). 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.


HMSFXHJPNXDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.81

-0.47

Sortino ratio

Return per unit of downside risk

0.56

1.26

-0.70

Omega ratio

Gain probability vs. loss probability

1.08

1.17

-0.08

Calmar ratio

Return relative to maximum drawdown

0.44

1.31

-0.87

Martin ratio

Return relative to average drawdown

0.72

4.46

-3.73

HMSFX vs. HJPNX - Sharpe Ratio Comparison

The current HMSFX Sharpe Ratio is 0.35, which is lower than the HJPNX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of HMSFX and HJPNX, 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


HMSFXHJPNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.81

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

0.18

+0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.41

-0.06

Correlation

The correlation between HMSFX and HJPNX is 0.33, 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

HMSFX vs. HJPNX - Dividend Comparison

HMSFX's dividend yield for the trailing twelve months is around 7.82%, less than HJPNX's 12.53% yield.


TTM202520242023202220212020201920182017
HMSFX
Hennessy Midstream Fund Investor Class
7.82%8.89%8.12%10.11%11.23%12.99%15.54%9.26%4.74%0.00%
HJPNX
Hennessy Japan Fund
12.53%12.83%5.80%5.87%0.00%0.89%0.00%0.13%0.04%0.02%

Drawdowns

HMSFX vs. HJPNX - Drawdown Comparison

The maximum HMSFX drawdown since its inception was -68.50%, which is greater than HJPNX's maximum drawdown of -59.65%. Use the drawdown chart below to compare losses from any high point for HMSFX and HJPNX.


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Drawdown Indicators


HMSFXHJPNXDifference

Max Drawdown

Largest peak-to-trough decline

-68.50%

-59.65%

-8.85%

Max Drawdown (1Y)

Largest decline over 1 year

-15.26%

-14.18%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.17%

-44.72%

+23.55%

Max Drawdown (10Y)

Largest decline over 10 years

-44.72%

Current Drawdown

Current decline from peak

-2.15%

-8.36%

+6.21%

Average Drawdown

Average peak-to-trough decline

-12.62%

-15.67%

+3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.17%

4.17%

+5.00%

Volatility

HMSFX vs. HJPNX - Volatility Comparison

The current volatility for Hennessy Midstream Fund Investor Class (HMSFX) is 4.10%, while Hennessy Japan Fund (HJPNX) has a volatility of 11.22%. This indicates that HMSFX experiences smaller price fluctuations and is considered to be less risky than HJPNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HMSFXHJPNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

11.22%

-7.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

18.09%

-7.78%

Volatility (1Y)

Calculated over the trailing 1-year period

19.31%

24.95%

-5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.25%

20.91%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.61%

18.79%

+10.82%