HSFNX vs. BDMIX
Compare and contrast key facts about Hennessy Small Cap Financial Fund (HSFNX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
HSFNX is managed by BlackRock. It was launched on Jan 3, 1997. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
HSFNX vs. BDMIX - Performance Comparison
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HSFNX vs. BDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HSFNX Hennessy Small Cap Financial Fund | -0.51% | 12.79% | 10.76% | 4.64% | -11.14% | 42.76% | 2.56% | 19.91% | -15.88% | -0.20% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 3.57% | 18.30% | 21.39% | 14.55% | 1.80% | 3.34% | 0.29% | -0.85% | 2.20% | 12.85% |
Returns By Period
In the year-to-date period, HSFNX achieves a -0.51% return, which is significantly lower than BDMIX's 3.57% return. Over the past 10 years, HSFNX has outperformed BDMIX with an annualized return of 8.98%, while BDMIX has yielded a comparatively lower 7.21% annualized return.
HSFNX
- 1D
- 0.52%
- 1M
- -2.64%
- YTD
- -0.51%
- 6M
- 6.75%
- 1Y
- 19.43%
- 3Y*
- 15.63%
- 5Y*
- 4.83%
- 10Y*
- 8.98%
BDMIX
- 1D
- -0.46%
- 1M
- 0.87%
- YTD
- 3.57%
- 6M
- 6.57%
- 1Y
- 16.65%
- 3Y*
- 18.58%
- 5Y*
- 11.16%
- 10Y*
- 7.21%
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HSFNX vs. BDMIX - Expense Ratio Comparison
HSFNX has a 1.58% expense ratio, which is higher than BDMIX's 1.57% expense ratio.
Return for Risk
HSFNX vs. BDMIX — Risk / Return Rank
HSFNX
BDMIX
HSFNX vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Small Cap Financial Fund (HSFNX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). 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.
| HSFNX | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 2.57 | -1.85 |
Sortino ratioReturn per unit of downside risk | 1.13 | 3.76 | -2.63 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.48 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 4.90 | -3.61 |
Martin ratioReturn relative to average drawdown | 3.20 | 13.59 | -10.39 |
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
| HSFNX | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 2.57 | -1.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 1.72 | -1.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 1.25 | -0.95 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 1.14 | -0.97 |
Correlation
The correlation between HSFNX and BDMIX is 0.06, 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
HSFNX vs. BDMIX - Dividend Comparison
HSFNX's dividend yield for the trailing twelve months is around 11.05%, more than BDMIX's 8.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSFNX Hennessy Small Cap Financial Fund | 11.05% | 10.99% | 5.97% | 4.63% | 9.14% | 0.97% | 0.91% | 3.43% | 7.34% | 8.19% | 12.46% | 7.38% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.63% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
Drawdowns
HSFNX vs. BDMIX - Drawdown Comparison
The maximum HSFNX drawdown since its inception was -70.18%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for HSFNX and BDMIX.
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Drawdown Indicators
| HSFNX | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.18% | -11.89% | -58.29% |
Max Drawdown (1Y)Largest decline over 1 year | -13.61% | -3.60% | -10.01% |
Max Drawdown (5Y)Largest decline over 5 years | -43.00% | -7.45% | -35.55% |
Max Drawdown (10Y)Largest decline over 10 years | -50.68% | -9.44% | -41.24% |
Current DrawdownCurrent decline from peak | -11.60% | -0.85% | -10.75% |
Average DrawdownAverage peak-to-trough decline | -26.15% | -2.72% | -23.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 1.30% | +4.19% |
Volatility
HSFNX vs. BDMIX - Volatility Comparison
Hennessy Small Cap Financial Fund (HSFNX) has a higher volatility of 4.68% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.58%. This indicates that HSFNX's price experiences larger fluctuations and is considered to be riskier than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSFNX | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 1.58% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 18.17% | 4.74% | +13.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.96% | 6.91% | +21.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.59% | 6.53% | +21.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.28% | 5.77% | +23.51% |