Correlation
The correlation between HSFNX and PMJIX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
HSFNX vs. PMJIX
Compare and contrast key facts about Hennessy Small Cap Financial Fund (HSFNX) and PIMCO RAE US Small Fund (PMJIX).
HSFNX is managed by Blackrock. It was launched on Jan 3, 1997. PMJIX is managed by PIMCO. It was launched on Jun 5, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSFNX or PMJIX.
Performance
HSFNX vs. PMJIX - Performance Comparison
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Key characteristics
HSFNX:
0.65
PMJIX:
0.06
HSFNX:
0.98
PMJIX:
0.23
HSFNX:
1.12
PMJIX:
1.03
HSFNX:
0.59
PMJIX:
0.04
HSFNX:
1.49
PMJIX:
0.11
HSFNX:
10.92%
PMJIX:
9.14%
HSFNX:
31.36%
PMJIX:
22.97%
HSFNX:
-68.79%
PMJIX:
-48.15%
HSFNX:
-17.26%
PMJIX:
-14.45%
Returns By Period
In the year-to-date period, HSFNX achieves a -6.42% return, which is significantly higher than PMJIX's -8.07% return.
HSFNX
-6.42%
2.15%
-16.00%
20.17%
2.24%
15.90%
7.40%
PMJIX
-8.07%
4.28%
-13.90%
1.27%
7.92%
20.52%
N/A
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HSFNX vs. PMJIX - Expense Ratio Comparison
HSFNX has a 1.58% expense ratio, which is higher than PMJIX's 0.50% expense ratio.
Risk-Adjusted Performance
HSFNX vs. PMJIX — Risk-Adjusted Performance Rank
HSFNX
PMJIX
HSFNX vs. PMJIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Small Cap Financial Fund (HSFNX) and PIMCO RAE US Small Fund (PMJIX). 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.
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Dividends
HSFNX vs. PMJIX - Dividend Comparison
HSFNX's dividend yield for the trailing twelve months is around 6.38%, more than PMJIX's 3.55% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSFNX Hennessy Small Cap Financial Fund | 6.38% | 5.97% | 4.63% | 9.14% | 0.97% | 0.91% | 3.43% | 7.34% | 8.19% | 12.47% | 7.37% | 15.76% |
PMJIX PIMCO RAE US Small Fund | 3.55% | 3.26% | 1.51% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% | 0.00% |
Drawdowns
HSFNX vs. PMJIX - Drawdown Comparison
The maximum HSFNX drawdown since its inception was -68.79%, which is greater than PMJIX's maximum drawdown of -48.15%. Use the drawdown chart below to compare losses from any high point for HSFNX and PMJIX.
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Volatility
HSFNX vs. PMJIX - Volatility Comparison
Hennessy Small Cap Financial Fund (HSFNX) has a higher volatility of 7.48% compared to PIMCO RAE US Small Fund (PMJIX) at 6.43%. This indicates that HSFNX's price experiences larger fluctuations and is considered to be riskier than PMJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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