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HTECX vs. HFLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HTECX vs. HFLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hennessy Technology Fund (HTECX) and Hennessy Cornerstone Large Cap Growth Fund (HFLGX). The values are adjusted to include any dividend payments, if applicable.

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HTECX vs. HFLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HTECX
Hennessy Technology Fund
-10.79%15.48%17.29%35.95%-26.28%14.75%24.45%39.13%-2.27%20.31%
HFLGX
Hennessy Cornerstone Large Cap Growth Fund
3.18%7.40%4.38%21.74%-13.23%34.89%5.49%27.53%-9.58%17.10%

Returns By Period

In the year-to-date period, HTECX achieves a -10.79% return, which is significantly lower than HFLGX's 3.18% return. Over the past 10 years, HTECX has outperformed HFLGX with an annualized return of 11.64%, while HFLGX has yielded a comparatively lower 10.46% annualized return.


HTECX

1D
-1.38%
1M
-7.40%
YTD
-10.79%
6M
-12.16%
1Y
13.20%
3Y*
12.49%
5Y*
4.99%
10Y*
11.64%

HFLGX

1D
0.34%
1M
-6.86%
YTD
3.18%
6M
3.33%
1Y
11.82%
3Y*
10.52%
5Y*
6.65%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HTECX vs. HFLGX - Expense Ratio Comparison

HTECX has a 1.23% expense ratio, which is lower than HFLGX's 1.29% expense ratio.


Return for Risk

HTECX vs. HFLGX — Risk / Return Rank

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

HTECX
HTECX Risk / Return Rank: 1919
Overall Rank
HTECX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HTECX Sortino Ratio Rank: 2020
Sortino Ratio Rank
HTECX Omega Ratio Rank: 1919
Omega Ratio Rank
HTECX Calmar Ratio Rank: 2121
Calmar Ratio Rank
HTECX Martin Ratio Rank: 1717
Martin Ratio Rank

HFLGX
HFLGX Risk / Return Rank: 3636
Overall Rank
HFLGX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
HFLGX Sortino Ratio Rank: 3737
Sortino Ratio Rank
HFLGX Omega Ratio Rank: 3434
Omega Ratio Rank
HFLGX Calmar Ratio Rank: 3434
Calmar Ratio Rank
HFLGX Martin Ratio Rank: 3939
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.

HTECX vs. HFLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Technology Fund (HTECX) and Hennessy Cornerstone Large Cap Growth Fund (HFLGX). 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.


HTECXHFLGXDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.79

-0.31

Sortino ratio

Return per unit of downside risk

0.86

1.22

-0.35

Omega ratio

Gain probability vs. loss probability

1.12

1.17

-0.05

Calmar ratio

Return relative to maximum drawdown

0.62

0.93

-0.31

Martin ratio

Return relative to average drawdown

1.79

4.05

-2.26

HTECX vs. HFLGX - Sharpe Ratio Comparison

The current HTECX Sharpe Ratio is 0.48, which is lower than the HFLGX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of HTECX and HFLGX, 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


HTECXHFLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.79

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.39

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.56

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.74

-0.47

Correlation

The correlation between HTECX and HFLGX is 0.78, 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

HTECX vs. HFLGX - Dividend Comparison

HTECX's dividend yield for the trailing twelve months is around 23.72%, more than HFLGX's 5.88% yield.


TTM20252024202320222021202020192018201720162015
HTECX
Hennessy Technology Fund
23.72%21.16%4.28%0.00%0.07%33.37%3.58%2.65%15.54%9.60%0.00%0.00%
HFLGX
Hennessy Cornerstone Large Cap Growth Fund
5.88%6.07%4.44%3.74%19.36%14.30%5.26%2.43%26.78%4.11%7.15%30.08%

Drawdowns

HTECX vs. HFLGX - Drawdown Comparison

The maximum HTECX drawdown since its inception was -58.85%, which is greater than HFLGX's maximum drawdown of -38.90%. Use the drawdown chart below to compare losses from any high point for HTECX and HFLGX.


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Drawdown Indicators


HTECXHFLGXDifference

Max Drawdown

Largest peak-to-trough decline

-58.85%

-38.90%

-19.95%

Max Drawdown (1Y)

Largest decline over 1 year

-15.01%

-12.01%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-34.88%

-25.67%

-9.21%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-38.90%

+3.90%

Current Drawdown

Current decline from peak

-15.01%

-6.86%

-8.15%

Average Drawdown

Average peak-to-trough decline

-12.01%

-4.90%

-7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.21%

2.77%

+2.44%

Volatility

HTECX vs. HFLGX - Volatility Comparison

Hennessy Technology Fund (HTECX) has a higher volatility of 6.20% compared to Hennessy Cornerstone Large Cap Growth Fund (HFLGX) at 3.11%. This indicates that HTECX's price experiences larger fluctuations and is considered to be riskier than HFLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTECXHFLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

3.11%

+3.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.54%

8.56%

+5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

25.88%

16.19%

+9.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.04%

17.15%

+6.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.52%

18.88%

+4.64%