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IDIVX vs. HFCVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDIVX vs. HFCVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Integrity Dividend Harvest Fund (IDIVX) and Hennessy Cornerstone Value Fund (HFCVX). The values are adjusted to include any dividend payments, if applicable.

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IDIVX vs. HFCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDIVX
Integrity Dividend Harvest Fund
5.76%17.39%21.13%5.06%2.13%24.10%-1.04%22.97%-5.19%11.10%
HFCVX
Hennessy Cornerstone Value Fund
9.21%18.27%9.59%5.81%6.12%29.94%-6.39%20.84%-9.50%19.21%

Returns By Period

In the year-to-date period, IDIVX achieves a 5.76% return, which is significantly lower than HFCVX's 9.21% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: IDIVX at 10.85% and HFCVX at 10.85%.


IDIVX

1D
1.24%
1M
-3.25%
YTD
5.76%
6M
7.99%
1Y
21.23%
3Y*
17.00%
5Y*
13.25%
10Y*
10.85%

HFCVX

1D
0.83%
1M
-1.38%
YTD
9.21%
6M
12.87%
1Y
18.71%
3Y*
14.74%
5Y*
12.33%
10Y*
10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IDIVX vs. HFCVX - Expense Ratio Comparison

IDIVX has a 0.95% expense ratio, which is lower than HFCVX's 1.23% expense ratio.


Return for Risk

IDIVX vs. HFCVX — Risk / Return Rank

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

IDIVX
IDIVX Risk / Return Rank: 8080
Overall Rank
IDIVX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IDIVX Sortino Ratio Rank: 8080
Sortino Ratio Rank
IDIVX Omega Ratio Rank: 7777
Omega Ratio Rank
IDIVX Calmar Ratio Rank: 7878
Calmar Ratio Rank
IDIVX Martin Ratio Rank: 8686
Martin Ratio Rank

HFCVX
HFCVX Risk / Return Rank: 7373
Overall Rank
HFCVX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HFCVX Sortino Ratio Rank: 7474
Sortino Ratio Rank
HFCVX Omega Ratio Rank: 7474
Omega Ratio Rank
HFCVX Calmar Ratio Rank: 6868
Calmar Ratio Rank
HFCVX Martin Ratio Rank: 7373
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.

IDIVX vs. HFCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Integrity Dividend Harvest Fund (IDIVX) and Hennessy Cornerstone Value Fund (HFCVX). 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.


IDIVXHFCVXDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.44

+0.06

Sortino ratio

Return per unit of downside risk

2.10

1.95

+0.15

Omega ratio

Gain probability vs. loss probability

1.31

1.30

+0.01

Calmar ratio

Return relative to maximum drawdown

1.93

1.72

+0.21

Martin ratio

Return relative to average drawdown

9.24

7.47

+1.76

IDIVX vs. HFCVX - Sharpe Ratio Comparison

The current IDIVX Sharpe Ratio is 1.51, which is comparable to the HFCVX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of IDIVX and HFCVX, 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


IDIVXHFCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.44

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.93

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.66

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.40

+0.31

Correlation

The correlation between IDIVX and HFCVX is 0.87, 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

IDIVX vs. HFCVX - Dividend Comparison

IDIVX's dividend yield for the trailing twelve months is around 6.61%, less than HFCVX's 6.77% yield.


TTM20252024202320222021202020192018201720162015
IDIVX
Integrity Dividend Harvest Fund
6.61%7.19%8.89%3.13%3.59%2.83%3.67%7.27%10.21%8.31%1.11%0.00%
HFCVX
Hennessy Cornerstone Value Fund
6.77%7.39%4.56%3.57%10.33%4.81%2.58%6.58%17.16%14.97%2.26%2.57%

Drawdowns

IDIVX vs. HFCVX - Drawdown Comparison

The maximum IDIVX drawdown since its inception was -31.64%, smaller than the maximum HFCVX drawdown of -65.75%. Use the drawdown chart below to compare losses from any high point for IDIVX and HFCVX.


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Drawdown Indicators


IDIVXHFCVXDifference

Max Drawdown

Largest peak-to-trough decline

-31.64%

-65.75%

+34.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-11.00%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-16.81%

+0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-31.64%

-39.39%

+7.75%

Current Drawdown

Current decline from peak

-3.25%

-1.46%

-1.79%

Average Drawdown

Average peak-to-trough decline

-3.39%

-8.28%

+4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.61%

-0.23%

Volatility

IDIVX vs. HFCVX - Volatility Comparison

Integrity Dividend Harvest Fund (IDIVX) has a higher volatility of 3.56% compared to Hennessy Cornerstone Value Fund (HFCVX) at 3.06%. This indicates that IDIVX's price experiences larger fluctuations and is considered to be riskier than HFCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDIVXHFCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

3.06%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

6.83%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

12.75%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

13.28%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

16.48%

-1.57%