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KDHAX vs. HFCVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KDHAX vs. HFCVX - Performance Comparison

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

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KDHAX vs. HFCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KDHAX
DWS CROCI Equity Dividend Fd
2.60%2.92%13.37%5.30%1.09%19.44%-9.41%29.38%-3.45%19.25%
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, KDHAX achieves a 2.60% return, which is significantly lower than HFCVX's 9.21% return. Over the past 10 years, KDHAX has underperformed HFCVX with an annualized return of 8.43%, while HFCVX has yielded a comparatively higher 10.85% annualized return.


KDHAX

1D
1.19%
1M
-5.14%
YTD
2.60%
6M
4.49%
1Y
4.46%
3Y*
8.10%
5Y*
6.75%
10Y*
8.43%

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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KDHAX vs. HFCVX - Expense Ratio Comparison

KDHAX has a 1.01% expense ratio, which is lower than HFCVX's 1.23% expense ratio.


Return for Risk

KDHAX vs. HFCVX — Risk / Return Rank

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

KDHAX
KDHAX Risk / Return Rank: 99
Overall Rank
KDHAX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
KDHAX Sortino Ratio Rank: 88
Sortino Ratio Rank
KDHAX Omega Ratio Rank: 88
Omega Ratio Rank
KDHAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
KDHAX Martin Ratio Rank: 1010
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.

KDHAX vs. HFCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS CROCI Equity Dividend Fd (KDHAX) 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.


KDHAXHFCVXDifference

Sharpe ratio

Return per unit of total volatility

0.23

1.44

-1.22

Sortino ratio

Return per unit of downside risk

0.45

1.95

-1.50

Omega ratio

Gain probability vs. loss probability

1.06

1.30

-0.24

Calmar ratio

Return relative to maximum drawdown

0.34

1.72

-1.38

Martin ratio

Return relative to average drawdown

0.96

7.47

-6.51

KDHAX vs. HFCVX - Sharpe Ratio Comparison

The current KDHAX Sharpe Ratio is 0.23, which is lower than the HFCVX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of KDHAX 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


KDHAXHFCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

1.44

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.93

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.66

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.40

+0.06

Correlation

The correlation between KDHAX and HFCVX is 0.88, 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

KDHAX vs. HFCVX - Dividend Comparison

KDHAX's dividend yield for the trailing twelve months is around 16.23%, more than HFCVX's 6.77% yield.


TTM20252024202320222021202020192018201720162015
KDHAX
DWS CROCI Equity Dividend Fd
16.23%15.94%9.07%5.94%6.24%9.57%5.53%7.13%12.23%1.60%1.81%2.34%
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

KDHAX vs. HFCVX - Drawdown Comparison

The maximum KDHAX drawdown since its inception was -65.77%, roughly equal to the maximum HFCVX drawdown of -65.75%. Use the drawdown chart below to compare losses from any high point for KDHAX and HFCVX.


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Drawdown Indicators


KDHAXHFCVXDifference

Max Drawdown

Largest peak-to-trough decline

-65.77%

-65.75%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-11.00%

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

-16.81%

-0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-40.08%

-39.39%

-0.69%

Current Drawdown

Current decline from peak

-7.96%

-1.46%

-6.50%

Average Drawdown

Average peak-to-trough decline

-9.41%

-8.28%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.50%

2.61%

+1.89%

Volatility

KDHAX vs. HFCVX - Volatility Comparison

DWS CROCI Equity Dividend Fd (KDHAX) has a higher volatility of 3.81% compared to Hennessy Cornerstone Value Fund (HFCVX) at 3.06%. This indicates that KDHAX'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


KDHAXHFCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

3.06%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

6.83%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

17.49%

12.75%

+4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.94%

13.28%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

16.48%

+0.35%