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MDST vs. HMSFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDST vs. HMSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Westwood Salient Enhanced Midstream Income ETF (MDST) and Hennessy Midstream Fund Investor Class (HMSFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with MDST having a 14.54% return and HMSFX slightly lower at 14.51%.


MDST

1D
0.98%
1M
-3.58%
YTD
14.54%
6M
16.10%
1Y
18.36%
3Y*
5Y*
10Y*

HMSFX

1D
0.24%
1M
-6.15%
YTD
14.51%
6M
15.40%
1Y
13.96%
3Y*
20.38%
5Y*
19.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDST vs. HMSFX - Yearly Performance Comparison


2026 (YTD)20252024
MDST
Westwood Salient Enhanced Midstream Income ETF
14.54%7.09%17.03%
HMSFX
Hennessy Midstream Fund Investor Class
14.51%-0.76%16.82%

Correlation

The correlation between MDST and HMSFX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2024

0.83

The correlation between MDST and HMSFX has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

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Return for Risk

MDST vs. HMSFX — Risk / Return Rank

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

MDST
MDST Risk / Return Rank: 4646
Overall Rank
MDST Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MDST Sortino Ratio Rank: 4444
Sortino Ratio Rank
MDST Omega Ratio Rank: 4242
Omega Ratio Rank
MDST Calmar Ratio Rank: 5757
Calmar Ratio Rank
MDST Martin Ratio Rank: 4646
Martin Ratio Rank

HMSFX
HMSFX Risk / Return Rank: 1919
Overall Rank
HMSFX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
HMSFX Sortino Ratio Rank: 1414
Sortino Ratio Rank
HMSFX Omega Ratio Rank: 1313
Omega Ratio Rank
HMSFX Calmar Ratio Rank: 3535
Calmar Ratio Rank
HMSFX Martin Ratio Rank: 1919
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.

MDST vs. HMSFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westwood Salient Enhanced Midstream Income ETF (MDST) and Hennessy Midstream Fund Investor Class (HMSFX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MDSTHMSFXDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratioReturn relative to maximum drawdown

2.74

2.12

+0.62

Martin ratioReturn relative to average drawdown

7.40

4.53

+2.87

MDST vs. HMSFX - Sharpe Ratio Comparison

The current MDST Sharpe Ratio is 1.49, which is higher than the HMSFX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of MDST and HMSFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MDST vs. HMSFX - Drawdown Comparison

The maximum MDST drawdown since its inception was -14.19%, smaller than the maximum HMSFX drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for MDST and HMSFX.


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Drawdown Indicators


MDSTHMSFXDifference

Max Drawdown

Largest peak-to-trough decline

-14.19%

-68.50%

+54.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.74%

-6.98%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.38%

Max Drawdown (5Y)

Largest decline over 5 years

-21.17%

Current Drawdown

Current decline from peak

-3.86%

-6.48%

+2.62%

Average Drawdown

Average peak-to-trough decline

-2.20%

-12.36%

+10.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

3.25%

-0.76%

Volatility

MDST vs. HMSFX - Volatility Comparison

The current volatility for Westwood Salient Enhanced Midstream Income ETF (MDST) is 4.49%, while Hennessy Midstream Fund Investor Class (HMSFX) has a volatility of 5.09%. This indicates that MDST experiences smaller price fluctuations and is considered to be less risky than HMSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDSTHMSFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

5.09%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

8.58%

11.49%

-2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

12.37%

14.86%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.09%

20.11%

-4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

29.32%

-13.23%

MDST vs. HMSFX - Expense Ratio Comparison

MDST has a 0.80% expense ratio, which is lower than HMSFX's 1.75% expense ratio.


Dividends

MDST vs. HMSFX - Dividend Comparison

MDST's dividend yield for the trailing twelve months is around 9.36%, more than HMSFX's 8.08% yield.


PositionTTM20252024202320222021202020192018
HMSFX
Hennessy Midstream Fund Investor Class
8.08%8.89%8.12%10.11%11.23%12.99%15.54%9.26%4.74%
MDST
Westwood Salient Enhanced Midstream Income ETF
9.36%10.22%6.60%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MDST and HMSFX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HMSFX has higher volatility (5.09%) compared to MDST (4.49%). In terms of maximum drawdown, MDST dropped -14.19% vs HMSFX's -68.50%.

MDST currently has the higher Sharpe Ratio (1.49 vs 0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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