RMBKX vs. HLFNX
RMBKX (RMB Mendon Financial Services Fund) and HLFNX (Hennessy Large Cap Financial Fund) are both Financials Equities funds from BlackRock. Over the past 10 years, RMBKX returned 11.35%/yr vs 12.11%/yr for HLFNX. A 0.75 correlation means they provide meaningful diversification when combined. RMBKX charges 1.27%/yr vs 1.68%/yr for HLFNX.
Performance
RMBKX vs. HLFNX - Performance Comparison
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Returns By Period
In the year-to-date period, RMBKX achieves a 13.40% return, which is significantly higher than HLFNX's 0.30% return. Over the past 10 years, RMBKX has underperformed HLFNX with an annualized return of 11.35%, while HLFNX has yielded a comparatively higher 12.11% annualized return.
RMBKX
- 1D
- 0.58%
- 1M
- 4.93%
- YTD
- 13.40%
- 6M
- 12.13%
- 1Y
- 36.49%
- 3Y*
- 24.13%
- 5Y*
- 8.03%
- 10Y*
- 11.35%
HLFNX
- 1D
- 0.85%
- 1M
- 6.62%
- YTD
- 0.30%
- 6M
- -1.62%
- 1Y
- 12.46%
- 3Y*
- 24.52%
- 5Y*
- 4.95%
- 10Y*
- 12.11%
RMBKX vs. HLFNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMBKX RMB Mendon Financial Services Fund | 13.40% | 12.84% | 17.07% | 4.56% | -19.18% | 56.40% | -5.73% | 22.82% | -17.13% | 12.17% |
HLFNX Hennessy Large Cap Financial Fund | 0.30% | 22.07% | 28.45% | 4.58% | -24.88% | 18.96% | 16.55% | 29.75% | -11.78% | 19.42% |
Correlation
The correlation between RMBKX and HLFNX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.75 |
The correlation between RMBKX and HLFNX shifts across timeframes, from 0.66 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
RMBKX vs. HLFNX — Risk / Return Rank
RMBKX
HLFNX
RMBKX vs. HLFNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RMB Mendon Financial Services Fund (RMBKX) and Hennessy Large Cap Financial Fund (HLFNX). 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.
| RMBKX | HLFNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.13 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.22 | 0.74 | +3.48 |
| Martin ratioReturn relative to average drawdown | 11.26 | 1.81 | +9.44 |
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Drawdowns
RMBKX vs. HLFNX - Drawdown Comparison
The maximum RMBKX drawdown since its inception was -55.45%, smaller than the maximum HLFNX drawdown of -71.74%. Use the drawdown chart below to compare losses from any high point for RMBKX and HLFNX.
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Drawdown Indicators
| RMBKX | HLFNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.45% | -71.74% | +16.29% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -18.44% | +8.96% |
Max Drawdown (3Y)Largest decline over 3 years | -24.98% | -24.02% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -44.33% | -44.03% | -0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -55.45% | -44.03% | -11.42% |
Current DrawdownCurrent decline from peak | -1.33% | -3.98% | +2.65% |
Average DrawdownAverage peak-to-trough decline | -11.04% | -21.26% | +10.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 7.53% | -3.98% |
Volatility
RMBKX vs. HLFNX - Volatility Comparison
RMB Mendon Financial Services Fund (RMBKX) and Hennessy Large Cap Financial Fund (HLFNX) have volatilities of 5.12% and 4.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RMBKX | HLFNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 4.99% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 14.69% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.65% | 19.83% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.78% | 23.92% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.19% | 24.22% | +2.97% |
RMBKX vs. HLFNX - Expense Ratio Comparison
RMBKX has a 1.27% expense ratio, which is lower than HLFNX's 1.68% expense ratio.
Dividends
RMBKX vs. HLFNX - Dividend Comparison
RMBKX's dividend yield for the trailing twelve months is around 5.49%, less than HLFNX's 7.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLFNX Hennessy Large Cap Financial Fund | 7.90% | 7.92% | 0.56% | 1.72% | 7.39% | 5.16% | 0.00% | 0.00% | 3.15% | 4.60% | 0.54% | 10.23% |
RMBKX RMB Mendon Financial Services Fund | 5.49% | 6.22% | 1.90% | 1.29% | 17.29% | 1.35% | 0.00% | 0.85% | 5.39% | 6.63% | 1.50% | 0.00% |
Frequently Asked Questions
RMBKX and HLFNX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RMBKX has higher volatility (5.12%) compared to HLFNX (4.99%). In terms of maximum drawdown, RMBKX dropped -55.45% vs HLFNX's -71.74%.
RMBKX currently has the higher Sharpe Ratio (1.94 vs 0.69), 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.
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