STLG vs. HFCGX
Compare and contrast key facts about iShares Factors US Growth Style ETF (STLG) and Hennessy Cornerstone Growth Fund (HFCGX).
STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020. HFCGX is managed by Hennessy. It was launched on Nov 1, 1996.
Performance
STLG vs. HFCGX - Performance Comparison
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STLG vs. HFCGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | -6.01% | 21.49% | 37.42% | 42.86% | -26.75% | 27.99% | 26.51% |
HFCGX Hennessy Cornerstone Growth Fund | 0.00% | 4.78% | 31.45% | 19.58% | -4.97% | 29.94% | 15.57% |
Returns By Period
STLG
- 1D
- 3.86%
- 1M
- -5.81%
- YTD
- -6.01%
- 6M
- -2.39%
- 1Y
- 25.79%
- 3Y*
- 25.22%
- 5Y*
- 15.18%
- 10Y*
- —
HFCGX
- 1D
- -0.09%
- 1M
- -5.76%
- YTD
- 0.00%
- 6M
- 1.12%
- 1Y
- 10.21%
- 3Y*
- 18.75%
- 5Y*
- 11.60%
- 10Y*
- 11.11%
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STLG vs. HFCGX - Expense Ratio Comparison
STLG has a 0.25% expense ratio, which is lower than HFCGX's 1.34% expense ratio.
Return for Risk
STLG vs. HFCGX — Risk / Return Rank
STLG
HFCGX
STLG vs. HFCGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and Hennessy Cornerstone Growth Fund (HFCGX). 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.
| STLG | HFCGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.57 | +0.49 |
Sortino ratioReturn per unit of downside risk | 1.62 | 0.95 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.13 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 0.62 | +1.26 |
Martin ratioReturn relative to average drawdown | 6.91 | 2.65 | +4.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STLG | HFCGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.57 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.47 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.37 | +0.34 |
Correlation
The correlation between STLG and HFCGX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
STLG vs. HFCGX - Dividend Comparison
STLG's dividend yield for the trailing twelve months is around 0.32%, while HFCGX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | 0.32% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HFCGX Hennessy Cornerstone Growth Fund | 0.00% | 0.00% | 14.11% | 0.38% | 3.58% | 26.58% | 0.00% | 0.00% | 10.47% | 0.00% | 0.00% | 0.11% |
Drawdowns
STLG vs. HFCGX - Drawdown Comparison
The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum HFCGX drawdown of -62.35%. Use the drawdown chart below to compare losses from any high point for STLG and HFCGX.
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Drawdown Indicators
| STLG | HFCGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -62.35% | +31.01% |
Max Drawdown (1Y)Largest decline over 1 year | -13.69% | -13.38% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -30.61% | -26.30% | -4.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.22% | — |
Current DrawdownCurrent decline from peak | -10.35% | -6.56% | -3.79% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -15.32% | +7.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 3.11% | +0.60% |
Volatility
STLG vs. HFCGX - Volatility Comparison
iShares Factors US Growth Style ETF (STLG) has a higher volatility of 7.52% compared to Hennessy Cornerstone Growth Fund (HFCGX) at 4.72%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than HFCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STLG | HFCGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.52% | 4.72% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 14.44% | 9.12% | +5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.39% | 18.55% | +5.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 24.53% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.02% | 25.79% | -1.77% |