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TORYX vs. HFCVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TORYX vs. HFCVX - Performance Comparison

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

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TORYX vs. HFCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TORYX
Torray Fund
3.40%14.89%13.77%12.57%-0.69%21.40%-2.45%19.89%-10.59%12.07%
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, TORYX achieves a 3.40% return, which is significantly lower than HFCVX's 9.21% return. Over the past 10 years, TORYX has underperformed HFCVX with an annualized return of 9.13%, while HFCVX has yielded a comparatively higher 10.85% annualized return.


TORYX

1D
0.87%
1M
-1.79%
YTD
3.40%
6M
2.87%
1Y
16.79%
3Y*
14.89%
5Y*
10.28%
10Y*
9.13%

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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TORYX vs. HFCVX - Expense Ratio Comparison

TORYX has a 1.07% expense ratio, which is lower than HFCVX's 1.23% expense ratio.


Return for Risk

TORYX vs. HFCVX — Risk / Return Rank

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

TORYX
TORYX Risk / Return Rank: 5757
Overall Rank
TORYX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TORYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
TORYX Omega Ratio Rank: 5050
Omega Ratio Rank
TORYX Calmar Ratio Rank: 6161
Calmar Ratio Rank
TORYX Martin Ratio Rank: 7272
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.

TORYX vs. HFCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Torray Fund (TORYX) 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.


TORYXHFCVXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.44

-0.42

Sortino ratio

Return per unit of downside risk

1.55

1.95

-0.40

Omega ratio

Gain probability vs. loss probability

1.22

1.30

-0.08

Calmar ratio

Return relative to maximum drawdown

1.57

1.72

-0.15

Martin ratio

Return relative to average drawdown

7.45

7.47

-0.03

TORYX vs. HFCVX - Sharpe Ratio Comparison

The current TORYX Sharpe Ratio is 1.02, which is comparable to the HFCVX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of TORYX 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


TORYXHFCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.44

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.93

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.66

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.40

+0.13

Correlation

The correlation between TORYX and HFCVX is 0.86, 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

TORYX vs. HFCVX - Dividend Comparison

TORYX's dividend yield for the trailing twelve months is around 31.96%, more than HFCVX's 6.77% yield.


TTM20252024202320222021202020192018201720162015
TORYX
Torray Fund
31.96%32.38%7.32%6.47%10.55%10.80%3.22%2.66%2.21%7.34%8.93%4.30%
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

TORYX vs. HFCVX - Drawdown Comparison

The maximum TORYX drawdown since its inception was -56.55%, smaller than the maximum HFCVX drawdown of -65.75%. Use the drawdown chart below to compare losses from any high point for TORYX and HFCVX.


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Drawdown Indicators


TORYXHFCVXDifference

Max Drawdown

Largest peak-to-trough decline

-56.55%

-65.75%

+9.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-11.00%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-16.53%

-16.81%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-38.31%

-39.39%

+1.08%

Current Drawdown

Current decline from peak

-1.79%

-1.46%

-0.33%

Average Drawdown

Average peak-to-trough decline

-7.37%

-8.28%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.61%

-0.27%

Volatility

TORYX vs. HFCVX - Volatility Comparison

Torray Fund (TORYX) and Hennessy Cornerstone Value Fund (HFCVX) have volatilities of 3.12% and 3.06%, 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


TORYXHFCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

3.06%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

7.89%

6.83%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.26%

12.75%

+3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

13.28%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

16.48%

+1.11%