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VIVAX vs. HFCVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIVAX vs. HFCVX - Performance Comparison

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

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VIVAX vs. HFCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIVAX
Vanguard Value Index Fund
1.61%14.50%15.85%9.08%-2.18%26.32%2.18%25.66%-5.56%16.98%
HFCVX
Hennessy Cornerstone Value Fund
8.31%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, VIVAX achieves a 1.61% return, which is significantly lower than HFCVX's 8.31% return. Over the past 10 years, VIVAX has outperformed HFCVX with an annualized return of 11.42%, while HFCVX has yielded a comparatively lower 10.76% annualized return.


VIVAX

1D
-0.17%
1M
-6.37%
YTD
1.61%
6M
4.57%
1Y
14.03%
3Y*
14.10%
5Y*
10.37%
10Y*
11.42%

HFCVX

1D
0.17%
1M
-2.27%
YTD
8.31%
6M
12.62%
1Y
17.31%
3Y*
14.42%
5Y*
12.27%
10Y*
10.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIVAX vs. HFCVX - Expense Ratio Comparison

VIVAX has a 0.17% expense ratio, which is lower than HFCVX's 1.23% expense ratio.


Return for Risk

VIVAX vs. HFCVX — Risk / Return Rank

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

VIVAX
VIVAX Risk / Return Rank: 5757
Overall Rank
VIVAX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VIVAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
VIVAX Omega Ratio Rank: 5959
Omega Ratio Rank
VIVAX Calmar Ratio Rank: 5252
Calmar Ratio Rank
VIVAX Martin Ratio Rank: 5959
Martin Ratio Rank

HFCVX
HFCVX Risk / Return Rank: 7575
Overall Rank
HFCVX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HFCVX Sortino Ratio Rank: 7979
Sortino Ratio Rank
HFCVX Omega Ratio Rank: 7878
Omega Ratio Rank
HFCVX Calmar Ratio Rank: 6969
Calmar Ratio Rank
HFCVX Martin Ratio Rank: 7272
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.

VIVAX vs. HFCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund (VIVAX) 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.


VIVAXHFCVXDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.46

-0.43

Sortino ratio

Return per unit of downside risk

1.49

1.97

-0.48

Omega ratio

Gain probability vs. loss probability

1.22

1.30

-0.08

Calmar ratio

Return relative to maximum drawdown

1.23

1.57

-0.34

Martin ratio

Return relative to average drawdown

5.60

6.83

-1.23

VIVAX vs. HFCVX - Sharpe Ratio Comparison

The current VIVAX Sharpe Ratio is 1.03, which is comparable to the HFCVX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of VIVAX 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


VIVAXHFCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.46

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.93

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.65

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.40

+0.14

Correlation

The correlation between VIVAX and HFCVX is 0.91, 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

VIVAX vs. HFCVX - Dividend Comparison

VIVAX's dividend yield for the trailing twelve months is around 1.93%, less than HFCVX's 6.83% yield.


TTM20252024202320222021202020192018201720162015
VIVAX
Vanguard Value Index Fund
1.93%1.42%2.19%2.33%2.39%2.02%2.43%2.39%2.59%2.18%2.33%2.46%
HFCVX
Hennessy Cornerstone Value Fund
6.83%7.39%4.56%3.57%10.33%4.81%2.58%6.58%17.16%14.97%2.26%2.57%

Drawdowns

VIVAX vs. HFCVX - Drawdown Comparison

The maximum VIVAX drawdown since its inception was -59.38%, smaller than the maximum HFCVX drawdown of -65.75%. Use the drawdown chart below to compare losses from any high point for VIVAX and HFCVX.


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Drawdown Indicators


VIVAXHFCVXDifference

Max Drawdown

Largest peak-to-trough decline

-59.38%

-65.75%

+6.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-11.00%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-16.81%

-0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-36.81%

-39.39%

+2.58%

Current Drawdown

Current decline from peak

-6.37%

-2.27%

-4.10%

Average Drawdown

Average peak-to-trough decline

-8.11%

-8.28%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.60%

-0.11%

Volatility

VIVAX vs. HFCVX - Volatility Comparison

Vanguard Value Index Fund (VIVAX) has a higher volatility of 3.27% compared to Hennessy Cornerstone Value Fund (HFCVX) at 2.92%. This indicates that VIVAX'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


VIVAXHFCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

2.92%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

6.80%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

12.75%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

13.27%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

16.48%

+0.26%