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ISIN
US4166456040
CUSIP
416645604
Issuer
Hartford
Inception Date
Jul 22, 1996
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

HCAYX Performance Chart

The Hartford Capital Appreciation Fund (HCAYX) is up 10.1% since the beginning of the year. HCAYX is currently trading at $64 per share. Investors who bought $1,000 worth of HCAYX shares 5 years ago would now be looking at an investment worth $1,538.


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S&P 500 Index

Returns By Period

The Hartford Capital Appreciation Fund (HCAYX) has returned 10.05% so far this year and 23.61% over the past 12 months. Over the last ten years, HCAYX has returned 12.78% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


The Hartford Capital Appreciation Fund

1D
0.31%
1M
5.90%
YTD
10.05%
6M
9.62%
1Y
23.61%
3Y*
17.15%
5Y*
8.99%
10Y*
12.78%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HCAYX Monthly Returns History

Based on dividend-adjusted daily data since Jul 22, 1996, HCAYX's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, an investment would double in approximately 5.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was May 1997 with a return of +20.5%, while the worst month was Aug 1998 at -21.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, HCAYX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +12.2%, while the worst single day was Mar 16, 2020 at -12.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.88%-0.85%-5.71%10.13%5.55%0.39%10.05%
20252.89%-3.14%-5.93%-1.68%5.94%4.53%1.31%2.32%2.32%1.69%0.85%-0.34%10.66%
20240.97%5.10%2.78%-4.70%5.05%2.07%1.94%1.99%2.23%-0.87%6.17%-3.50%20.31%
20236.43%-2.64%1.71%0.80%-0.59%6.40%2.77%-2.60%-5.31%-2.52%9.52%4.86%19.24%
2022-6.40%-1.75%2.40%-7.92%-1.22%-7.98%7.81%-3.63%-8.92%9.11%5.67%-4.22%-17.64%
2021-2.36%4.03%3.08%4.74%-1.00%1.15%1.92%1.83%-4.49%4.69%-3.26%4.82%15.56%

Benchmark Metrics

The Hartford Capital Appreciation Fund has an annualized alpha of 4.11%, beta of 0.97, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since July 23, 1996.

  • This fund captured 121.08% of S&P 500 Index gains and 103.16% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 4.11% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.97 and R2 of 0.86, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
4.11%
Beta
0.97
0.86
Upside Capture
121.08%
Downside Capture
103.16%

Expense Ratio

HCAYX has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HCAYX ranks 46 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


HCAYX Risk / Return Rank: 4646
Overall Rank
HCAYX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
HCAYX Sortino Ratio Rank: 4444
Sortino Ratio Rank
HCAYX Omega Ratio Rank: 4545
Omega Ratio Rank
HCAYX Calmar Ratio Rank: 4040
Calmar Ratio Rank
HCAYX Martin Ratio Rank: 5252
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for The Hartford Capital Appreciation Fund (HCAYX) and compare them to S&P 500 Index.


HCAYXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.01

2.24

-0.23

Sortino ratio

Return per unit of downside risk

2.77

3.07

-0.30

Omega ratio

Gain probability vs. loss probability

1.36

1.41

-0.04

Calmar ratio

Return relative to maximum drawdown

2.42

2.93

-0.51

Martin ratio

Return relative to average drawdown

10.70

13.52

-2.82

Dividends

Dividend History

The Hartford Capital Appreciation Fund provided a 5.00% dividend yield over the last twelve months, with an annual payout of $3.20 per share.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.20$3.20$4.37$0.21$2.07$6.97$2.25$3.57$5.84$5.70$0.29$3.36

Dividend yield

5.00%5.50%7.89%0.41%4.97%13.12%4.31%7.95%16.29%13.10%0.73%8.62%

Monthly Dividends

The table displays the monthly dividend distributions for The Hartford Capital Appreciation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.20$3.20
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.37$4.37
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.07$2.07
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.97$6.97

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the The Hartford Capital Appreciation Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the The Hartford Capital Appreciation Fund was 59.00%, occurring on Mar 9, 2009. Recovery took 1046 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.00%Mar 2009
1y 4mo4y 1mo
5y 6moNov 2007 - May 2013
Dot-com crash2000–2002
-45.80%Oct 2002
2y 7mo2y 1mo
4y 8moMar 2000 - Nov 2004
1998 bear market1998
-37.91%Oct 1998
5mo 18d5mo 22d
11mo 10dApr 1998 - Mar 1999
COVID crash2020
-36.31%Mar 2020
1mo 2d5mo 4d
6mo 6dFeb 2020 - Aug 2020
Bear market2022
-26.48%Sep 2022
10mo 25d1y 4mo
2y 3moNov 2021 - Feb 2024

Drawdown Indicators


HCAYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.00%

-56.78%

-2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-9.10%

-1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-20.15%

-18.90%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.48%

-25.43%

-1.05%

Max Drawdown (10Y)

Largest decline over 10 years

-36.31%

-33.92%

-2.39%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-10.38%

-10.72%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

1.97%

+0.31%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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