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ISIN
US41653L8836
Issuer
Hartford
Inception Date
Nov 9, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$203M

Share Price Chart


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Performance

HFGO Performance Chart

Hartford Large Cap Growth ETF (HFGO) is up 7.2% since the beginning of the year. HFGO is currently trading at $29 per share.


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S&P 500 Index

Returns By Period

Hartford Large Cap Growth ETF (HFGO) has returned 7.18% so far this year and 24.88% over the past 12 months.


Hartford Large Cap Growth ETF

1D
-1.71%
1M
-0.27%
YTD
7.18%
6M
6.63%
1Y
24.88%
3Y*
24.55%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HFGO Monthly Returns History

Based on dividend-adjusted daily data since Nov 10, 2021, HFGO's average daily return is +0.05%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.

Historically, 57% of months were positive and 43% were negative. The best month was Apr 2026 with a return of +14.1%, while the worst month was Apr 2022 at -16.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, HFGO closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +11.5%, while the worst single day was Apr 4, 2025 at -7.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.93%-3.55%-4.46%14.13%9.19%-3.84%7.18%
20252.95%-4.77%-10.01%2.21%8.40%7.68%3.36%1.09%4.35%4.28%-1.84%-1.66%15.52%
20243.36%10.03%1.50%-4.77%6.05%8.06%-3.24%2.62%2.95%0.71%7.07%1.34%40.73%
202310.53%-1.98%7.39%0.08%6.19%5.72%3.84%-2.12%-7.43%-1.52%12.46%4.58%42.45%
2022-11.01%-3.26%1.68%-16.56%-6.69%-9.77%13.17%-2.68%-9.67%5.66%5.11%-6.80%-36.69%
2021-6.86%-0.09%-6.95%

Benchmark Metrics

Hartford Large Cap Growth ETF has an annualized alpha of -4.07%, beta of 1.35, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since November 10, 2021.

  • This ETF participated in 125.17% of S&P 500 Index downside but only 120.27% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -4.07% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-4.07%
Beta
1.35
0.82
Upside Capture
120.27%
Downside Capture
125.17%

Expense Ratio

HFGO has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HFGO ranks 34 for risk / return — below 34% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


HFGO Risk / Return Rank: 3434
Overall Rank
HFGO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HFGO Sortino Ratio Rank: 3535
Sortino Ratio Rank
HFGO Omega Ratio Rank: 3636
Omega Ratio Rank
HFGO Calmar Ratio Rank: 2929
Calmar Ratio Rank
HFGO Martin Ratio Rank: 3131
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 Hartford Large Cap Growth ETF (HFGO) and compare them to S&P 500 Index.

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.


HFGOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.14

Calmar ratioReturn relative to maximum drawdown

1.37

2.78

-1.42

Martin ratioReturn relative to average drawdown

4.30

12.44

-8.14

Dividends

Dividend History


Hartford Large Cap Growth ETF doesn't pay dividends

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 Hartford Large Cap Growth ETF. 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 Hartford Large Cap Growth ETF was 44.64%, occurring on Jun 16, 2022. Recovery took 489 trading sessions.

The current Hartford Large Cap Growth ETF drawdown is 5.24%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-44.64%Jun 2022
7mo 1d1y 11mo
2y 6moNov 2021 - May 2024
2025 selloff2025
-25.19%Apr 2025
2mo 14d2mo 26d
5mo 10dJan 2025 - Jul 2025
2026 correction2026
-18.29%Mar 2026
5mo 1d1mo 7d
6mo 8dOct 2025 - May 2026
2024 correction2024
-14.24%Aug 2024
25d2mo 5d
3moJul 2024 - Oct 2024
2026 pullback2026
-8.58%Jun 2026
8d
21d 6hJun 2026 - now

Drawdown Indicators


HFGOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-44.64%

-56.78%

+12.14%

Max Drawdown (1Y)

Largest decline over 1 year

-18.29%

-9.10%

-9.19%

Max Drawdown (3Y)

Largest decline over 3 years

-25.19%

-18.90%

-6.29%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-5.24%

-1.80%

-3.44%

Average Drawdown

Average peak-to-trough decline

-15.99%

-10.71%

-5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

2.03%

+3.77%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with HFGO

Add Hartford Large Cap Growth ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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