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ISIN
US4166486161
CUSIP
416648616
Issuer
Hartford
Inception Date
Dec 31, 2004
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

HSMYX Performance Chart

Hartford Small Cap Value Fund (HSMYX) is up 13.0% since the beginning of the year. HSMYX is currently trading at $15 per share. Investors who bought $1,000 worth of HSMYX shares 5 years ago would now be looking at an investment worth $1,318.


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S&P 500 Index

Returns By Period

Hartford Small Cap Value Fund (HSMYX) has returned 12.96% so far this year and 29.45% over the past 12 months. Over the last ten years, HSMYX has returned 10.50% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Hartford Small Cap Value Fund

1D
-0.27%
1M
0.21%
YTD
12.96%
6M
17.03%
1Y
29.45%
3Y*
14.60%
5Y*
5.67%
10Y*
10.50%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSMYX Monthly Returns History

Based on dividend-adjusted daily data since Dec 31, 2004, HSMYX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +19.6%, while the worst month was Mar 2020 at -25.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, HSMYX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +13.2%, while the worst single day was Mar 16, 2020 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.86%1.25%-4.14%10.69%0.55%-0.27%12.96%
20250.74%-3.53%-5.57%-5.98%4.64%2.79%1.36%7.09%0.00%-3.68%1.76%3.76%2.45%
2024-3.72%1.60%5.37%-5.25%6.87%-2.71%8.84%1.02%-1.38%-0.66%11.83%-8.44%11.99%
202311.73%-0.82%-7.61%-2.95%-3.60%8.42%7.15%-4.45%-3.79%-5.11%8.31%11.57%17.29%
2022-3.83%0.92%-0.46%-7.70%2.97%-9.30%8.58%-4.80%-8.73%12.93%4.98%-5.55%-12.02%
20214.55%10.35%7.41%5.14%2.44%-1.23%-2.83%0.78%-3.03%2.25%-1.42%4.59%31.98%

Benchmark Metrics

Hartford Small Cap Value Fund has an annualized alpha of -0.48%, beta of 1.06, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since January 03, 2005.

  • This fund participated in 112.32% of S&P 500 Index downside but only 109.32% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.06 and R2 of 0.76, 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
-0.48%
Beta
1.06
0.76
Upside Capture
109.32%
Downside Capture
112.32%

Expense Ratio

HSMYX has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HSMYX ranks 32 for risk / return — below 32% of mutual funds 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.


HSMYX Risk / Return Rank: 3232
Overall Rank
HSMYX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HSMYX Sortino Ratio Rank: 2929
Sortino Ratio Rank
HSMYX Omega Ratio Rank: 2727
Omega Ratio Rank
HSMYX Calmar Ratio Rank: 4444
Calmar Ratio Rank
HSMYX 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 Small Cap Value Fund (HSMYX) and compare them to S&P 500 Index.


HSMYXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.51

2.39

-0.88

Sortino ratio

Return per unit of downside risk

2.25

3.25

-1.00

Omega ratio

Gain probability vs. loss probability

1.27

1.43

-0.17

Calmar ratio

Return relative to maximum drawdown

2.51

3.11

-0.60

Martin ratio

Return relative to average drawdown

7.21

14.38

-7.18

Dividends

Dividend History

Hartford Small Cap Value Fund provided a 5.91% dividend yield over the last twelve months, with an annual payout of $0.87 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.87$0.87$0.39$0.41$1.05$0.93$0.14$1.29$3.41$0.72$0.16$0.78

Dividend yield

5.91%6.68%2.91%3.35%9.64%6.82%1.27%12.08%36.32%5.07%1.16%6.70%

Monthly Dividends

The table displays the monthly dividend distributions for Hartford Small Cap Value 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$0.87$0.87
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.05$1.05
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.93$0.93

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 Small Cap Value 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 Hartford Small Cap Value Fund was 60.81%, occurring on Nov 20, 2008. Recovery took 592 trading sessions.

The current Hartford Small Cap Value Fund drawdown is 1.88%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.81%Nov 2008
1y 4mo2y 4mo
3y 8moJul 2007 - Mar 2011
COVID crash2020
-46.51%Mar 2020
2mo 6d8mo 6d
10mo 12dJan 2020 - Nov 2020
2025 selloff2025
-27.70%Apr 2025
4mo 13d9mo 18d
1y 1moNov 2024 - Jan 2026
2016 bear market2016
-26.06%Feb 2016
7mo 22d9mo 11d
1y 4moJun 2015 - Nov 2016
2011 bear market2011
-25.64%Oct 2011
5mo 4d11mo 9d
1y 4moMay 2011 - Sep 2012

Drawdown Indicators


HSMYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.81%

-56.78%

-4.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

-9.10%

-2.15%

Max Drawdown (3Y)

Largest decline over 3 years

-27.70%

-18.90%

-8.80%

Max Drawdown (5Y)

Largest decline over 5 years

-27.70%

-25.43%

-2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-46.51%

-33.92%

-12.59%

Current Drawdown

Current decline from peak

-1.88%

0.00%

-1.88%

Average Drawdown

Average peak-to-trough decline

-9.78%

-10.72%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

1.97%

+1.95%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with HSMYX

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