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HABYX vs. HGOYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HABYX vs. HGOYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Total Return Bond Fund (HABYX) and The Hartford Growth Opportunities Fund (HGOYX). The values are adjusted to include any dividend payments, if applicable.

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HABYX vs. HGOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HABYX
The Hartford Total Return Bond Fund
-0.44%7.25%2.41%6.96%-14.02%-1.08%9.29%10.62%-0.73%5.26%
HGOYX
The Hartford Growth Opportunities Fund
-10.11%13.55%42.30%40.99%-36.88%7.60%62.18%30.37%-0.67%30.76%

Returns By Period

In the year-to-date period, HABYX achieves a -0.44% return, which is significantly higher than HGOYX's -10.11% return. Over the past 10 years, HABYX has underperformed HGOYX with an annualized return of 2.46%, while HGOYX has yielded a comparatively higher 14.78% annualized return.


HABYX

1D
0.22%
1M
-1.72%
YTD
-0.44%
6M
0.29%
1Y
3.91%
3Y*
4.25%
5Y*
0.51%
10Y*
2.46%

HGOYX

1D
4.65%
1M
-5.18%
YTD
-10.11%
6M
-10.13%
1Y
15.50%
3Y*
21.20%
5Y*
6.18%
10Y*
14.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HABYX vs. HGOYX - Expense Ratio Comparison

HABYX has a 0.39% expense ratio, which is lower than HGOYX's 0.84% expense ratio.


Return for Risk

HABYX vs. HGOYX — Risk / Return Rank

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

HABYX
HABYX Risk / Return Rank: 3838
Overall Rank
HABYX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
HABYX Sortino Ratio Rank: 3434
Sortino Ratio Rank
HABYX Omega Ratio Rank: 2525
Omega Ratio Rank
HABYX Calmar Ratio Rank: 5858
Calmar Ratio Rank
HABYX Martin Ratio Rank: 3737
Martin Ratio Rank

HGOYX
HGOYX Risk / Return Rank: 2626
Overall Rank
HGOYX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HGOYX Sortino Ratio Rank: 2828
Sortino Ratio Rank
HGOYX Omega Ratio Rank: 2525
Omega Ratio Rank
HGOYX Calmar Ratio Rank: 2828
Calmar Ratio Rank
HGOYX Martin Ratio Rank: 2525
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.

HABYX vs. HGOYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Total Return Bond Fund (HABYX) and The Hartford Growth Opportunities Fund (HGOYX). 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.


HABYXHGOYXDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.68

+0.23

Sortino ratio

Return per unit of downside risk

1.28

1.12

+0.17

Omega ratio

Gain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratio

Return relative to maximum drawdown

1.59

0.91

+0.69

Martin ratio

Return relative to average drawdown

4.59

3.10

+1.50

HABYX vs. HGOYX - Sharpe Ratio Comparison

The current HABYX Sharpe Ratio is 0.90, which is higher than the HGOYX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of HABYX and HGOYX, 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


HABYXHGOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.68

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.25

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.63

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.52

+0.53

Correlation

The correlation between HABYX and HGOYX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

HABYX vs. HGOYX - Dividend Comparison

HABYX's dividend yield for the trailing twelve months is around 4.19%, less than HGOYX's 6.19% yield.


TTM20252024202320222021202020192018201720162015
HABYX
The Hartford Total Return Bond Fund
4.19%4.56%4.39%3.99%3.10%3.96%3.19%3.76%4.08%3.89%3.10%2.94%
HGOYX
The Hartford Growth Opportunities Fund
6.19%5.56%0.00%0.00%0.00%20.17%11.94%5.50%28.31%8.15%3.55%8.46%

Drawdowns

HABYX vs. HGOYX - Drawdown Comparison

The maximum HABYX drawdown since its inception was -19.42%, smaller than the maximum HGOYX drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for HABYX and HGOYX.


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Drawdown Indicators


HABYXHGOYXDifference

Max Drawdown

Largest peak-to-trough decline

-19.42%

-58.04%

+38.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-17.70%

+14.71%

Max Drawdown (5Y)

Largest decline over 5 years

-19.38%

-44.98%

+25.60%

Max Drawdown (10Y)

Largest decline over 10 years

-19.42%

-44.98%

+25.56%

Current Drawdown

Current decline from peak

-2.24%

-13.87%

+11.63%

Average Drawdown

Average peak-to-trough decline

-2.25%

-11.47%

+9.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

5.19%

-4.15%

Volatility

HABYX vs. HGOYX - Volatility Comparison

The current volatility for The Hartford Total Return Bond Fund (HABYX) is 1.64%, while The Hartford Growth Opportunities Fund (HGOYX) has a volatility of 8.31%. This indicates that HABYX experiences smaller price fluctuations and is considered to be less risky than HGOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HABYXHGOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

8.31%

-6.67%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

14.82%

-12.17%

Volatility (1Y)

Calculated over the trailing 1-year period

4.52%

24.05%

-19.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

25.14%

-19.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

23.37%

-18.33%