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HADAX vs. HGOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HADAX vs. HGOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Balanced HLS Fund (HADAX) and The Hartford Growth Opportunities Fund Class I (HGOIX). The values are adjusted to include any dividend payments, if applicable.

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HADAX vs. HGOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HADAX
Hartford Balanced HLS Fund
-5.33%12.10%11.30%14.79%-13.70%19.69%11.54%22.68%-5.35%15.59%
HGOIX
The Hartford Growth Opportunities Fund Class I
-14.11%13.52%42.27%40.98%-36.87%7.59%62.12%30.28%-0.78%30.63%

Returns By Period

In the year-to-date period, HADAX achieves a -5.33% return, which is significantly higher than HGOIX's -14.11% return. Over the past 10 years, HADAX has underperformed HGOIX with an annualized return of 8.14%, while HGOIX has yielded a comparatively higher 14.20% annualized return.


HADAX

1D
0.11%
1M
-5.55%
YTD
-5.33%
6M
-2.33%
1Y
7.22%
3Y*
9.34%
5Y*
5.83%
10Y*
8.14%

HGOIX

1D
-1.18%
1M
-8.76%
YTD
-14.11%
6M
-13.84%
1Y
11.06%
3Y*
19.36%
5Y*
5.55%
10Y*
14.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HADAX vs. HGOIX - Expense Ratio Comparison

HADAX has a 0.62% expense ratio, which is lower than HGOIX's 0.82% expense ratio.


Return for Risk

HADAX vs. HGOIX — Risk / Return Rank

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

HADAX
HADAX Risk / Return Rank: 2828
Overall Rank
HADAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
HADAX Sortino Ratio Rank: 2626
Sortino Ratio Rank
HADAX Omega Ratio Rank: 2525
Omega Ratio Rank
HADAX Calmar Ratio Rank: 3232
Calmar Ratio Rank
HADAX Martin Ratio Rank: 3333
Martin Ratio Rank

HGOIX
HGOIX Risk / Return Rank: 1818
Overall Rank
HGOIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HGOIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
HGOIX Omega Ratio Rank: 1919
Omega Ratio Rank
HGOIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
HGOIX Martin Ratio Rank: 1616
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.

HADAX vs. HGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Balanced HLS Fund (HADAX) and The Hartford Growth Opportunities Fund Class I (HGOIX). 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.


HADAXHGOIXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.46

+0.20

Sortino ratio

Return per unit of downside risk

1.01

0.81

+0.19

Omega ratio

Gain probability vs. loss probability

1.14

1.11

+0.03

Calmar ratio

Return relative to maximum drawdown

0.90

0.46

+0.43

Martin ratio

Return relative to average drawdown

3.53

1.60

+1.93

HADAX vs. HGOIX - Sharpe Ratio Comparison

The current HADAX Sharpe Ratio is 0.66, which is higher than the HGOIX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of HADAX and HGOIX, 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


HADAXHGOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.46

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.22

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.61

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.49

-0.48

Correlation

The correlation between HADAX and HGOIX is 0.85, 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

HADAX vs. HGOIX - Dividend Comparison

HADAX's dividend yield for the trailing twelve months is around 12.57%, more than HGOIX's 7.38% yield.


TTM20252024202320222021202020192018201720162015
HADAX
Hartford Balanced HLS Fund
12.57%11.90%9.05%4.62%17.33%6.29%6.62%10.54%7.27%2.29%2.80%1.95%
HGOIX
The Hartford Growth Opportunities Fund Class I
7.38%6.34%0.00%0.00%0.00%22.80%13.21%6.01%30.76%8.69%3.76%8.81%

Drawdowns

HADAX vs. HGOIX - Drawdown Comparison

The maximum HADAX drawdown since its inception was -91.68%, which is greater than HGOIX's maximum drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for HADAX and HGOIX.


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Drawdown Indicators


HADAXHGOIXDifference

Max Drawdown

Largest peak-to-trough decline

-91.68%

-58.07%

-33.61%

Max Drawdown (1Y)

Largest decline over 1 year

-7.27%

-17.71%

+10.44%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

-44.99%

+26.17%

Max Drawdown (10Y)

Largest decline over 10 years

-26.36%

-44.99%

+18.63%

Current Drawdown

Current decline from peak

-6.89%

-17.71%

+10.82%

Average Drawdown

Average peak-to-trough decline

-24.51%

-12.07%

-12.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

5.13%

-3.28%

Volatility

HADAX vs. HGOIX - Volatility Comparison

The current volatility for Hartford Balanced HLS Fund (HADAX) is 3.05%, while The Hartford Growth Opportunities Fund Class I (HGOIX) has a volatility of 6.70%. This indicates that HADAX experiences smaller price fluctuations and is considered to be less risky than HGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HADAXHGOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

6.70%

-3.65%

Volatility (6M)

Calculated over the trailing 6-month period

6.58%

14.08%

-7.50%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

23.66%

-12.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.93%

25.06%

-14.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.89%

23.33%

-11.44%