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HAHYX vs. HGOYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HAHYX vs. HGOYX - Performance Comparison

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

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Returns By Period

In the year-to-date period, HAHYX achieves a 1.25% return, which is significantly lower than HGOYX's 13.28% return. Over the past 10 years, HAHYX has underperformed HGOYX with an annualized return of 5.24%, while HGOYX has yielded a comparatively higher 17.04% annualized return.


HAHYX

1D
-0.43%
1M
0.49%
YTD
1.25%
6M
1.91%
1Y
7.43%
3Y*
7.72%
5Y*
3.58%
10Y*
5.24%

HGOYX

1D
-1.13%
1M
9.21%
YTD
13.28%
6M
11.25%
1Y
29.68%
3Y*
27.44%
5Y*
11.43%
10Y*
17.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HAHYX vs. HGOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAHYX
Hartford High Yield Fund
1.25%9.35%5.52%11.88%-10.40%3.37%7.02%15.01%-3.27%8.11%
HGOYX
The Hartford Growth Opportunities Fund
13.28%13.55%42.30%40.99%-36.88%7.60%62.18%30.37%-0.67%30.76%

Correlation

The correlation between HAHYX and HGOYX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2002

0.33

Over the past year, HAHYX and HGOYX have become more correlated (0.54) than their long-term average of 0.33, meaning their price movements have been converging.

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Return for Risk

HAHYX vs. HGOYX — Risk / Return Rank

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

HAHYX
HAHYX Risk / Return Rank: 6060
Overall Rank
HAHYX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HAHYX Sortino Ratio Rank: 7272
Sortino Ratio Rank
HAHYX Omega Ratio Rank: 6868
Omega Ratio Rank
HAHYX Calmar Ratio Rank: 4545
Calmar Ratio Rank
HAHYX Martin Ratio Rank: 6262
Martin Ratio Rank

HGOYX
HGOYX Risk / Return Rank: 2828
Overall Rank
HGOYX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
HGOYX Sortino Ratio Rank: 3030
Sortino Ratio Rank
HGOYX Omega Ratio Rank: 3131
Omega Ratio Rank
HGOYX Calmar Ratio Rank: 2323
Calmar Ratio Rank
HGOYX Martin Ratio Rank: 2424
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.

HAHYX vs. HGOYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford High Yield Fund (HAHYX) 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.


HAHYXHGOYXDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.45

1.29

+0.16

Calmar ratioReturn relative to maximum drawdown

2.50

1.74

+0.76

Martin ratioReturn relative to average drawdown

11.86

5.83

+6.03

HAHYX vs. HGOYX - Sharpe Ratio Comparison

The current HAHYX Sharpe Ratio is 2.05, which is comparable to the HGOYX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of HAHYX and HGOYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HAHYXHGOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

1.65

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.46

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.73

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.56

+0.51

Drawdowns

HAHYX vs. HGOYX - Drawdown Comparison

The maximum HAHYX drawdown since its inception was -32.78%, smaller than the maximum HGOYX drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for HAHYX and HGOYX.


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Drawdown Indicators


HAHYXHGOYXDifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-58.04%

+25.26%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-17.70%

+14.65%

Max Drawdown (3Y)

Largest decline over 3 years

-4.27%

-25.40%

+21.13%

Max Drawdown (5Y)

Largest decline over 5 years

-15.07%

-44.98%

+29.91%

Max Drawdown (10Y)

Largest decline over 10 years

-22.17%

-44.98%

+22.81%

Current Drawdown

Current decline from peak

-0.43%

-1.22%

+0.79%

Average Drawdown

Average peak-to-trough decline

-2.98%

-11.41%

+8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

5.27%

-4.63%

Volatility

HAHYX vs. HGOYX - Volatility Comparison

The current volatility for Hartford High Yield Fund (HAHYX) is 1.23%, while The Hartford Growth Opportunities Fund (HGOYX) has a volatility of 5.52%. This indicates that HAHYX 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


HAHYXHGOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

5.52%

-4.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

14.58%

-11.62%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

18.68%

-14.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.28%

25.14%

-19.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.82%

23.47%

-17.65%

HAHYX vs. HGOYX - Expense Ratio Comparison

HAHYX has a 0.66% expense ratio, which is lower than HGOYX's 0.84% expense ratio.


Dividends

HAHYX vs. HGOYX - Dividend Comparison

HAHYX's dividend yield for the trailing twelve months is around 6.17%, more than HGOYX's 4.91% yield.


PositionTTM20252024202320222021202020192018201720162015
HAHYX
Hartford High Yield Fund
6.17%6.11%4.91%4.86%5.28%3.84%4.25%5.26%6.11%5.74%5.14%5.41%
HGOYX
The Hartford Growth Opportunities Fund
4.91%5.56%0.00%0.00%0.00%20.17%11.94%5.50%28.31%8.15%3.55%8.46%

Frequently Asked Questions


HAHYX and HGOYX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HGOYX has higher volatility (5.52%) compared to HAHYX (1.23%). In terms of maximum drawdown, HAHYX dropped -32.78% vs HGOYX's -58.04%.

HAHYX currently has the higher Sharpe Ratio (2.05 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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