HCAYX vs. SSSYX
Compare and contrast key facts about The Hartford Capital Appreciation Fund (HCAYX) and State Street Equity 500 Index Fund Class K (SSSYX).
HCAYX is managed by Hartford. It was launched on Jul 22, 1996. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
HCAYX vs. SSSYX - Performance Comparison
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HCAYX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HCAYX The Hartford Capital Appreciation Fund | -8.42% | 10.66% | 20.31% | 19.24% | -17.64% | 15.56% | 21.14% | 35.95% | -4.83% | 21.82% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, HCAYX achieves a -8.42% return, which is significantly lower than SSSYX's -7.05% return. Over the past 10 years, HCAYX has underperformed SSSYX with an annualized return of 10.95%, while SSSYX has yielded a comparatively higher 13.69% annualized return.
HCAYX
- 1D
- -0.39%
- 1M
- -8.43%
- YTD
- -8.42%
- 6M
- -6.40%
- 1Y
- 8.10%
- 3Y*
- 11.32%
- 5Y*
- 5.74%
- 10Y*
- 10.95%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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HCAYX vs. SSSYX - Expense Ratio Comparison
HCAYX has a 0.80% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
HCAYX vs. SSSYX — Risk / Return Rank
HCAYX
SSSYX
HCAYX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Hartford Capital Appreciation Fund (HCAYX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.
| HCAYX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 0.84 | -0.35 |
Sortino ratioReturn per unit of downside risk | 0.82 | 1.30 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.20 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 1.06 | -0.50 |
Martin ratioReturn relative to average drawdown | 2.39 | 5.13 | -2.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HCAYX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.84 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.68 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.11 | +0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.11 | +0.49 |
Correlation
The correlation between HCAYX and SSSYX is 0.96, 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
HCAYX vs. SSSYX - Dividend Comparison
HCAYX's dividend yield for the trailing twelve months is around 6.01%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HCAYX The Hartford Capital Appreciation Fund | 6.01% | 5.50% | 7.89% | 0.41% | 4.97% | 13.12% | 4.31% | 7.95% | 16.29% | 13.10% | 0.73% | 8.62% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
HCAYX vs. SSSYX - Drawdown Comparison
The maximum HCAYX drawdown since its inception was -59.00%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for HCAYX and SSSYX.
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Drawdown Indicators
| HCAYX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.00% | -91.48% | +32.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.02% | -12.10% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -26.48% | -24.49% | -1.99% |
Max Drawdown (10Y)Largest decline over 10 years | -36.31% | -91.48% | +55.17% |
Current DrawdownCurrent decline from peak | -10.10% | -8.88% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -10.43% | -4.20% | -6.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.49% | +0.29% |
Volatility
HCAYX vs. SSSYX - Volatility Comparison
The Hartford Capital Appreciation Fund (HCAYX) has a higher volatility of 4.50% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that HCAYX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HCAYX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 4.24% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 9.08% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 18.10% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 16.85% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 124.43% | -106.42% |