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HCAYX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HCAYXVOO
YTD Return15.57%18.91%
1Y Return24.93%28.20%
3Y Return (Ann)5.40%9.93%
5Y Return (Ann)11.00%15.31%
10Y Return (Ann)9.00%12.87%
Sharpe Ratio1.982.21
Daily Std Dev12.41%12.64%
Max Drawdown-59.00%-33.99%
Current Drawdown-0.26%-0.60%

Correlation

-0.50.00.51.01.0

The correlation between HCAYX and VOO 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.

Performance

HCAYX vs. VOO - Performance Comparison

In the year-to-date period, HCAYX achieves a 15.57% return, which is significantly lower than VOO's 18.91% return. Over the past 10 years, HCAYX has underperformed VOO with an annualized return of 9.00%, while VOO has yielded a comparatively higher 12.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
6.69%
8.27%
HCAYX
VOO

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HCAYX vs. VOO - Expense Ratio Comparison

HCAYX has a 0.80% expense ratio, which is higher than VOO's 0.03% expense ratio.


HCAYX
The Hartford Capital Appreciation Fund
Expense ratio chart for HCAYX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

HCAYX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Capital Appreciation Fund (HCAYX) and Vanguard S&P 500 ETF (VOO). 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
Sharpe ratio
The chart of Sharpe ratio for HCAYX, currently valued at 1.98, compared to the broader market-1.000.001.002.003.004.005.001.98
Sortino ratio
The chart of Sortino ratio for HCAYX, currently valued at 2.68, compared to the broader market0.005.0010.002.68
Omega ratio
The chart of Omega ratio for HCAYX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for HCAYX, currently valued at 1.44, compared to the broader market0.005.0010.0015.0020.001.44
Martin ratio
The chart of Martin ratio for HCAYX, currently valued at 10.31, compared to the broader market0.0020.0040.0060.0080.00100.0010.31
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.21, compared to the broader market-1.000.001.002.003.004.005.002.21
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.98, compared to the broader market0.005.0010.002.98
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.40, compared to the broader market1.002.003.004.001.40
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.41, compared to the broader market0.005.0010.0015.0020.002.41
Martin ratio
The chart of Martin ratio for VOO, currently valued at 12.12, compared to the broader market0.0020.0040.0060.0080.00100.0012.12

HCAYX vs. VOO - Sharpe Ratio Comparison

The current HCAYX Sharpe Ratio is 1.98, which roughly equals the VOO Sharpe Ratio of 2.21. The chart below compares the 12-month rolling Sharpe Ratio of HCAYX and VOO.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.98
2.21
HCAYX
VOO

Dividends

HCAYX vs. VOO - Dividend Comparison

HCAYX's dividend yield for the trailing twelve months is around 0.36%, less than VOO's 1.28% yield.


TTM20232022202120202019201820172016201520142013
HCAYX
The Hartford Capital Appreciation Fund
0.36%0.41%4.97%13.12%4.31%4.29%16.29%13.10%0.73%0.68%30.83%4.25%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

HCAYX vs. VOO - Drawdown Comparison

The maximum HCAYX drawdown since its inception was -59.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HCAYX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.26%
-0.60%
HCAYX
VOO

Volatility

HCAYX vs. VOO - Volatility Comparison

The Hartford Capital Appreciation Fund (HCAYX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.87% and 3.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.87%
3.83%
HCAYX
VOO