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HDGYX vs. INDEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HDGYX and INDEX is 0.93, 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.


-0.50.00.51.00.9

Performance

HDGYX vs. INDEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Dividend and Growth Fund (HDGYX) and Index Funds S&P 500 Equal Weight (INDEX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
56.95%
158.35%
HDGYX
INDEX

Key characteristics

Sharpe Ratio

HDGYX:

0.47

INDEX:

2.00

Sortino Ratio

HDGYX:

0.63

INDEX:

2.66

Omega Ratio

HDGYX:

1.11

INDEX:

1.37

Calmar Ratio

HDGYX:

0.46

INDEX:

3.02

Martin Ratio

HDGYX:

2.40

INDEX:

12.85

Ulcer Index

HDGYX:

2.47%

INDEX:

1.97%

Daily Std Dev

HDGYX:

12.52%

INDEX:

12.65%

Max Drawdown

HDGYX:

-53.48%

INDEX:

-38.82%

Current Drawdown

HDGYX:

-12.04%

INDEX:

-4.38%

Returns By Period

In the year-to-date period, HDGYX achieves a 3.93% return, which is significantly lower than INDEX's 23.38% return.


HDGYX

YTD

3.93%

1M

-10.04%

6M

-4.57%

1Y

4.80%

5Y*

6.62%

10Y*

4.66%

INDEX

YTD

23.38%

1M

-1.49%

6M

7.10%

1Y

23.99%

5Y*

11.92%

10Y*

N/A

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


HDGYX vs. INDEX - Expense Ratio Comparison

HDGYX has a 0.69% expense ratio, which is higher than INDEX's 0.25% expense ratio.


HDGYX
The Hartford Dividend and Growth Fund
Expense ratio chart for HDGYX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for INDEX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

HDGYX vs. INDEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Dividend and Growth Fund (HDGYX) and Index Funds S&P 500 Equal Weight (INDEX). 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.


Sharpe ratio
The chart of Sharpe ratio for HDGYX, currently valued at 0.47, compared to the broader market-1.000.001.002.003.004.000.472.00
The chart of Sortino ratio for HDGYX, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.0010.000.632.66
The chart of Omega ratio for HDGYX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.37
The chart of Calmar ratio for HDGYX, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.0014.000.463.02
The chart of Martin ratio for HDGYX, currently valued at 2.40, compared to the broader market0.0020.0040.0060.002.4012.85
HDGYX
INDEX

The current HDGYX Sharpe Ratio is 0.47, which is lower than the INDEX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of HDGYX and INDEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.47
2.00
HDGYX
INDEX

Dividends

HDGYX vs. INDEX - Dividend Comparison

HDGYX's dividend yield for the trailing twelve months is around 1.64%, while INDEX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
HDGYX
The Hartford Dividend and Growth Fund
1.64%1.49%1.54%1.19%1.62%1.67%2.07%1.70%1.78%1.98%1.78%1.74%
INDEX
Index Funds S&P 500 Equal Weight
0.00%1.56%1.21%1.09%1.53%1.61%1.82%1.15%1.15%1.19%0.00%0.00%

Drawdowns

HDGYX vs. INDEX - Drawdown Comparison

The maximum HDGYX drawdown since its inception was -53.48%, which is greater than INDEX's maximum drawdown of -38.82%. Use the drawdown chart below to compare losses from any high point for HDGYX and INDEX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.04%
-4.38%
HDGYX
INDEX

Volatility

HDGYX vs. INDEX - Volatility Comparison

The Hartford Dividend and Growth Fund (HDGYX) has a higher volatility of 8.65% compared to Index Funds S&P 500 Equal Weight (INDEX) at 4.24%. This indicates that HDGYX's price experiences larger fluctuations and is considered to be riskier than INDEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
8.65%
4.24%
HDGYX
INDEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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