HDGYX vs. JVAL

Last updated Apr 1, 2026

Compare and contrast key facts about The Hartford Dividend and Growth Fund (HDGYX) and JPMorgan U.S. Value Factor ETF (JVAL).

HDGYX is managed by Hartford. It was launched on Jul 22, 1996. JVAL is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Value Factor Index. It was launched on Nov 8, 2017.

Performance

HDGYX vs. JVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Dividend and Growth Fund (HDGYX) and JPMorgan U.S. Value Factor ETF (JVAL). The values are adjusted to include any dividend payments, if applicable.

HDGYX vs. JVAL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HDGYX The Hartford Dividend and Growth Fund	-4.88%	17.15%	12.41%	14.11%	-8.62%	31.32%	8.03%	31.88%	-5.44%	3.68%
JVAL JPMorgan U.S. Value Factor ETF	-0.10%	16.16%	14.53%	19.48%	-11.58%	31.31%	6.43%	28.37%	-8.94%	5.24%

Returns By Period

In the year-to-date period, HDGYX achieves a -4.88% return, which is significantly lower than JVAL's -0.10% return.

HDGYX

• 1D: -0.35%
• 1M: -7.95%
• YTD: -4.88%
• 6M: 0.06%
• 1Y: 10.13%
• 3Y*: 12.36%
• 5Y*: 9.21%
• 10Y*: 11.93%

JVAL

• 1D: 2.67%
• 1M: -4.71%
• YTD: -0.10%
• 6M: 3.88%
• 1Y: 20.51%
• 3Y*: 15.45%
• 5Y*: 9.61%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HDGYX vs. JVAL - Expense Ratio Comparison

HDGYX has a 0.69% expense ratio, which is higher than JVAL's 0.12% expense ratio.

HDGYX

The Hartford Dividend and Growth Fund

JVAL

JPMorgan U.S. Value Factor ETF

Return for Risk

HDGYX vs. JVAL — Risk / Return Rank

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

HDGYX

HDGYX Risk / Return Rank: 35
HDGYX Sharpe Ratio Rank: 34
HDGYX Sortino Ratio Rank: 33
HDGYX Omega Ratio Rank: 33
HDGYX Calmar Ratio Rank: 34
HDGYX Martin Ratio Rank: 40

JVAL

JVAL Risk / Return Rank: 65
JVAL Sharpe Ratio Rank: 62
JVAL Sortino Ratio Rank: 64
JVAL Omega Ratio Rank: 64
JVAL Calmar Ratio Rank: 64
JVAL Martin Ratio Rank: 69

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.

HDGYX vs. JVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Dividend and Growth Fund (HDGYX) and JPMorgan U.S. Value Factor ETF (JVAL). 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.

	HDGYX	JVAL	Difference
Sharpe ratio Return per unit of total volatility	0.75	1.05	-0.30
Sortino ratio Return per unit of downside risk	1.13	1.58	-0.45
Omega ratio Gain probability vs. loss probability	1.16	1.23	-0.07
Calmar ratio Return relative to maximum drawdown	0.92	1.56	-0.64
Martin ratio Return relative to average drawdown	4.15	6.84	-2.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HDGYX vs. JVAL - Sharpe Ratio Comparison

The current HDGYX Sharpe Ratio is 0.75, which is comparable to the JVAL Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of HDGYX and JVAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HDGYX	JVAL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.75	1.05	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.57	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.56	+0.01

Correlation

The correlation between HDGYX and JVAL is 0.88, 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

HDGYX vs. JVAL - Dividend Comparison

HDGYX's dividend yield for the trailing twelve months is around 12.92%, more than JVAL's 2.06% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HDGYX The Hartford Dividend and Growth Fund	12.92%	12.31%	10.61%	1.82%	6.08%	5.80%	3.61%	7.15%	12.64%	11.68%	4.92%	10.83%
JVAL JPMorgan U.S. Value Factor ETF	2.06%	2.08%	2.21%	2.43%	2.46%	1.88%	2.55%	2.58%	2.61%	0.45%	0.00%	0.00%

Drawdowns

HDGYX vs. JVAL - Drawdown Comparison

The maximum HDGYX drawdown since its inception was -50.78%, which is greater than JVAL's maximum drawdown of -40.42%. Use the drawdown chart below to compare losses from any high point for HDGYX and JVAL.

Drawdown Indicators

	HDGYX	JVAL	Difference
Max Drawdown Largest peak-to-trough decline	-50.78%	-40.42%	-10.36%
Max Drawdown (1Y) Largest decline over 1 year	-10.74%	-13.56%	+2.82%
Max Drawdown (5Y) Largest decline over 5 years	-18.79%	-22.39%	+3.60%
Max Drawdown (10Y) Largest decline over 10 years	-34.98%	—	—
Current Drawdown Current decline from peak	-8.00%	-6.04%	-1.96%
Average Drawdown Average peak-to-trough decline	-5.84%	-5.39%	-0.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.39%	3.10%	-0.71%

Volatility

HDGYX vs. JVAL - Volatility Comparison

The current volatility for The Hartford Dividend and Growth Fund (HDGYX) is 3.68%, while JPMorgan U.S. Value Factor ETF (JVAL) has a volatility of 5.23%. This indicates that HDGYX experiences smaller price fluctuations and is considered to be less risky than JVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HDGYX	JVAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.68%	5.23%	-1.55%
Volatility (6M) Calculated over the trailing 6-month period	8.05%	10.73%	-2.68%
Volatility (1Y) Calculated over the trailing 1-year period	15.03%	19.54%	-4.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.00%	17.11%	-3.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.60%	19.93%	-3.33%