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HDVYX vs. HGOYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDVYX vs. HGOYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford International Equity Fund (HDVYX) 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

The year-to-date returns for both investments are quite close, with HDVYX having a 14.52% return and HGOYX slightly higher at 14.58%. Over the past 10 years, HDVYX has underperformed HGOYX with an annualized return of 9.50%, while HGOYX has yielded a comparatively higher 17.17% annualized return.


HDVYX

1D
0.89%
1M
6.97%
YTD
14.52%
6M
16.96%
1Y
31.13%
3Y*
19.07%
5Y*
8.59%
10Y*
9.50%

HGOYX

1D
-0.09%
1M
10.72%
YTD
14.58%
6M
13.16%
1Y
32.15%
3Y*
27.93%
5Y*
12.00%
10Y*
17.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDVYX vs. HGOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDVYX
Hartford International Equity Fund
14.52%33.23%4.70%15.24%-14.14%6.81%9.72%20.78%-16.30%29.04%
HGOYX
The Hartford Growth Opportunities Fund
14.58%13.55%42.30%40.99%-36.88%7.60%62.18%30.37%-0.67%30.76%

Correlation

The correlation between HDVYX and HGOYX is 0.70, 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

0.70

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

0.65

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

0.68

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

0.68

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2008

0.75

The correlation between HDVYX and HGOYX shifts across timeframes, from 0.65 (3 years) to 0.75 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HDVYX vs. HGOYX — Risk / Return Rank

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

HDVYX
HDVYX Risk / Return Rank: 4949
Overall Rank
HDVYX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HDVYX Sortino Ratio Rank: 4747
Sortino Ratio Rank
HDVYX Omega Ratio Rank: 5151
Omega Ratio Rank
HDVYX Calmar Ratio Rank: 4848
Calmar Ratio Rank
HDVYX Martin Ratio Rank: 5050
Martin Ratio Rank

HGOYX
HGOYX Risk / Return Rank: 3131
Overall Rank
HGOYX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
HGOYX Sortino Ratio Rank: 3434
Sortino Ratio Rank
HGOYX Omega Ratio Rank: 3434
Omega Ratio Rank
HGOYX Calmar Ratio Rank: 2525
Calmar Ratio Rank
HGOYX Martin Ratio Rank: 2626
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.

HDVYX vs. HGOYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford International Equity Fund (HDVYX) 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.


HDVYXHGOYXDifference

Sharpe ratio

Return per unit of total volatility

2.10

1.77

+0.33

Sortino ratio

Return per unit of downside risk

2.89

2.40

+0.49

Omega ratio

Gain probability vs. loss probability

1.39

1.31

+0.09

Calmar ratio

Return relative to maximum drawdown

2.63

1.87

+0.77

Martin ratio

Return relative to average drawdown

10.37

6.25

+4.12

HDVYX vs. HGOYX - Sharpe Ratio Comparison

The current HDVYX Sharpe Ratio is 2.10, which is comparable to the HGOYX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of HDVYX 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


HDVYXHGOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

1.77

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.48

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.73

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.56

-0.28

Drawdowns

HDVYX vs. HGOYX - Drawdown Comparison

The maximum HDVYX drawdown since its inception was -54.86%, smaller than the maximum HGOYX drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for HDVYX and HGOYX.


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Drawdown Indicators


HDVYXHGOYXDifference

Max Drawdown

Largest peak-to-trough decline

-54.86%

-58.04%

+3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-17.70%

+6.00%

Max Drawdown (3Y)

Largest decline over 3 years

-13.28%

-25.40%

+12.12%

Max Drawdown (5Y)

Largest decline over 5 years

-31.13%

-44.98%

+13.85%

Max Drawdown (10Y)

Largest decline over 10 years

-37.42%

-44.98%

+7.56%

Current Drawdown

Current decline from peak

0.00%

-0.09%

+0.09%

Average Drawdown

Average peak-to-trough decline

-10.83%

-11.41%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

5.27%

-2.31%

Volatility

HDVYX vs. HGOYX - Volatility Comparison

The current volatility for Hartford International Equity Fund (HDVYX) is 4.83%, while The Hartford Growth Opportunities Fund (HGOYX) has a volatility of 5.30%. This indicates that HDVYX 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


HDVYXHGOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

5.30%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

14.54%

-2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

14.66%

18.65%

-3.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

25.14%

-10.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

23.47%

-7.79%

HDVYX vs. HGOYX - Expense Ratio Comparison

HDVYX has a 0.63% expense ratio, which is lower than HGOYX's 0.84% expense ratio.


Dividends

HDVYX vs. HGOYX - Dividend Comparison

HDVYX's dividend yield for the trailing twelve months is around 6.38%, more than HGOYX's 4.86% yield.


PositionTTM20252024202320222021202020192018201720162015
HDVYX
Hartford International Equity Fund
6.38%7.30%2.27%2.32%3.04%3.63%1.29%2.52%0.64%3.43%2.23%3.05%
HGOYX
The Hartford Growth Opportunities Fund
4.86%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


HDVYX and HGOYX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HGOYX has higher volatility (5.30%) compared to HDVYX (4.83%). In terms of maximum drawdown, HDVYX dropped -54.86% vs HGOYX's -58.04%.

HDVYX currently has the higher Sharpe Ratio (2.10 vs 1.77), 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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