HDVYX vs. HGOYX
HDVYX (Hartford International Equity Fund) and HGOYX (The Hartford Growth Opportunities Fund) are both mutual funds - HDVYX is a Foreign Large Cap Equities fund managed by Hartford, while HGOYX is a Large Cap Growth Equities fund managed by Hartford. Over the past 10 years, HDVYX returned 9.50%/yr vs 17.17%/yr for HGOYX. A 0.75 correlation means they provide meaningful diversification when combined. HDVYX charges 0.63%/yr vs 0.84%/yr for HGOYX.
Performance
HDVYX vs. HGOYX - Performance Comparison
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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%
HDVYX vs. HGOYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
HDVYX
HGOYX
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.
| HDVYX | HGOYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 1.77 | +0.33 |
Sortino ratioReturn per unit of downside risk | 2.89 | 2.40 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.31 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.63 | 1.87 | +0.77 |
Martin ratioReturn relative to average drawdown | 10.37 | 6.25 | +4.12 |
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
| HDVYX | HGOYX | Difference | |
|---|---|---|---|
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
| HDVYX | HGOYX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.09% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -10.83% | -11.41% | +0.58% |
Ulcer IndexDepth 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
| HDVYX | HGOYX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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