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HFGO vs. ACSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HFGO vs. ACSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Large Cap Growth ETF (HFGO) and American Customer Satisfaction ETF (ACSI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HFGO achieves a 11.58% return, which is significantly higher than ACSI's 9.66% return.


HFGO

1D
-1.26%
1M
8.28%
YTD
11.58%
6M
10.04%
1Y
30.26%
3Y*
26.77%
5Y*
10Y*

ACSI

1D
-0.92%
1M
5.55%
YTD
9.66%
6M
9.77%
1Y
18.71%
3Y*
18.51%
5Y*
9.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HFGO vs. ACSI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HFGO
Hartford Large Cap Growth ETF
11.58%15.52%40.73%42.45%-36.69%-5.15%
ACSI
American Customer Satisfaction ETF
9.66%10.70%22.51%21.06%-20.93%0.77%

Correlation

The correlation between HFGO and ACSI is 0.56, 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

0.56

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

0.68

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2021

0.78

Over the past year, the correlation between HFGO and ACSI has dropped to 0.56 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

HFGO vs. ACSI - Sectors Allocation Comparison


Sectors
HFGO
ACSI

Technology

52.0%
12.5%

Communication Services

21.5%
15.4%

Consumer Cyclical

12.9%
24.2%

Healthcare

7.0%
8.5%

Industrials

3.1%
7.3%

Financial Services

2.3%
9.6%

Energy

0.6%
3.4%

Consumer Defensive

0.5%
12.4%

Basic Materials

-

-

Real Estate

-

-

Utilities

-

3.9%

Technology

HFGO
52.0%
ACSI
12.5%

Communication Services

HFGO
21.5%
ACSI
15.4%

Consumer Cyclical

HFGO
12.9%
ACSI
24.2%

Healthcare

HFGO
7.0%
ACSI
8.5%

Industrials

HFGO
3.1%
ACSI
7.3%

Financial Services

HFGO
2.3%
ACSI
9.6%

Energy

HFGO
0.6%
ACSI
3.4%

Consumer Defensive

HFGO
0.5%
ACSI
12.4%

Basic Materials

HFGO

-

ACSI

-

Real Estate

HFGO

-

ACSI

-

Utilities

HFGO

-

ACSI
3.9%

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Return for Risk

HFGO vs. ACSI — Risk / Return Rank

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

HFGO
HFGO Risk / Return Rank: 4242
Overall Rank
HFGO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HFGO Sortino Ratio Rank: 4646
Sortino Ratio Rank
HFGO Omega Ratio Rank: 4646
Omega Ratio Rank
HFGO Calmar Ratio Rank: 3434
Calmar Ratio Rank
HFGO Martin Ratio Rank: 3535
Martin Ratio Rank

ACSI
ACSI Risk / Return Rank: 4848
Overall Rank
ACSI Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ACSI Sortino Ratio Rank: 4646
Sortino Ratio Rank
ACSI Omega Ratio Rank: 4444
Omega Ratio Rank
ACSI Calmar Ratio Rank: 4949
Calmar Ratio Rank
ACSI Martin Ratio Rank: 5454
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.

HFGO vs. ACSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Large Cap Growth ETF (HFGO) and American Customer Satisfaction ETF (ACSI). 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.


HFGOACSIDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.29

1.29

+0.01

Calmar ratioReturn relative to maximum drawdown

1.66

2.42

-0.76

Martin ratioReturn relative to average drawdown

5.35

9.45

-4.10

HFGO vs. ACSI - Sharpe Ratio Comparison

The current HFGO Sharpe Ratio is 1.69, which is comparable to the ACSI Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of HFGO and ACSI, 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


HFGOACSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.63

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.75

-0.36

Drawdowns

HFGO vs. ACSI - Drawdown Comparison

The maximum HFGO drawdown since its inception was -44.64%, which is greater than ACSI's maximum drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for HFGO and ACSI.


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Drawdown Indicators


HFGOACSIDifference

Max Drawdown

Largest peak-to-trough decline

-44.64%

-34.49%

-10.15%

Max Drawdown (1Y)

Largest decline over 1 year

-18.29%

-7.76%

-10.53%

Max Drawdown (3Y)

Largest decline over 3 years

-25.19%

-15.27%

-9.92%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

Current Drawdown

Current decline from peak

-1.36%

-2.38%

+1.02%

Average Drawdown

Average peak-to-trough decline

-16.11%

-5.39%

-10.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.67%

1.98%

+3.69%

Volatility

HFGO vs. ACSI - Volatility Comparison

Hartford Large Cap Growth ETF (HFGO) has a higher volatility of 4.77% compared to American Customer Satisfaction ETF (ACSI) at 4.16%. This indicates that HFGO's price experiences larger fluctuations and is considered to be riskier than ACSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFGOACSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

4.16%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

13.91%

8.88%

+5.03%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

11.56%

+6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.91%

16.66%

+9.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.91%

17.43%

+8.48%

HFGO vs. ACSI - Expense Ratio Comparison

HFGO has a 0.60% expense ratio, which is lower than ACSI's 0.66% expense ratio.


Dividends

HFGO vs. ACSI - Dividend Comparison

HFGO has not paid dividends to shareholders, while ACSI's dividend yield for the trailing twelve months is around 0.83%.


PositionTTM2025202420232022202120202019201820172016
ACSI
American Customer Satisfaction ETF
0.83%0.91%0.69%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%
HFGO
Hartford Large Cap Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HFGO and ACSI have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HFGO has higher volatility (4.77%) compared to ACSI (4.16%). In terms of maximum drawdown, HFGO dropped -44.64% vs ACSI's -34.49%.

On 3-year performance, HFGO leads with 26.77% vs 18.51% for ACSI. On fees, HFGO is cheaper at 0.60% per year. On volatility, ACSI has been the lower-risk option at 4.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HFGO has performed better with a 26.77% return vs 18.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HFGO is cheaper with a 0.60% expense ratio, compared with 0.66% for ACSI.

ACSI has the higher dividend yield at 0.83%, compared with 0.00% for HFGO.

They also come from different issuers: Hartford and Exponential ETFs. Their fees differ too: 0.60% for HFGO and 0.66% for ACSI.

HFGO currently has the higher Sharpe Ratio (1.69 vs 1.63), 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.

Portfolio Optimizer

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