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HFGO vs. FBCG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFGO vs. FBCG - Performance Comparison

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

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HFGO vs. FBCG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HFGO
Hartford Large Cap Growth ETF
-10.55%15.52%40.73%42.45%-36.69%-5.15%
FBCG
Fidelity Blue Chip Growth ETF
-8.61%18.60%39.05%57.98%-39.10%-2.12%

Returns By Period

In the year-to-date period, HFGO achieves a -10.55% return, which is significantly lower than FBCG's -8.61% return.


HFGO

1D
4.54%
1M
-4.46%
YTD
-10.55%
6M
-9.96%
1Y
17.12%
3Y*
21.20%
5Y*
10Y*

FBCG

1D
4.81%
1M
-5.43%
YTD
-8.61%
6M
-6.56%
1Y
25.45%
3Y*
25.41%
5Y*
10.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFGO vs. FBCG - Expense Ratio Comparison

HFGO has a 0.60% expense ratio, which is higher than FBCG's 0.59% expense ratio.


Return for Risk

HFGO vs. FBCG — Risk / Return Rank

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

HFGO
HFGO Risk / Return Rank: 3838
Overall Rank
HFGO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HFGO Sortino Ratio Rank: 4141
Sortino Ratio Rank
HFGO Omega Ratio Rank: 4141
Omega Ratio Rank
HFGO Calmar Ratio Rank: 3737
Calmar Ratio Rank
HFGO Martin Ratio Rank: 3434
Martin Ratio Rank

FBCG
FBCG Risk / Return Rank: 6464
Overall Rank
FBCG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FBCG Sortino Ratio Rank: 6464
Sortino Ratio Rank
FBCG Omega Ratio Rank: 6262
Omega Ratio Rank
FBCG Calmar Ratio Rank: 6969
Calmar Ratio Rank
FBCG Martin Ratio Rank: 6464
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. FBCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Large Cap Growth ETF (HFGO) and Fidelity Blue Chip Growth ETF (FBCG). 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.


HFGOFBCGDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.97

-0.27

Sortino ratio

Return per unit of downside risk

1.16

1.54

-0.38

Omega ratio

Gain probability vs. loss probability

1.16

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

0.93

1.65

-0.72

Martin ratio

Return relative to average drawdown

3.10

5.92

-2.81

HFGO vs. FBCG - Sharpe Ratio Comparison

The current HFGO Sharpe Ratio is 0.70, which is comparable to the FBCG Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of HFGO and FBCG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HFGOFBCGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.97

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.67

-0.47

Correlation

The correlation between HFGO and FBCG is 0.96, 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

HFGO vs. FBCG - Dividend Comparison

HFGO has not paid dividends to shareholders, while FBCG's dividend yield for the trailing twelve months is around 0.05%.


TTM202520242023202220212020
HFGO
Hartford Large Cap Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FBCG
Fidelity Blue Chip Growth ETF
0.05%0.05%0.12%0.02%0.00%0.00%0.01%

Drawdowns

HFGO vs. FBCG - Drawdown Comparison

The maximum HFGO drawdown since its inception was -44.64%, roughly equal to the maximum FBCG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for HFGO and FBCG.


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Drawdown Indicators


HFGOFBCGDifference

Max Drawdown

Largest peak-to-trough decline

-44.64%

-43.56%

-1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-18.29%

-15.17%

-3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-43.56%

Current Drawdown

Current decline from peak

-14.59%

-11.09%

-3.50%

Average Drawdown

Average peak-to-trough decline

-16.62%

-11.79%

-4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

4.23%

+1.28%

Volatility

HFGO vs. FBCG - Volatility Comparison

The current volatility for Hartford Large Cap Growth ETF (HFGO) is 7.75%, while Fidelity Blue Chip Growth ETF (FBCG) has a volatility of 8.22%. This indicates that HFGO experiences smaller price fluctuations and is considered to be less risky than FBCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFGOFBCGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

8.22%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

14.36%

14.74%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

26.28%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.16%

25.82%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.16%

25.92%

+0.24%