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HFGO vs. HCRB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFGO vs. HCRB - Performance Comparison

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

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HFGO vs. HCRB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HFGO
Hartford Large Cap Growth ETF
-10.55%15.52%40.73%42.45%-36.69%-5.15%
HCRB
Hartford Core Bond ETF
-0.11%7.06%2.23%6.98%-14.61%-0.17%

Returns By Period

In the year-to-date period, HFGO achieves a -10.55% return, which is significantly lower than HCRB's -0.11% return.


HFGO

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

HCRB

1D
0.17%
1M
-1.91%
YTD
-0.11%
6M
0.86%
1Y
4.04%
3Y*
4.06%
5Y*
0.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFGO vs. HCRB - Expense Ratio Comparison

HFGO has a 0.60% expense ratio, which is higher than HCRB's 0.29% expense ratio.


Return for Risk

HFGO vs. HCRB — 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

HCRB
HCRB Risk / Return Rank: 5151
Overall Rank
HCRB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HCRB Sortino Ratio Rank: 5050
Sortino Ratio Rank
HCRB Omega Ratio Rank: 4242
Omega Ratio Rank
HCRB Calmar Ratio Rank: 6363
Calmar Ratio Rank
HCRB Martin Ratio Rank: 4747
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. HCRB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Large Cap Growth ETF (HFGO) and Hartford Core Bond ETF (HCRB). 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.


HFGOHCRBDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.94

-0.24

Sortino ratio

Return per unit of downside risk

1.16

1.34

-0.18

Omega ratio

Gain probability vs. loss probability

1.16

1.16

0.00

Calmar ratio

Return relative to maximum drawdown

0.93

1.60

-0.67

Martin ratio

Return relative to average drawdown

3.10

4.55

-1.45

HFGO vs. HCRB - Sharpe Ratio Comparison

The current HFGO Sharpe Ratio is 0.70, which is comparable to the HCRB Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of HFGO and HCRB, 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


HFGOHCRBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.94

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.13

+0.07

Correlation

The correlation between HFGO and HCRB is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HFGO vs. HCRB - Dividend Comparison

HFGO has not paid dividends to shareholders, while HCRB's dividend yield for the trailing twelve months is around 4.23%.


TTM202520242023202220212020
HFGO
Hartford Large Cap Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HCRB
Hartford Core Bond ETF
4.23%4.12%4.15%3.39%2.18%1.47%1.81%

Drawdowns

HFGO vs. HCRB - Drawdown Comparison

The maximum HFGO drawdown since its inception was -44.64%, which is greater than HCRB's maximum drawdown of -19.90%. Use the drawdown chart below to compare losses from any high point for HFGO and HCRB.


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Drawdown Indicators


HFGOHCRBDifference

Max Drawdown

Largest peak-to-trough decline

-44.64%

-19.90%

-24.74%

Max Drawdown (1Y)

Largest decline over 1 year

-18.29%

-2.68%

-15.61%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

Current Drawdown

Current decline from peak

-14.59%

-2.14%

-12.45%

Average Drawdown

Average peak-to-trough decline

-16.62%

-7.17%

-9.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

0.94%

+4.57%

Volatility

HFGO vs. HCRB - Volatility Comparison

Hartford Large Cap Growth ETF (HFGO) has a higher volatility of 7.75% compared to Hartford Core Bond ETF (HCRB) at 1.71%. This indicates that HFGO's price experiences larger fluctuations and is considered to be riskier than HCRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFGOHCRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

1.71%

+6.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.36%

2.59%

+11.77%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

4.31%

+20.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.16%

6.12%

+20.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.16%

6.01%

+20.15%