HFGO vs. LSGR

Last updated Jun 4, 2026

HFGO (Hartford Large Cap Growth ETF) and LSGR (Natixis Loomis Sayles Focused Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past year, HFGO returned 30.26% vs 12.43% for LSGR. Their correlation of 0.91 suggests significant overlap in exposure. HFGO charges 0.60%/yr vs 0.59%/yr for LSGR.

Performance

HFGO vs. LSGR - Performance Comparison

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

Returns By Period

In the year-to-date period, HFGO achieves a 11.58% return, which is significantly higher than LSGR's -0.58% return.

HFGO

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

LSGR

• 1D: -1.55%
• 1M: 1.34%
• YTD: -0.58%
• 6M: 0.39%
• 1Y: 12.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HFGO vs. LSGR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
HFGO Hartford Large Cap Growth ETF	11.58%	15.52%	40.73%	10.38%
LSGR Natixis Loomis Sayles Focused Growth ETF	-0.58%	15.32%	38.52%	12.34%

Correlation

The correlation between HFGO and LSGR is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023	0.91

The correlation between HFGO and LSGR has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

HFGO vs. LSGR - Sectors Allocation Comparison

Sectors	HFGO	LSGR
Technology	52.0%	32.1%
Communication Services	21.5%	28.3%
Consumer Cyclical	12.9%	17.4%
Healthcare	7.0%	8.9%
Industrials	3.1%	4.1%
Financial Services	2.3%	4.8%
Energy	0.6%	-
Consumer Defensive	0.5%	4.5%
Basic Materials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

HFGO vs. LSGR — Risk / Return Rank

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

HFGO

HFGO Risk / Return Rank: 42
HFGO Sharpe Ratio Rank: 49
HFGO Sortino Ratio Rank: 46
HFGO Omega Ratio Rank: 46
HFGO Calmar Ratio Rank: 34
HFGO Martin Ratio Rank: 35

LSGR

LSGR Risk / Return Rank: 20
LSGR Sharpe Ratio Rank: 22
LSGR Sortino Ratio Rank: 21
LSGR Omega Ratio Rank: 21
LSGR Calmar Ratio Rank: 18
LSGR Martin Ratio Rank: 19

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. LSGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Large Cap Growth ETF (HFGO) and Natixis Loomis Sayles Focused Growth ETF (LSGR). 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.

	HFGO	LSGR	Difference
Sharpe ratio: Return per unit of total volatility	1.69	0.76	+0.93
Sortino ratio: Return per unit of downside risk	2.30	1.13	+1.17
Omega ratio: Gain probability vs. loss probability	1.29	1.14	+0.15
Calmar ratio: Return relative to maximum drawdown	1.66	0.69	+0.97
Martin ratio: Return relative to average drawdown	5.35	2.20	+3.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HFGO vs. LSGR - Sharpe Ratio Comparison

The current HFGO Sharpe Ratio is 1.69, which is higher than the LSGR Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of HFGO and LSGR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HFGO	LSGR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	0.76	+0.93
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	1.08	-0.69

Drawdowns

HFGO vs. LSGR - Drawdown Comparison

The maximum HFGO drawdown since its inception was -44.64%, which is greater than LSGR's maximum drawdown of -22.92%. Use the drawdown chart below to compare losses from any high point for HFGO and LSGR.

Drawdown Indicators

	HFGO	LSGR	Difference
Max Drawdown Largest peak-to-trough decline	-44.64%	-22.92%	-21.72%
Max Drawdown (1Y) Largest decline over 1 year	-18.29%	-18.13%	-0.16%
Max Drawdown (3Y) Largest decline over 3 years	-25.19%	—	—
Current Drawdown Current decline from peak	-1.36%	-3.72%	+2.36%
Average Drawdown Average peak-to-trough decline	-16.11%	-3.89%	-12.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.67%	5.67%	0.00%

Volatility

HFGO vs. LSGR - Volatility Comparison

Hartford Large Cap Growth ETF (HFGO) and Natixis Loomis Sayles Focused Growth ETF (LSGR) have volatilities of 4.77% and 4.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HFGO	LSGR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	4.72%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	13.91%	12.36%	+1.55%
Volatility (1Y) Calculated over the trailing 1-year period	18.01%	16.39%	+1.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.91%	20.39%	+5.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.91%	20.39%	+5.52%

HFGO vs. LSGR - Expense Ratio Comparison

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

Dividends

HFGO vs. LSGR - Dividend Comparison

Neither HFGO nor LSGR has paid dividends to shareholders.

Position	TTM	2025	2024	2023
HFGO Hartford Large Cap Growth ETF	0.00%	0.00%	0.00%	0.00%
LSGR Natixis Loomis Sayles Focused Growth ETF	0.00%	0.05%	0.08%	0.03%

Frequently Asked Questions

Can I hold both HFGO and LSGR in my portfolio?

HFGO and LSGR have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HFGO or LSGR?

HFGO has higher volatility (4.77%) compared to LSGR (4.72%). In terms of maximum drawdown, HFGO dropped -44.64% vs LSGR's -22.92%.

Which ETF is better, HFGO or LSGR?

On 1-year performance, HFGO leads with 30.26% vs 12.43% for LSGR. On fees, LSGR is cheaper at 0.59% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HFGO or LSGR?

Over the 1-year period, HFGO has performed better with a 30.26% return vs 12.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HFGO or LSGR?

LSGR is cheaper with a 0.59% expense ratio, compared with 0.60% for HFGO.

Which ETF pays a higher dividend yield, HFGO or LSGR?

HFGO and LSGR have nearly identical dividend yields, around 0.00%.

What is the main difference between HFGO and LSGR?

They also come from different issuers: Hartford and Natixis. Their fees differ too: 0.60% for HFGO and 0.59% for LSGR.

Which has better risk-adjusted returns?

HFGO currently has the higher Sharpe Ratio (1.69 vs 0.76), 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.