HFGO vs. SCHG

In the year-to-date period, HFGO achieves a -2.51% return, which is significantly lower than SCHG's -1.19% return.

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HFGO has a 0.60% expense ratio, which is higher than SCHG's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Hartford Large Cap Growth ETF (HFGO) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.

The current HFGO Sharpe Ratio is 0.55, which is comparable to the SCHG Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of HFGO and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HFGO has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.

The maximum HFGO drawdown since its inception was -44.64%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for HFGO and SCHG.

The current volatility for Hartford Large Cap Growth ETF (HFGO) is 5.33%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.75%. This indicates that HFGO experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.