HFGO vs. SEIM

In the year-to-date period, HFGO achieves a -2.51% return, which is significantly lower than SEIM's 2.84% return.

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HFGO has a 0.60% expense ratio, which is higher than SEIM's 0.15% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Hartford Large Cap Growth ETF (HFGO) and SEI Enhanced US Large Cap Momentum Factor ETF (SEIM). 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 lower than the SEIM Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of HFGO and SEIM, 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 SEIM's dividend yield for the trailing twelve months is around 0.55%.

The maximum HFGO drawdown since its inception was -44.64%, which is greater than SEIM's maximum drawdown of -22.17%. Use the drawdown chart below to compare losses from any high point for HFGO and SEIM.

Hartford Large Cap Growth ETF (HFGO) has a higher volatility of 5.33% compared to SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) at 4.80%. This indicates that HFGO's price experiences larger fluctuations and is considered to be riskier than SEIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.