HFGO vs. SPMO

In the year-to-date period, HFGO achieves a -2.51% return, which is significantly lower than SPMO's 10.57% return.

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HFGO has a 0.60% expense ratio, which is higher than SPMO's 0.13% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Hartford Large Cap Growth ETF (HFGO) and Invesco S&P 500® Momentum ETF (SPMO). 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 SPMO Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of HFGO and SPMO, 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 SPMO's dividend yield for the trailing twelve months is around 0.49%.

The maximum HFGO drawdown since its inception was -44.64%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for HFGO and SPMO.

Hartford Large Cap Growth ETF (HFGO) and Invesco S&P 500® Momentum ETF (SPMO) have volatilities of 5.33% and 5.55%, 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.