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HFGO vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HFGO and VGT is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

HFGO vs. VGT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

HFGO:

0.55

VGT:

0.36

Sortino Ratio

HFGO:

1.01

VGT:

0.80

Omega Ratio

HFGO:

1.14

VGT:

1.11

Calmar Ratio

HFGO:

0.68

VGT:

0.48

Martin Ratio

HFGO:

2.11

VGT:

1.54

Ulcer Index

HFGO:

8.06%

VGT:

8.43%

Daily Std Dev

HFGO:

27.75%

VGT:

30.26%

Max Drawdown

HFGO:

-44.64%

VGT:

-54.63%

Current Drawdown

HFGO:

-7.43%

VGT:

-6.10%

Returns By Period

In the year-to-date period, HFGO achieves a -2.51% return, which is significantly lower than VGT's -2.26% return.


HFGO

YTD

-2.51%

1M

8.63%

6M

-0.33%

1Y

15.13%

3Y*

21.49%

5Y*

N/A

10Y*

N/A

VGT

YTD

-2.26%

1M

11.26%

6M

-1.35%

1Y

10.96%

3Y*

19.44%

5Y*

19.28%

10Y*

19.80%

*Annualized

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Hartford Large Cap Growth ETF

HFGO vs. VGT - Expense Ratio Comparison

HFGO has a 0.60% expense ratio, which is higher than VGT's 0.10% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HFGO vs. VGT — Risk-Adjusted Performance Rank

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

HFGO
The Risk-Adjusted Performance Rank of HFGO is 5858
Overall Rank
The Sharpe Ratio Rank of HFGO is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of HFGO is 5858
Sortino Ratio Rank
The Omega Ratio Rank of HFGO is 5959
Omega Ratio Rank
The Calmar Ratio Rank of HFGO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of HFGO is 5555
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 4545
Overall Rank
The Sharpe Ratio Rank of VGT is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HFGO vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Large Cap Growth ETF (HFGO) and Vanguard Information Technology ETF (VGT). 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 higher than the VGT Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of HFGO and VGT, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HFGO vs. VGT - Dividend Comparison

HFGO has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.52%.


TTM20242023202220212020201920182017201620152014
HFGO
Hartford Large Cap Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.52%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

HFGO vs. VGT - Drawdown Comparison

The maximum HFGO drawdown since its inception was -44.64%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for HFGO and VGT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HFGO vs. VGT - Volatility Comparison

The current volatility for Hartford Large Cap Growth ETF (HFGO) is 5.33%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.63%. This indicates that HFGO experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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