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HGHYX vs. ETIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HGHYX vs. ETIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Healthcare Fund (HGHYX) and Eventide Healthcare & Life Sciences Fund (ETIHX). The values are adjusted to include any dividend payments, if applicable.

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HGHYX vs. ETIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HGHYX
The Hartford Healthcare Fund
-5.03%15.95%0.23%4.04%-11.48%10.24%23.07%41.54%-2.81%22.09%
ETIHX
Eventide Healthcare & Life Sciences Fund
-4.72%56.73%-10.13%11.01%-19.62%-16.87%37.12%58.74%-0.27%45.83%

Returns By Period

In the year-to-date period, HGHYX achieves a -5.03% return, which is significantly lower than ETIHX's -4.72% return. Over the past 10 years, HGHYX has underperformed ETIHX with an annualized return of 9.12%, while ETIHX has yielded a comparatively higher 12.95% annualized return.


HGHYX

1D
3.24%
1M
-5.34%
YTD
-5.03%
6M
6.71%
1Y
11.36%
3Y*
6.05%
5Y*
2.39%
10Y*
9.12%

ETIHX

1D
6.18%
1M
-2.47%
YTD
-4.72%
6M
20.62%
1Y
66.40%
3Y*
14.82%
5Y*
1.31%
10Y*
12.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HGHYX vs. ETIHX - Expense Ratio Comparison

HGHYX has a 1.00% expense ratio, which is lower than ETIHX's 1.30% expense ratio.


Return for Risk

HGHYX vs. ETIHX — Risk / Return Rank

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

HGHYX
HGHYX Risk / Return Rank: 1515
Overall Rank
HGHYX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HGHYX Sortino Ratio Rank: 1414
Sortino Ratio Rank
HGHYX Omega Ratio Rank: 1212
Omega Ratio Rank
HGHYX Calmar Ratio Rank: 2222
Calmar Ratio Rank
HGHYX Martin Ratio Rank: 1313
Martin Ratio Rank

ETIHX
ETIHX Risk / Return Rank: 9494
Overall Rank
ETIHX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ETIHX Sortino Ratio Rank: 9494
Sortino Ratio Rank
ETIHX Omega Ratio Rank: 8888
Omega Ratio Rank
ETIHX Calmar Ratio Rank: 9797
Calmar Ratio Rank
ETIHX Martin Ratio Rank: 9696
Martin Ratio Rank
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.

HGHYX vs. ETIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Healthcare Fund (HGHYX) and Eventide Healthcare & Life Sciences Fund (ETIHX). 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.


HGHYXETIHXDifference

Sharpe ratio

Return per unit of total volatility

0.52

2.33

-1.81

Sortino ratio

Return per unit of downside risk

0.84

3.06

-2.22

Omega ratio

Gain probability vs. loss probability

1.11

1.39

-0.28

Calmar ratio

Return relative to maximum drawdown

0.86

4.26

-3.40

Martin ratio

Return relative to average drawdown

1.90

14.67

-12.77

HGHYX vs. ETIHX - Sharpe Ratio Comparison

The current HGHYX Sharpe Ratio is 0.52, which is lower than the ETIHX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of HGHYX and ETIHX, 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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Sharpe Ratios by Period


HGHYXETIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

2.33

-1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.05

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.46

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.52

+0.07

Correlation

The correlation between HGHYX and ETIHX is 0.77, 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.


Dividends

HGHYX vs. ETIHX - Dividend Comparison

HGHYX's dividend yield for the trailing twelve months is around 3.03%, while ETIHX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
HGHYX
The Hartford Healthcare Fund
3.03%2.88%4.74%0.00%0.83%8.86%10.56%10.72%7.15%4.67%9.23%13.39%
ETIHX
Eventide Healthcare & Life Sciences Fund
0.00%0.00%0.00%0.00%0.00%10.78%3.49%2.08%7.33%1.28%0.00%1.22%

Drawdowns

HGHYX vs. ETIHX - Drawdown Comparison

The maximum HGHYX drawdown since its inception was -42.58%, smaller than the maximum ETIHX drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for HGHYX and ETIHX.


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Drawdown Indicators


HGHYXETIHXDifference

Max Drawdown

Largest peak-to-trough decline

-42.58%

-55.11%

+12.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.82%

-12.50%

+1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-25.42%

-49.49%

+24.07%

Max Drawdown (10Y)

Largest decline over 10 years

-28.51%

-55.11%

+26.60%

Current Drawdown

Current decline from peak

-7.81%

-7.09%

-0.72%

Average Drawdown

Average peak-to-trough decline

-7.65%

-18.17%

+10.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

3.79%

+1.14%

Volatility

HGHYX vs. ETIHX - Volatility Comparison

The current volatility for The Hartford Healthcare Fund (HGHYX) is 6.01%, while Eventide Healthcare & Life Sciences Fund (ETIHX) has a volatility of 10.04%. This indicates that HGHYX experiences smaller price fluctuations and is considered to be less risky than ETIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGHYXETIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

10.04%

-4.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

17.34%

-6.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

26.36%

-8.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.73%

27.84%

-12.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

28.46%

-10.70%