PortfoliosLab logoPortfoliosLab logo
HGHYX vs. HGOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HGHYX vs. HGOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Healthcare Fund (HGHYX) and The Hartford Growth Opportunities Fund Class I (HGOIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HGHYX vs. HGOIX - 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%
HGOIX
The Hartford Growth Opportunities Fund Class I
-10.11%13.52%42.27%40.98%-36.87%7.59%62.12%30.28%-0.78%30.63%

Returns By Period

In the year-to-date period, HGHYX achieves a -5.03% return, which is significantly higher than HGOIX's -10.11% return. Over the past 10 years, HGHYX has underperformed HGOIX with an annualized return of 9.12%, while HGOIX has yielded a comparatively higher 14.72% 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%

HGOIX

1D
4.66%
1M
-5.17%
YTD
-10.11%
6M
-10.14%
1Y
15.46%
3Y*
21.18%
5Y*
6.17%
10Y*
14.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HGHYX vs. HGOIX - Expense Ratio Comparison

HGHYX has a 1.00% expense ratio, which is higher than HGOIX's 0.82% expense ratio.


Return for Risk

HGHYX vs. HGOIX — 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

HGOIX
HGOIX Risk / Return Rank: 2828
Overall Rank
HGOIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
HGOIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
HGOIX Omega Ratio Rank: 2727
Omega Ratio Rank
HGOIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
HGOIX Martin Ratio Rank: 2727
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. HGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Healthcare Fund (HGHYX) and The Hartford Growth Opportunities Fund Class I (HGOIX). 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.


HGHYXHGOIXDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.68

-0.15

Sortino ratio

Return per unit of downside risk

0.84

1.11

-0.28

Omega ratio

Gain probability vs. loss probability

1.11

1.15

-0.05

Calmar ratio

Return relative to maximum drawdown

0.86

0.91

-0.04

Martin ratio

Return relative to average drawdown

1.90

3.09

-1.19

HGHYX vs. HGOIX - Sharpe Ratio Comparison

The current HGHYX Sharpe Ratio is 0.52, which is comparable to the HGOIX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of HGHYX and HGOIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HGHYXHGOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.68

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.25

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.63

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.50

+0.09

Correlation

The correlation between HGHYX and HGOIX is 0.73, 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. HGOIX - Dividend Comparison

HGHYX's dividend yield for the trailing twelve months is around 3.03%, less than HGOIX's 7.05% yield.


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%
HGOIX
The Hartford Growth Opportunities Fund Class I
7.05%6.34%0.00%0.00%0.00%22.80%13.21%6.01%30.76%8.69%3.76%8.81%

Drawdowns

HGHYX vs. HGOIX - Drawdown Comparison

The maximum HGHYX drawdown since its inception was -42.58%, smaller than the maximum HGOIX drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for HGHYX and HGOIX.


Loading graphics...

Drawdown Indicators


HGHYXHGOIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.58%

-58.07%

+15.49%

Max Drawdown (1Y)

Largest decline over 1 year

-10.82%

-17.71%

+6.89%

Max Drawdown (5Y)

Largest decline over 5 years

-25.42%

-44.99%

+19.57%

Max Drawdown (10Y)

Largest decline over 10 years

-28.51%

-44.99%

+16.48%

Current Drawdown

Current decline from peak

-7.81%

-13.88%

+6.07%

Average Drawdown

Average peak-to-trough decline

-7.65%

-12.07%

+4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

5.20%

-0.27%

Volatility

HGHYX vs. HGOIX - Volatility Comparison

The current volatility for The Hartford Healthcare Fund (HGHYX) is 6.01%, while The Hartford Growth Opportunities Fund Class I (HGOIX) has a volatility of 8.30%. This indicates that HGHYX experiences smaller price fluctuations and is considered to be less risky than HGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HGHYXHGOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

8.30%

-2.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

14.82%

-3.97%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

24.05%

-5.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.73%

25.14%

-9.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

23.37%

-5.61%