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HGIYX vs. HMDYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HGIYX vs. HMDYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Core Equity Fund (HGIYX) and The Hartford MidCap Fund (HMDYX). The values are adjusted to include any dividend payments, if applicable.

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HGIYX vs. HMDYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HGIYX
Hartford Core Equity Fund
-4.23%14.67%25.87%21.45%-18.68%24.53%18.42%36.27%-1.66%22.11%
HMDYX
The Hartford MidCap Fund
-5.56%-0.48%6.17%14.70%-24.01%9.89%25.10%38.80%-7.56%24.41%

Returns By Period

In the year-to-date period, HGIYX achieves a -4.23% return, which is significantly higher than HMDYX's -5.56% return. Over the past 10 years, HGIYX has outperformed HMDYX with an annualized return of 13.21%, while HMDYX has yielded a comparatively lower 7.76% annualized return.


HGIYX

1D
2.91%
1M
-5.55%
YTD
-4.23%
6M
-2.21%
1Y
14.23%
3Y*
16.79%
5Y*
9.94%
10Y*
13.21%

HMDYX

1D
4.49%
1M
-6.42%
YTD
-5.56%
6M
-9.28%
1Y
2.79%
3Y*
2.52%
5Y*
-2.15%
10Y*
7.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HGIYX vs. HMDYX - Expense Ratio Comparison

HGIYX has a 0.45% expense ratio, which is lower than HMDYX's 0.79% expense ratio.


Return for Risk

HGIYX vs. HMDYX — Risk / Return Rank

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

HGIYX
HGIYX Risk / Return Rank: 4848
Overall Rank
HGIYX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HGIYX Sortino Ratio Rank: 4141
Sortino Ratio Rank
HGIYX Omega Ratio Rank: 4343
Omega Ratio Rank
HGIYX Calmar Ratio Rank: 5454
Calmar Ratio Rank
HGIYX Martin Ratio Rank: 6565
Martin Ratio Rank

HMDYX
HMDYX Risk / Return Rank: 77
Overall Rank
HMDYX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
HMDYX Sortino Ratio Rank: 77
Sortino Ratio Rank
HMDYX Omega Ratio Rank: 77
Omega Ratio Rank
HMDYX Calmar Ratio Rank: 88
Calmar Ratio Rank
HMDYX Martin Ratio Rank: 88
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.

HGIYX vs. HMDYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Core Equity Fund (HGIYX) and The Hartford MidCap Fund (HMDYX). 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.


HGIYXHMDYXDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.15

+0.72

Sortino ratio

Return per unit of downside risk

1.34

0.40

+0.94

Omega ratio

Gain probability vs. loss probability

1.20

1.05

+0.15

Calmar ratio

Return relative to maximum drawdown

1.41

0.23

+1.18

Martin ratio

Return relative to average drawdown

6.55

0.68

+5.87

HGIYX vs. HMDYX - Sharpe Ratio Comparison

The current HGIYX Sharpe Ratio is 0.87, which is higher than the HMDYX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of HGIYX and HMDYX, 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


HGIYXHMDYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.15

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

-0.10

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.36

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.50

-0.03

Correlation

The correlation between HGIYX and HMDYX is 0.89, 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

HGIYX vs. HMDYX - Dividend Comparison

HGIYX's dividend yield for the trailing twelve months is around 12.19%, less than HMDYX's 19.67% yield.


TTM20252024202320222021202020192018201720162015
HGIYX
Hartford Core Equity Fund
12.19%11.67%8.93%2.99%4.02%3.18%0.75%4.39%5.62%3.75%1.62%2.10%
HMDYX
The Hartford MidCap Fund
19.67%18.58%4.80%1.73%7.40%10.29%9.17%8.60%11.42%3.95%2.61%7.05%

Drawdowns

HGIYX vs. HMDYX - Drawdown Comparison

The maximum HGIYX drawdown since its inception was -51.88%, roughly equal to the maximum HMDYX drawdown of -50.76%. Use the drawdown chart below to compare losses from any high point for HGIYX and HMDYX.


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Drawdown Indicators


HGIYXHMDYXDifference

Max Drawdown

Largest peak-to-trough decline

-51.88%

-50.76%

-1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-15.91%

+4.91%

Max Drawdown (5Y)

Largest decline over 5 years

-24.64%

-32.92%

+8.28%

Max Drawdown (10Y)

Largest decline over 10 years

-33.47%

-37.98%

+4.51%

Current Drawdown

Current decline from peak

-6.28%

-15.43%

+9.15%

Average Drawdown

Average peak-to-trough decline

-10.18%

-8.90%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

5.31%

-2.95%

Volatility

HGIYX vs. HMDYX - Volatility Comparison

The current volatility for Hartford Core Equity Fund (HGIYX) is 5.35%, while The Hartford MidCap Fund (HMDYX) has a volatility of 8.64%. This indicates that HGIYX experiences smaller price fluctuations and is considered to be less risky than HMDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGIYXHMDYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

8.64%

-3.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

14.73%

-5.59%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

24.02%

-7.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.35%

21.49%

-5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

21.46%

-4.06%