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HGIYX vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HGIYX vs. SCHD - Performance Comparison

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

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HGIYX vs. SCHD - 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%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, HGIYX achieves a -4.23% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, HGIYX has outperformed SCHD with an annualized return of 13.21%, while SCHD has yielded a comparatively lower 12.25% 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%

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HGIYX vs. SCHD - Expense Ratio Comparison

HGIYX has a 0.45% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Return for Risk

HGIYX vs. SCHD — 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

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Core Equity Fund (HGIYX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.


HGIYXSCHDDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.88

-0.01

Sortino ratio

Return per unit of downside risk

1.34

1.32

+0.02

Omega ratio

Gain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

1.41

1.05

+0.36

Martin ratio

Return relative to average drawdown

6.55

3.55

+3.00

HGIYX vs. SCHD - Sharpe Ratio Comparison

The current HGIYX Sharpe Ratio is 0.87, which is comparable to the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of HGIYX and SCHD, 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


HGIYXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.88

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.58

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.74

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.84

-0.37

Correlation

The correlation between HGIYX and SCHD is 0.80, 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. SCHD - Dividend Comparison

HGIYX's dividend yield for the trailing twelve months is around 12.19%, more than SCHD's 3.46% 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%
SCHD
Schwab U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

HGIYX vs. SCHD - Drawdown Comparison

The maximum HGIYX drawdown since its inception was -51.88%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HGIYX and SCHD.


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Drawdown Indicators


HGIYXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-51.88%

-33.37%

-18.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-12.74%

+1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-24.64%

-16.85%

-7.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.47%

-33.37%

-0.10%

Current Drawdown

Current decline from peak

-6.28%

-3.43%

-2.85%

Average Drawdown

Average peak-to-trough decline

-10.18%

-3.34%

-6.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

3.75%

-1.39%

Volatility

HGIYX vs. SCHD - Volatility Comparison

Hartford Core Equity Fund (HGIYX) has a higher volatility of 5.35% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that HGIYX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGIYXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

2.33%

+3.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

7.96%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

15.69%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.35%

14.40%

+1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

16.70%

+0.70%