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HGOIX vs. HNCYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HGOIX vs. HNCYX - Performance Comparison

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

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HGOIX vs. HNCYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HNCYX
Hartford International Growth Fund
-6.77%27.17%8.24%18.79%-27.84%3.91%23.50%27.87%-14.37%33.55%

Returns By Period

In the year-to-date period, HGOIX achieves a -10.11% return, which is significantly lower than HNCYX's -6.77% return. Over the past 10 years, HGOIX has outperformed HNCYX with an annualized return of 14.72%, while HNCYX has yielded a comparatively lower 7.46% annualized return.


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%

HNCYX

1D
3.84%
1M
-8.53%
YTD
-6.77%
6M
-5.18%
1Y
16.60%
3Y*
9.98%
5Y*
1.81%
10Y*
7.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HGOIX vs. HNCYX - Expense Ratio Comparison

HGOIX has a 0.82% expense ratio, which is lower than HNCYX's 0.95% expense ratio.


Return for Risk

HGOIX vs. HNCYX — Risk / Return Rank

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

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

HNCYX
HNCYX Risk / Return Rank: 2929
Overall Rank
HNCYX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HNCYX Sortino Ratio Rank: 2929
Sortino Ratio Rank
HNCYX Omega Ratio Rank: 2626
Omega Ratio Rank
HNCYX Calmar Ratio Rank: 3131
Calmar Ratio Rank
HNCYX Martin Ratio Rank: 3232
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.

HGOIX vs. HNCYX - Risk-Adjusted Trends Comparison

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


HGOIXHNCYXDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.78

-0.10

Sortino ratio

Return per unit of downside risk

1.11

1.19

-0.07

Omega ratio

Gain probability vs. loss probability

1.15

1.16

-0.01

Calmar ratio

Return relative to maximum drawdown

0.91

1.03

-0.12

Martin ratio

Return relative to average drawdown

3.09

3.98

-0.89

HGOIX vs. HNCYX - Sharpe Ratio Comparison

The current HGOIX Sharpe Ratio is 0.68, which is comparable to the HNCYX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of HGOIX and HNCYX, 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


HGOIXHNCYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.78

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.09

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.40

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.26

+0.23

Correlation

The correlation between HGOIX and HNCYX is 0.79, 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

HGOIX vs. HNCYX - Dividend Comparison

HGOIX's dividend yield for the trailing twelve months is around 7.05%, more than HNCYX's 1.39% yield.


TTM20252024202320222021202020192018201720162015
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%
HNCYX
Hartford International Growth Fund
1.39%1.30%0.39%0.76%1.07%0.83%3.27%0.85%8.81%0.81%1.57%1.11%

Drawdowns

HGOIX vs. HNCYX - Drawdown Comparison

The maximum HGOIX drawdown since its inception was -58.07%, smaller than the maximum HNCYX drawdown of -68.17%. Use the drawdown chart below to compare losses from any high point for HGOIX and HNCYX.


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Drawdown Indicators


HGOIXHNCYXDifference

Max Drawdown

Largest peak-to-trough decline

-58.07%

-68.17%

+10.10%

Max Drawdown (1Y)

Largest decline over 1 year

-17.71%

-15.13%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-44.99%

-43.89%

-1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-44.99%

-43.89%

-1.10%

Current Drawdown

Current decline from peak

-13.88%

-11.86%

-2.02%

Average Drawdown

Average peak-to-trough decline

-12.07%

-18.56%

+6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

3.92%

+1.28%

Volatility

HGOIX vs. HNCYX - Volatility Comparison

The current volatility for The Hartford Growth Opportunities Fund Class I (HGOIX) is 8.30%, while Hartford International Growth Fund (HNCYX) has a volatility of 10.19%. This indicates that HGOIX experiences smaller price fluctuations and is considered to be less risky than HNCYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGOIXHNCYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

10.19%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

15.44%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

24.05%

22.01%

+2.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.14%

19.91%

+5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

18.73%

+4.64%