HGOIX vs. HRLYX
HGOIX (The Hartford Growth Opportunities Fund Class I) and HRLYX (Hartford Real Asset Fund) are both mutual funds - HGOIX is a Large Cap Growth Equities fund managed by Hartford, while HRLYX is a Global Allocation fund managed by Hartford. Over the past 10 years, HGOIX returned 15.28%/yr vs 7.32%/yr for HRLYX. Their 0.54 correlation means they have sometimes moved together and sometimes differently. HGOIX charges 0.82%/yr vs 0.90%/yr for HRLYX.
Performance
HGOIX vs. HRLYX - Performance Comparison
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Returns By Period
In the year-to-date period, HGOIX achieves a 1.75% return, which is significantly lower than HRLYX's 14.83% return. Over the past 10 years, HGOIX has outperformed HRLYX with an annualized return of 15.28%, while HRLYX has yielded a comparatively lower 7.32% annualized return.
HGOIX
- 1D
- 2.93%
- 1M
- -4.88%
- 6M
- 3.76%
- YTD
- 1.75%
- 1Y
- 9.45%
- 3Y*
- 19.88%
- 5Y*
- 7.24%
- 10Y*
- 15.28%
- ALL TIME*
- 11.82%
HRLYX
- 1D
- 0.45%
- 1M
- 4.83%
- 6M
- 8.96%
- YTD
- 14.83%
- 1Y
- 24.39%
- 3Y*
- 10.41%
- 5Y*
- 8.56%
- 10Y*
- 7.32%
- ALL TIME*
- 3.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HGOIX vs. HRLYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HGOIX The Hartford Growth Opportunities Fund Class I | 1.75% | 13.52% | 42.27% | 40.98% | -36.87% | 7.59% | 62.12% | 30.28% | -0.78% | 30.63% |
HRLYX Hartford Real Asset Fund | 14.83% | 21.89% | -5.41% | 7.44% | 0.72% | 21.58% | -1.13% | 12.34% | -10.11% | 9.57% |
Correlation
The correlation between HGOIX and HRLYX is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2010 | 0.54 |
Over the past year, the correlation between HGOIX and HRLYX has dropped to 0.14 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
HGOIX vs. HRLYX — Risk / Return Rank
HGOIX
HRLYX
HGOIX vs. HRLYX - 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 Real Asset Fund (HRLYX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HGOIX | HRLYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.04 | ||
| Sortino ratioReturn per unit of downside risk | -4.17 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.65 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 4.39 | -4.03 |
| Martin ratioReturn relative to average drawdown | 1.08 | 17.00 | -15.92 |
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Drawdowns
HGOIX vs. HRLYX - Drawdown Comparison
The maximum HGOIX drawdown since its inception was -58.07%, which is greater than HRLYX's maximum drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for HGOIX and HRLYX.
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Drawdown Indicators
| HGOIX | HRLYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.07% | -45.58% | -12.49% |
Max Drawdown (1Y)Largest decline over 1 year | -17.71% | -5.42% | -12.29% |
Max Drawdown (3Y)Largest decline over 3 years | -25.42% | -11.17% | -14.25% |
Max Drawdown (5Y)Largest decline over 5 years | -44.99% | -16.86% | -28.13% |
Max Drawdown (10Y)Largest decline over 10 years | -44.99% | -36.82% | -8.17% |
Current DrawdownCurrent decline from peak | -11.27% | 0.00% | -11.27% |
Average DrawdownAverage peak-to-trough decline | -11.94% | -14.26% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.00% | 1.40% | +4.60% |
Volatility
HGOIX vs. HRLYX - Volatility Comparison
The Hartford Growth Opportunities Fund Class I (HGOIX) has a higher volatility of 7.03% compared to Hartford Real Asset Fund (HRLYX) at 2.31%. This indicates that HGOIX's price experiences larger fluctuations and is considered to be riskier than HRLYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HGOIX | HRLYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 2.31% | +4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 17.68% | 5.75% | +11.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.42% | 7.17% | +14.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.54% | 10.77% | +14.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.65% | 12.60% | +11.05% |
HGOIX vs. HRLYX - Expense Ratio Comparison
HGOIX has a 0.82% expense ratio, which is lower than HRLYX's 0.90% expense ratio.
Dividends
HGOIX vs. HRLYX - Dividend Comparison
HGOIX's dividend yield for the trailing twelve months is around 6.23%, more than HRLYX's 3.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HGOIX The Hartford Growth Opportunities Fund Class I | 6.23% | 6.34% | 0.00% | 0.00% | 0.00% | 22.80% | 13.21% | 6.01% | 30.76% | 8.69% | 3.76% | 8.81% |
HRLYX Hartford Real Asset Fund | 3.44% | 3.95% | 0.00% | 4.36% | 4.79% | 19.52% | 3.10% | 3.11% | 2.49% | 3.62% | 0.76% | 1.33% |
Frequently Asked Questions
HGOIX and HRLYX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HGOIX has higher volatility (7.03%) compared to HRLYX (2.31%). In terms of maximum drawdown, HGOIX dropped -58.07% vs HRLYX's -45.58%.
HRLYX currently has the higher Sharpe Ratio (3.34 vs 0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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