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HGOIX vs. LGLIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

HGOIX vs. LGLIX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
15.53%
23.21%
HGOIX
LGLIX

Returns By Period

In the year-to-date period, HGOIX achieves a 39.59% return, which is significantly lower than LGLIX's 46.69% return. Over the past 10 years, HGOIX has underperformed LGLIX with an annualized return of 3.37%, while LGLIX has yielded a comparatively higher 8.57% annualized return.


HGOIX

YTD

39.59%

1M

4.81%

6M

15.53%

1Y

46.82%

5Y (annualized)

8.54%

10Y (annualized)

3.37%

LGLIX

YTD

46.69%

1M

11.27%

6M

23.21%

1Y

52.24%

5Y (annualized)

12.40%

10Y (annualized)

8.57%

Key characteristics


HGOIXLGLIX
Sharpe Ratio2.392.37
Sortino Ratio3.063.08
Omega Ratio1.421.41
Calmar Ratio1.281.22
Martin Ratio12.7713.37
Ulcer Index3.67%3.91%
Daily Std Dev19.62%22.03%
Max Drawdown-63.20%-55.73%
Current Drawdown-6.15%-11.54%

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HGOIX vs. LGLIX - Expense Ratio Comparison

HGOIX has a 0.82% expense ratio, which is higher than LGLIX's 0.64% expense ratio.


HGOIX
The Hartford Growth Opportunities Fund Class I
Expense ratio chart for HGOIX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for LGLIX: current value at 0.64% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.64%

Correlation

-0.50.00.51.00.9

The correlation between HGOIX and LGLIX is 0.94, 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.

Risk-Adjusted Performance

HGOIX vs. LGLIX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for HGOIX, currently valued at 2.39, compared to the broader market-1.000.001.002.003.004.005.002.392.37
The chart of Sortino ratio for HGOIX, currently valued at 3.06, compared to the broader market0.005.0010.003.063.08
The chart of Omega ratio for HGOIX, currently valued at 1.42, compared to the broader market1.002.003.004.001.421.41
The chart of Calmar ratio for HGOIX, currently valued at 1.28, compared to the broader market0.005.0010.0015.0020.001.281.22
The chart of Martin ratio for HGOIX, currently valued at 12.77, compared to the broader market0.0020.0040.0060.0080.00100.0012.7713.37
HGOIX
LGLIX

The current HGOIX Sharpe Ratio is 2.39, which is comparable to the LGLIX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of HGOIX and LGLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.39
2.37
HGOIX
LGLIX

Dividends

HGOIX vs. LGLIX - Dividend Comparison

Neither HGOIX nor LGLIX has paid dividends to shareholders.


TTM202320222021202020192018201720162015
HGOIX
The Hartford Growth Opportunities Fund Class I
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.15%
LGLIX
Lord Abbett Growth Leaders Fund
0.00%0.00%0.00%0.00%0.00%1.02%0.00%0.00%0.00%0.00%

Drawdowns

HGOIX vs. LGLIX - Drawdown Comparison

The maximum HGOIX drawdown since its inception was -63.20%, which is greater than LGLIX's maximum drawdown of -55.73%. Use the drawdown chart below to compare losses from any high point for HGOIX and LGLIX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-6.15%
-11.54%
HGOIX
LGLIX

Volatility

HGOIX vs. LGLIX - Volatility Comparison

The current volatility for The Hartford Growth Opportunities Fund Class I (HGOIX) is 5.43%, while Lord Abbett Growth Leaders Fund (LGLIX) has a volatility of 6.35%. This indicates that HGOIX experiences smaller price fluctuations and is considered to be less risky than LGLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
5.43%
6.35%
HGOIX
LGLIX