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

Correlation

The correlation between HGOIX and LGLIX is 0.85, 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.


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.

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Key characteristics

Sharpe Ratio

HGOIX:

0.45

LGLIX:

0.60

Sortino Ratio

HGOIX:

0.75

LGLIX:

0.95

Omega Ratio

HGOIX:

1.10

LGLIX:

1.13

Calmar Ratio

HGOIX:

0.45

LGLIX:

0.51

Martin Ratio

HGOIX:

1.41

LGLIX:

1.82

Ulcer Index

HGOIX:

8.06%

LGLIX:

9.49%

Daily Std Dev

HGOIX:

26.84%

LGLIX:

30.83%

Max Drawdown

HGOIX:

-63.20%

LGLIX:

-55.73%

Current Drawdown

HGOIX:

-12.66%

LGLIX:

-18.34%

Returns By Period

In the year-to-date period, HGOIX achieves a -8.27% return, which is significantly lower than LGLIX's -6.58% return. Over the past 10 years, HGOIX has underperformed LGLIX with an annualized return of 3.93%, while LGLIX has yielded a comparatively higher 7.33% annualized return.


HGOIX

YTD

-8.27%

1M

9.98%

6M

-6.26%

1Y

12.29%

5Y*

6.06%

10Y*

3.93%

LGLIX

YTD

-6.58%

1M

12.35%

6M

-5.98%

1Y

18.18%

5Y*

7.06%

10Y*

7.33%

*Annualized

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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.


Risk-Adjusted Performance

HGOIX vs. LGLIX — Risk-Adjusted Performance Rank

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

HGOIX
The Risk-Adjusted Performance Rank of HGOIX is 5555
Overall Rank
The Sharpe Ratio Rank of HGOIX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of HGOIX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of HGOIX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of HGOIX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of HGOIX is 5050
Martin Ratio Rank

LGLIX
The Risk-Adjusted Performance Rank of LGLIX is 6464
Overall Rank
The Sharpe Ratio Rank of LGLIX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of LGLIX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of LGLIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of LGLIX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of LGLIX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current HGOIX Sharpe Ratio is 0.45, which is comparable to the LGLIX Sharpe Ratio of 0.60. 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.


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Dividends

HGOIX vs. LGLIX - Dividend Comparison

Neither HGOIX nor LGLIX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
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%0.00%0.15%0.00%
LGLIX
Lord Abbett Growth Leaders Fund
0.00%0.00%0.00%0.00%23.83%9.27%9.03%19.82%6.46%0.00%4.84%5.82%

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.


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Volatility

HGOIX vs. LGLIX - Volatility Comparison

The current volatility for The Hartford Growth Opportunities Fund Class I (HGOIX) is 8.33%, while Lord Abbett Growth Leaders Fund (LGLIX) has a volatility of 8.86%. 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.


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