HGOIX vs. PJFAX
HGOIX (The Hartford Growth Opportunities Fund Class I) and PJFAX (PGIM Jennison Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, HGOIX returned 15.28%/yr vs 19.14%/yr for PJFAX. Their correlation of 0.95 means they have usually moved in the same direction. HGOIX charges 0.82%/yr vs 0.97%/yr for PJFAX.
Performance
HGOIX vs. PJFAX - 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 PJFAX's 2.54% return. Over the past 10 years, HGOIX has underperformed PJFAX with an annualized return of 15.28%, while PJFAX has yielded a comparatively higher 19.14% 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%
PJFAX
- 1D
- 2.44%
- 1M
- -2.23%
- 6M
- 4.89%
- YTD
- 2.54%
- 1Y
- 9.35%
- 3Y*
- 23.55%
- 5Y*
- 11.08%
- 10Y*
- 19.14%
- ALL TIME*
- 11.26%
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. PJFAX - 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% |
PJFAX PGIM Jennison Growth Fund | 2.54% | 14.53% | 48.10% | 52.76% | -37.89% | 15.65% | 55.66% | 45.04% | -1.24% | 36.41% |
Correlation
The correlation between HGOIX and PJFAX is 0.95, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2006 | 0.95 |
The correlation between HGOIX and PJFAX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
HGOIX vs. PJFAX — Risk / Return Rank
HGOIX
PJFAX
HGOIX vs. PJFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Hartford Growth Opportunities Fund Class I (HGOIX) and PGIM Jennison Growth Fund (PJFAX). 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 | PJFAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.08 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 0.39 | -0.03 |
| Martin ratioReturn relative to average drawdown | 1.08 | 1.18 | -0.10 |
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Drawdowns
HGOIX vs. PJFAX - Drawdown Comparison
The maximum HGOIX drawdown since its inception was -58.07%, smaller than the maximum PJFAX drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for HGOIX and PJFAX.
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Drawdown Indicators
| HGOIX | PJFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.07% | -64.07% | +6.00% |
Max Drawdown (1Y)Largest decline over 1 year | -17.71% | -17.76% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -25.42% | -24.05% | -1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -44.99% | -43.56% | -1.43% |
Max Drawdown (10Y)Largest decline over 10 years | -44.99% | -43.56% | -1.43% |
Current DrawdownCurrent decline from peak | -11.27% | -6.72% | -4.55% |
Average DrawdownAverage peak-to-trough decline | -11.94% | -20.27% | +8.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.00% | 5.94% | +0.06% |
Volatility
HGOIX vs. PJFAX - Volatility Comparison
The Hartford Growth Opportunities Fund Class I (HGOIX) has a higher volatility of 7.03% compared to PGIM Jennison Growth Fund (PJFAX) at 5.18%. This indicates that HGOIX's price experiences larger fluctuations and is considered to be riskier than PJFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HGOIX | PJFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 5.18% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 17.68% | 14.17% | +3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.42% | 17.89% | +3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.54% | 24.87% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.65% | 24.07% | -0.42% |
HGOIX vs. PJFAX - Expense Ratio Comparison
HGOIX has a 0.82% expense ratio, which is lower than PJFAX's 0.97% expense ratio.
Dividends
HGOIX vs. PJFAX - Dividend Comparison
HGOIX's dividend yield for the trailing twelve months is around 6.23%, less than PJFAX's 13.08% 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% |
PJFAX PGIM Jennison Growth Fund | 13.08% | 13.42% | 24.62% | 7.23% | 2.77% | 14.67% | 9.02% | 16.27% | 6.06% | 5.85% | 4.12% | 6.90% |
Frequently Asked Questions
With a correlation of 0.95, HGOIX and PJFAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
HGOIX has higher volatility (7.03%) compared to PJFAX (5.18%). In terms of maximum drawdown, HGOIX dropped -58.07% vs PJFAX's -64.07%.
PJFAX currently has the higher Sharpe Ratio (0.39 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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