PortfoliosLab logo
HGOIX vs. PJFAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HGOIX and PJFAX is 0.89, 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. PJFAX - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

HGOIX:

0.51

PJFAX:

0.57

Sortino Ratio

HGOIX:

0.89

PJFAX:

0.96

Omega Ratio

HGOIX:

1.12

PJFAX:

1.13

Calmar Ratio

HGOIX:

0.57

PJFAX:

0.61

Martin Ratio

HGOIX:

1.75

PJFAX:

1.95

Ulcer Index

HGOIX:

8.26%

PJFAX:

7.56%

Daily Std Dev

HGOIX:

27.17%

PJFAX:

25.67%

Max Drawdown

HGOIX:

-58.18%

PJFAX:

-64.07%

Current Drawdown

HGOIX:

-7.48%

PJFAX:

-4.40%

Returns By Period

In the year-to-date period, HGOIX achieves a -2.83% return, which is significantly lower than PJFAX's 1.54% return. Over the past 10 years, HGOIX has underperformed PJFAX with an annualized return of 13.61%, while PJFAX has yielded a comparatively higher 15.03% annualized return.


HGOIX

YTD

-2.83%

1M

8.40%

6M

-0.97%

1Y

13.71%

3Y*

21.19%

5Y*

13.56%

10Y*

13.61%

PJFAX

YTD

1.54%

1M

9.35%

6M

2.63%

1Y

14.65%

3Y*

21.49%

5Y*

15.23%

10Y*

15.03%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PGIM Jennison Growth Fund

HGOIX vs. PJFAX - Expense Ratio Comparison

HGOIX has a 0.82% expense ratio, which is lower than PJFAX's 0.97% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HGOIX vs. PJFAX — 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 4343
Overall Rank
The Sharpe Ratio Rank of HGOIX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of HGOIX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of HGOIX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of HGOIX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of HGOIX is 3939
Martin Ratio Rank

PJFAX
The Risk-Adjusted Performance Rank of PJFAX is 4848
Overall Rank
The Sharpe Ratio Rank of PJFAX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of PJFAX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of PJFAX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of PJFAX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of PJFAX is 4343
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. PJFAX - Risk-Adjusted Performance 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.


The current HGOIX Sharpe Ratio is 0.51, which is comparable to the PJFAX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of HGOIX and PJFAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HGOIX vs. PJFAX - Dividend Comparison

HGOIX has not paid dividends to shareholders, while PJFAX's dividend yield for the trailing twelve months is around 12.12%.


TTM20242023202220212020201920182017201620152014
HGOIX
The Hartford Growth Opportunities Fund Class I
0.00%0.00%0.00%0.00%22.80%13.21%6.00%30.76%8.69%3.76%8.81%20.22%
PJFAX
PGIM Jennison Growth Fund
12.12%12.31%7.23%2.77%14.67%9.02%8.14%6.06%5.85%4.12%6.91%5.44%

Drawdowns

HGOIX vs. PJFAX - Drawdown Comparison

The maximum HGOIX drawdown since its inception was -58.18%, 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.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HGOIX vs. PJFAX - Volatility Comparison

The Hartford Growth Opportunities Fund Class I (HGOIX) and PGIM Jennison Growth Fund (PJFAX) have volatilities of 5.45% and 5.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...