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

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.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.53%
11.67%
HGOIX
PJFAX

Returns By Period

In the year-to-date period, HGOIX achieves a 39.59% return, which is significantly higher than PJFAX's 28.86% return. Over the past 10 years, HGOIX has underperformed PJFAX with an annualized return of 3.37%, while PJFAX has yielded a comparatively higher 7.95% annualized return.


HGOIX

YTD

39.59%

1M

4.81%

6M

15.53%

1Y

46.82%

5Y (annualized)

8.54%

10Y (annualized)

3.37%

PJFAX

YTD

28.86%

1M

4.27%

6M

11.67%

1Y

25.57%

5Y (annualized)

8.99%

10Y (annualized)

7.95%

Key characteristics


HGOIXPJFAX
Sharpe Ratio2.391.31
Sortino Ratio3.061.77
Omega Ratio1.421.25
Calmar Ratio1.280.78
Martin Ratio12.776.43
Ulcer Index3.67%3.97%
Daily Std Dev19.62%19.51%
Max Drawdown-63.20%-67.83%
Current Drawdown-6.15%-10.16%

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HGOIX vs. PJFAX - Expense Ratio Comparison

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


PJFAX
PGIM Jennison Growth Fund
Expense ratio chart for PJFAX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%
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%

Correlation

-0.50.00.51.00.9

The correlation between HGOIX and PJFAX 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. 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.


Sharpe ratio
The chart of Sharpe ratio for HGOIX, currently valued at 2.39, compared to the broader market-1.000.001.002.003.004.005.002.391.31
The chart of Sortino ratio for HGOIX, currently valued at 3.06, compared to the broader market0.005.0010.003.061.77
The chart of Omega ratio for HGOIX, currently valued at 1.42, compared to the broader market1.002.003.004.001.421.25
The chart of Calmar ratio for HGOIX, currently valued at 1.28, compared to the broader market0.005.0010.0015.0020.001.280.78
The chart of Martin ratio for HGOIX, currently valued at 12.77, compared to the broader market0.0020.0040.0060.0080.00100.0012.776.43
HGOIX
PJFAX

The current HGOIX Sharpe Ratio is 2.39, which is higher than the PJFAX Sharpe Ratio of 1.31. 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.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.39
1.31
HGOIX
PJFAX

Dividends

HGOIX vs. PJFAX - Dividend Comparison

Neither HGOIX nor PJFAX 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%
PJFAX
PGIM Jennison Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HGOIX vs. PJFAX - Drawdown Comparison

The maximum HGOIX drawdown since its inception was -63.20%, smaller than the maximum PJFAX drawdown of -67.83%. Use the drawdown chart below to compare losses from any high point for HGOIX and PJFAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-6.15%
-10.16%
HGOIX
PJFAX

Volatility

HGOIX vs. PJFAX - Volatility Comparison

The Hartford Growth Opportunities Fund Class I (HGOIX) has a higher volatility of 5.43% compared to PGIM Jennison Growth Fund (PJFAX) at 5.17%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.43%
5.17%
HGOIX
PJFAX