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

Correlation

The correlation between HGOIX and VUG 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.


-0.50.00.51.00.9

Performance

HGOIX vs. VUG - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
15.85%
12.60%
HGOIX
VUG

Key characteristics

Sharpe Ratio

HGOIX:

2.37

VUG:

2.09

Sortino Ratio

HGOIX:

3.01

VUG:

2.71

Omega Ratio

HGOIX:

1.41

VUG:

1.38

Calmar Ratio

HGOIX:

1.36

VUG:

2.78

Martin Ratio

HGOIX:

12.92

VUG:

10.90

Ulcer Index

HGOIX:

3.69%

VUG:

3.31%

Daily Std Dev

HGOIX:

20.16%

VUG:

17.29%

Max Drawdown

HGOIX:

-63.20%

VUG:

-50.68%

Current Drawdown

HGOIX:

-0.91%

VUG:

-1.64%

Returns By Period

In the year-to-date period, HGOIX achieves a 47.39% return, which is significantly higher than VUG's 35.96% return. Over the past 10 years, HGOIX has underperformed VUG with an annualized return of 5.97%, while VUG has yielded a comparatively higher 15.92% annualized return.


HGOIX

YTD

47.39%

1M

5.59%

6M

15.84%

1Y

47.70%

5Y*

10.24%

10Y*

5.97%

VUG

YTD

35.96%

1M

4.22%

6M

14.16%

1Y

36.09%

5Y*

19.09%

10Y*

15.92%

Compare stocks, funds, or ETFs

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


HGOIX vs. VUG - Expense Ratio Comparison

HGOIX has a 0.82% expense ratio, which is higher than VUG's 0.04% 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 VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

HGOIX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Growth Opportunities Fund Class I (HGOIX) and Vanguard Growth ETF (VUG). 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 2.37, compared to the broader market-1.000.001.002.003.004.002.372.09
The chart of Sortino ratio for HGOIX, currently valued at 3.01, compared to the broader market-2.000.002.004.006.008.0010.003.012.71
The chart of Omega ratio for HGOIX, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.003.501.411.38
The chart of Calmar ratio for HGOIX, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.0014.001.362.78
The chart of Martin ratio for HGOIX, currently valued at 12.92, compared to the broader market0.0020.0040.0060.0012.9210.90
HGOIX
VUG

The current HGOIX Sharpe Ratio is 2.37, which is comparable to the VUG Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of HGOIX and VUG, 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 Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.37
2.09
HGOIX
VUG

Dividends

HGOIX vs. VUG - Dividend Comparison

HGOIX has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.45%.


TTM20232022202120202019201820172016201520142013
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%0.00%0.00%
VUG
Vanguard Growth ETF
0.45%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

HGOIX vs. VUG - Drawdown Comparison

The maximum HGOIX drawdown since its inception was -63.20%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for HGOIX and VUG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.91%
-1.64%
HGOIX
VUG

Volatility

HGOIX vs. VUG - Volatility Comparison

The Hartford Growth Opportunities Fund Class I (HGOIX) has a higher volatility of 6.00% compared to Vanguard Growth ETF (VUG) at 4.90%. This indicates that HGOIX's price experiences larger fluctuations and is considered to be riskier than VUG 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%JulyAugustSeptemberOctoberNovemberDecember
6.00%
4.90%
HGOIX
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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