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HGOYX vs. FKDNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HGOYX and FKDNX is 0.88, 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

HGOYX vs. FKDNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Growth Opportunities Fund (HGOYX) and Franklin DynaTech Fund (FKDNX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HGOYX:

0.51

FKDNX:

0.43

Sortino Ratio

HGOYX:

0.90

FKDNX:

0.81

Omega Ratio

HGOYX:

1.12

FKDNX:

1.11

Calmar Ratio

HGOYX:

0.57

FKDNX:

0.50

Martin Ratio

HGOYX:

1.75

FKDNX:

1.56

Ulcer Index

HGOYX:

8.24%

FKDNX:

8.36%

Daily Std Dev

HGOYX:

27.00%

FKDNX:

29.65%

Max Drawdown

HGOYX:

-58.14%

FKDNX:

-55.85%

Current Drawdown

HGOYX:

-7.47%

FKDNX:

-4.62%

Returns By Period

In the year-to-date period, HGOYX achieves a -2.82% return, which is significantly lower than FKDNX's 1.41% return. Over the past 10 years, HGOYX has underperformed FKDNX with an annualized return of 13.68%, while FKDNX has yielded a comparatively higher 14.91% annualized return.


HGOYX

YTD

-2.82%

1M

8.41%

6M

-0.95%

1Y

13.75%

3Y*

21.21%

5Y*

13.57%

10Y*

13.68%

FKDNX

YTD

1.41%

1M

11.06%

6M

1.40%

1Y

12.70%

3Y*

18.18%

5Y*

12.04%

10Y*

14.91%

*Annualized

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Franklin DynaTech Fund

HGOYX vs. FKDNX - Expense Ratio Comparison

HGOYX has a 0.84% expense ratio, which is higher than FKDNX's 0.79% expense ratio.


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

Risk-Adjusted Performance

HGOYX vs. FKDNX — Risk-Adjusted Performance Rank

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

HGOYX
The Risk-Adjusted Performance Rank of HGOYX is 4444
Overall Rank
The Sharpe Ratio Rank of HGOYX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of HGOYX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of HGOYX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of HGOYX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of HGOYX is 4040
Martin Ratio Rank

FKDNX
The Risk-Adjusted Performance Rank of FKDNX is 3838
Overall Rank
The Sharpe Ratio Rank of FKDNX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of FKDNX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of FKDNX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FKDNX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FKDNX is 3636
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.

HGOYX vs. FKDNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Growth Opportunities Fund (HGOYX) and Franklin DynaTech Fund (FKDNX). 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 HGOYX Sharpe Ratio is 0.51, which is comparable to the FKDNX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of HGOYX and FKDNX, 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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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

HGOYX vs. FKDNX - Dividend Comparison

Neither HGOYX nor FKDNX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
HGOYX
The Hartford Growth Opportunities Fund
0.00%0.00%0.00%0.00%20.17%11.94%5.50%28.31%8.15%3.55%8.46%19.25%
FKDNX
Franklin DynaTech Fund
0.00%0.00%0.00%0.00%1.43%0.00%0.74%2.92%1.77%3.55%2.46%3.50%

Drawdowns

HGOYX vs. FKDNX - Drawdown Comparison

The maximum HGOYX drawdown since its inception was -58.14%, roughly equal to the maximum FKDNX drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for HGOYX and FKDNX.


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

Volatility

HGOYX vs. FKDNX - Volatility Comparison

The current volatility for The Hartford Growth Opportunities Fund (HGOYX) is 5.44%, while Franklin DynaTech Fund (FKDNX) has a volatility of 6.33%. This indicates that HGOYX experiences smaller price fluctuations and is considered to be less risky than FKDNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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