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HGOYX vs. HSNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HGOYX vs. HSNIX - Performance Comparison

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

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HGOYX vs. HSNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HGOYX
The Hartford Growth Opportunities Fund
-10.11%13.55%42.30%40.99%-36.88%7.60%62.18%30.37%-0.67%30.76%
HSNIX
The Hartford Strategic Income Fund
-1.37%8.00%6.81%9.40%-12.77%0.17%12.54%11.94%-1.57%8.92%

Returns By Period

In the year-to-date period, HGOYX achieves a -10.11% return, which is significantly lower than HSNIX's -1.37% return. Over the past 10 years, HGOYX has outperformed HSNIX with an annualized return of 14.78%, while HSNIX has yielded a comparatively lower 4.50% annualized return.


HGOYX

1D
4.65%
1M
-5.18%
YTD
-10.11%
6M
-10.13%
1Y
15.50%
3Y*
21.20%
5Y*
6.18%
10Y*
14.78%

HSNIX

1D
0.38%
1M
-2.37%
YTD
-1.37%
6M
-0.06%
1Y
5.71%
3Y*
6.51%
5Y*
1.96%
10Y*
4.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HGOYX vs. HSNIX - Expense Ratio Comparison

HGOYX has a 0.84% expense ratio, which is higher than HSNIX's 0.64% expense ratio.


Return for Risk

HGOYX vs. HSNIX — Risk / Return Rank

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

HGOYX
HGOYX Risk / Return Rank: 2626
Overall Rank
HGOYX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HGOYX Sortino Ratio Rank: 2828
Sortino Ratio Rank
HGOYX Omega Ratio Rank: 2525
Omega Ratio Rank
HGOYX Calmar Ratio Rank: 2828
Calmar Ratio Rank
HGOYX Martin Ratio Rank: 2525
Martin Ratio Rank

HSNIX
HSNIX Risk / Return Rank: 7474
Overall Rank
HSNIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HSNIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
HSNIX Omega Ratio Rank: 7777
Omega Ratio Rank
HSNIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
HSNIX Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HGOYX vs. HSNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Growth Opportunities Fund (HGOYX) and The Hartford Strategic Income Fund (HSNIX). 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.


HGOYXHSNIXDifference

Sharpe ratio

Return per unit of total volatility

0.68

1.51

-0.83

Sortino ratio

Return per unit of downside risk

1.12

2.05

-0.94

Omega ratio

Gain probability vs. loss probability

1.15

1.30

-0.15

Calmar ratio

Return relative to maximum drawdown

0.91

1.63

-0.72

Martin ratio

Return relative to average drawdown

3.10

6.78

-3.68

HGOYX vs. HSNIX - Sharpe Ratio Comparison

The current HGOYX Sharpe Ratio is 0.68, which is lower than the HSNIX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of HGOYX and HSNIX, 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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Sharpe Ratios by Period


HGOYXHSNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.51

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.42

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.98

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.94

-0.42

Correlation

The correlation between HGOYX and HSNIX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HGOYX vs. HSNIX - Dividend Comparison

HGOYX's dividend yield for the trailing twelve months is around 6.19%, less than HSNIX's 6.33% yield.


TTM20252024202320222021202020192018201720162015
HGOYX
The Hartford Growth Opportunities Fund
6.19%5.56%0.00%0.00%0.00%20.17%11.94%5.50%28.31%8.15%3.55%8.46%
HSNIX
The Hartford Strategic Income Fund
6.33%5.29%5.31%5.87%4.73%4.40%4.09%4.32%6.82%6.21%5.00%4.65%

Drawdowns

HGOYX vs. HSNIX - Drawdown Comparison

The maximum HGOYX drawdown since its inception was -58.04%, which is greater than HSNIX's maximum drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for HGOYX and HSNIX.


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Drawdown Indicators


HGOYXHSNIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.04%

-23.39%

-34.65%

Max Drawdown (1Y)

Largest decline over 1 year

-17.70%

-3.68%

-14.02%

Max Drawdown (5Y)

Largest decline over 5 years

-44.98%

-19.44%

-25.54%

Max Drawdown (10Y)

Largest decline over 10 years

-44.98%

-19.44%

-25.54%

Current Drawdown

Current decline from peak

-13.87%

-2.73%

-11.14%

Average Drawdown

Average peak-to-trough decline

-11.47%

-3.14%

-8.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.19%

0.88%

+4.31%

Volatility

HGOYX vs. HSNIX - Volatility Comparison

The Hartford Growth Opportunities Fund (HGOYX) has a higher volatility of 8.31% compared to The Hartford Strategic Income Fund (HSNIX) at 1.64%. This indicates that HGOYX's price experiences larger fluctuations and is considered to be riskier than HSNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGOYXHSNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

1.64%

+6.67%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

2.35%

+12.47%

Volatility (1Y)

Calculated over the trailing 1-year period

24.05%

3.97%

+20.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.14%

4.67%

+20.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

4.59%

+18.78%