HGOYX vs. SWLGX
Compare and contrast key facts about The Hartford Growth Opportunities Fund (HGOYX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
HGOYX is managed by Hartford. It was launched on Feb 19, 2002. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
HGOYX vs. SWLGX - Performance Comparison
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HGOYX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HGOYX The Hartford Growth Opportunities Fund | -10.11% | 13.55% | 42.30% | 40.99% | -36.88% | 7.60% | 62.18% | 30.37% | -0.67% | -0.71% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -9.81% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
The year-to-date returns for both investments are quite close, with HGOYX having a -10.11% return and SWLGX slightly higher at -9.81%.
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%
SWLGX
- 1D
- 3.74%
- 1M
- -5.56%
- YTD
- -9.81%
- 6M
- -9.30%
- 1Y
- 17.72%
- 3Y*
- 21.15%
- 5Y*
- 12.37%
- 10Y*
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HGOYX vs. SWLGX - Expense Ratio Comparison
HGOYX has a 0.84% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
HGOYX vs. SWLGX — Risk / Return Rank
HGOYX
SWLGX
HGOYX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Hartford Growth Opportunities Fund (HGOYX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.
| HGOYX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 0.83 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.35 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.19 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.17 | -0.26 |
Martin ratioReturn relative to average drawdown | 3.10 | 4.02 | -0.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HGOYX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.83 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.58 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.70 | -0.18 |
Correlation
The correlation between HGOYX and SWLGX 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.
Dividends
HGOYX vs. SWLGX - Dividend Comparison
HGOYX's dividend yield for the trailing twelve months is around 6.19%, more than SWLGX's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.51% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
HGOYX vs. SWLGX - Drawdown Comparison
The maximum HGOYX drawdown since its inception was -58.04%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for HGOYX and SWLGX.
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Drawdown Indicators
| HGOYX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.04% | -32.69% | -25.35% |
Max Drawdown (1Y)Largest decline over 1 year | -17.70% | -16.16% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -44.98% | -32.69% | -12.29% |
Max Drawdown (10Y)Largest decline over 10 years | -44.98% | — | — |
Current DrawdownCurrent decline from peak | -13.87% | -13.03% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -11.47% | -7.13% | -4.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.19% | 4.69% | +0.50% |
Volatility
HGOYX vs. SWLGX - Volatility Comparison
The Hartford Growth Opportunities Fund (HGOYX) has a higher volatility of 8.31% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 6.73%. This indicates that HGOYX's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HGOYX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.31% | 6.73% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 14.82% | 12.40% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.05% | 22.57% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.14% | 21.52% | +3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.37% | 22.81% | +0.56% |