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

Correlation

The correlation between HGOYX and VOO is 0.87, 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

HGOYX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Growth Opportunities Fund (HGOYX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
14.41%
7.93%
HGOYX
VOO

Key characteristics

Sharpe Ratio

HGOYX:

2.45

VOO:

2.04

Sortino Ratio

HGOYX:

3.16

VOO:

2.72

Omega Ratio

HGOYX:

1.43

VOO:

1.38

Calmar Ratio

HGOYX:

1.43

VOO:

3.02

Martin Ratio

HGOYX:

13.24

VOO:

13.60

Ulcer Index

HGOYX:

3.63%

VOO:

1.88%

Daily Std Dev

HGOYX:

19.63%

VOO:

12.52%

Max Drawdown

HGOYX:

-63.04%

VOO:

-33.99%

Current Drawdown

HGOYX:

-0.91%

VOO:

-3.52%

Returns By Period

In the year-to-date period, HGOYX achieves a 47.02% return, which is significantly higher than VOO's 24.65% return. Over the past 10 years, HGOYX has underperformed VOO with an annualized return of 6.81%, while VOO has yielded a comparatively higher 13.02% annualized return.


HGOYX

YTD

47.02%

1M

7.81%

6M

13.03%

1Y

46.94%

5Y*

11.14%

10Y*

6.81%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

Compare stocks, funds, or ETFs

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


HGOYX vs. VOO - Expense Ratio Comparison

HGOYX has a 0.84% expense ratio, which is higher than VOO's 0.03% expense ratio.


HGOYX
The Hartford Growth Opportunities Fund
Expense ratio chart for HGOYX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

HGOYX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Growth Opportunities Fund (HGOYX) and Vanguard S&P 500 ETF (VOO). 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 HGOYX, currently valued at 2.45, compared to the broader market-1.000.001.002.003.004.002.452.04
The chart of Sortino ratio for HGOYX, currently valued at 3.16, compared to the broader market-2.000.002.004.006.008.0010.003.162.72
The chart of Omega ratio for HGOYX, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.003.501.431.38
The chart of Calmar ratio for HGOYX, currently valued at 1.43, compared to the broader market0.005.0010.0015.001.433.02
The chart of Martin ratio for HGOYX, currently valued at 13.24, compared to the broader market0.0020.0040.0060.0013.2413.60
HGOYX
VOO

The current HGOYX Sharpe Ratio is 2.45, which is comparable to the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of HGOYX and VOO, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.45
2.04
HGOYX
VOO

Dividends

HGOYX vs. VOO - Dividend Comparison

HGOYX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
HGOYX
The Hartford Growth Opportunities Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.26%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

HGOYX vs. VOO - Drawdown Comparison

The maximum HGOYX drawdown since its inception was -63.04%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HGOYX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.91%
-3.52%
HGOYX
VOO

Volatility

HGOYX vs. VOO - Volatility Comparison

The Hartford Growth Opportunities Fund (HGOYX) has a higher volatility of 4.24% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that HGOYX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.24%
3.58%
HGOYX
VOO
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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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