PortfoliosLab logoPortfoliosLab logo
HGOYX vs. VTMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HGOYX vs. VTMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Growth Opportunities Fund (HGOYX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HGOYX vs. VTMGX - 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%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
2.46%35.17%3.03%17.65%-15.33%11.39%10.25%22.04%-14.48%26.39%

Returns By Period

In the year-to-date period, HGOYX achieves a -10.11% return, which is significantly lower than VTMGX's 2.46% return. Over the past 10 years, HGOYX has outperformed VTMGX with an annualized return of 14.78%, while VTMGX has yielded a comparatively lower 9.31% 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%

VTMGX

1D
2.96%
1M
-7.62%
YTD
2.46%
6M
7.79%
1Y
29.28%
3Y*
15.95%
5Y*
8.51%
10Y*
9.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VTMGX - Expense Ratio Comparison

HGOYX has a 0.84% expense ratio, which is higher than VTMGX's 0.07% expense ratio.


Return for Risk

HGOYX vs. VTMGX — 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

VTMGX
VTMGX Risk / Return Rank: 8787
Overall Rank
VTMGX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VTMGX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VTMGX Omega Ratio Rank: 8484
Omega Ratio Rank
VTMGX Calmar Ratio Rank: 8989
Calmar Ratio Rank
VTMGX Martin Ratio Rank: 8888
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. VTMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Growth Opportunities Fund (HGOYX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.


HGOYXVTMGXDifference

Sharpe ratio

Return per unit of total volatility

0.68

1.79

-1.11

Sortino ratio

Return per unit of downside risk

1.12

2.35

-1.23

Omega ratio

Gain probability vs. loss probability

1.15

1.35

-0.20

Calmar ratio

Return relative to maximum drawdown

0.91

2.44

-1.53

Martin ratio

Return relative to average drawdown

3.10

9.56

-6.46

HGOYX vs. VTMGX - Sharpe Ratio Comparison

The current HGOYX Sharpe Ratio is 0.68, which is lower than the VTMGX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of HGOYX and VTMGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HGOYXVTMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.79

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.55

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.57

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.29

+0.23

Correlation

The correlation between HGOYX and VTMGX is 0.70, 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. VTMGX - Dividend Comparison

HGOYX's dividend yield for the trailing twelve months is around 6.19%, more than VTMGX's 2.92% 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%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
2.92%3.20%3.34%3.14%2.88%3.14%2.02%3.03%3.33%2.77%3.06%2.91%

Drawdowns

HGOYX vs. VTMGX - Drawdown Comparison

The maximum HGOYX drawdown since its inception was -58.04%, roughly equal to the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for HGOYX and VTMGX.


Loading graphics...

Drawdown Indicators


HGOYXVTMGXDifference

Max Drawdown

Largest peak-to-trough decline

-58.04%

-60.58%

+2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-17.70%

-11.67%

-6.03%

Max Drawdown (5Y)

Largest decline over 5 years

-44.98%

-29.71%

-15.27%

Max Drawdown (10Y)

Largest decline over 10 years

-44.98%

-35.68%

-9.30%

Current Drawdown

Current decline from peak

-13.87%

-9.01%

-4.86%

Average Drawdown

Average peak-to-trough decline

-11.47%

-14.74%

+3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.19%

2.97%

+2.22%

Volatility

HGOYX vs. VTMGX - Volatility Comparison

The Hartford Growth Opportunities Fund (HGOYX) has a higher volatility of 8.31% compared to Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) at 7.83%. This indicates that HGOYX's price experiences larger fluctuations and is considered to be riskier than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HGOYXVTMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

7.83%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

11.28%

+3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

24.05%

16.68%

+7.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.14%

15.65%

+9.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

16.45%

+6.92%