HGXIX vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Hartford Global Impact Fund (HGXIX) and S&P 500 Index (^GSPC).

HGXIX is managed by Hartford. It was launched on Feb 27, 2017.

Performance

HGXIX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Global Impact Fund (HGXIX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

HGXIX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HGXIX Hartford Global Impact Fund	-1.13%	9.62%	7.78%	13.19%	-22.53%	10.86%	31.37%	27.97%	-10.10%	23.00%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	13.11%

Returns By Period

In the year-to-date period, HGXIX achieves a -1.13% return, which is significantly higher than ^GSPC's -3.95% return.

HGXIX

• 1D: 2.98%
• 1M: -6.96%
• YTD: -1.13%
• 6M: -4.48%
• 1Y: 8.66%
• 3Y*: 8.38%
• 5Y*: 2.18%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HGXIX vs. ^GSPC — Risk / Return Rank

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

HGXIX

HGXIX Risk / Return Rank: 18
HGXIX Sharpe Ratio Rank: 17
HGXIX Sortino Ratio Rank: 16
HGXIX Omega Ratio Rank: 15
HGXIX Calmar Ratio Rank: 24
HGXIX Martin Ratio Rank: 19

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

HGXIX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Global Impact Fund (HGXIX) and S&P 500 Index (^GSPC). 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.

	HGXIX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.54	0.92	-0.37
Sortino ratio Return per unit of downside risk	0.87	1.41	-0.55
Omega ratio Gain probability vs. loss probability	1.12	1.21	-0.10
Calmar ratio Return relative to maximum drawdown	0.85	1.41	-0.56
Martin ratio Return relative to average drawdown	2.54	6.61	-4.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HGXIX vs. ^GSPC - Sharpe Ratio Comparison

The current HGXIX Sharpe Ratio is 0.54, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of HGXIX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HGXIX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.54	0.92	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	0.61	-0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.46	+0.04

Correlation

The correlation between HGXIX and ^GSPC is 0.85, 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.

Drawdowns

HGXIX vs. ^GSPC - Drawdown Comparison

The maximum HGXIX drawdown since its inception was -36.01%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HGXIX and ^GSPC.

Drawdown Indicators

	HGXIX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-36.01%	-56.78%	+20.77%
Max Drawdown (1Y) Largest decline over 1 year	-10.67%	-12.14%	+1.47%
Max Drawdown (5Y) Largest decline over 5 years	-32.08%	-25.43%	-6.65%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-7.94%	-5.78%	-2.16%
Average Drawdown Average peak-to-trough decline	-9.04%	-10.75%	+1.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.58%	2.60%	+0.98%

Volatility

HGXIX vs. ^GSPC - Volatility Comparison

Hartford Global Impact Fund (HGXIX) has a higher volatility of 6.49% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that HGXIX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HGXIX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.49%	5.37%	+1.12%
Volatility (6M) Calculated over the trailing 6-month period	10.43%	9.55%	+0.88%
Volatility (1Y) Calculated over the trailing 1-year period	16.76%	18.33%	-1.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.44%	16.90%	-0.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.40%	18.05%	-0.65%