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HGXIX vs. HGOYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HGXIX vs. HGOYX - Performance Comparison

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

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HGXIX vs. HGOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HGXIX
Hartford Global Impact Fund
-4.00%9.62%7.78%13.19%-22.53%10.86%31.37%27.97%-10.10%23.00%
HGOYX
The Hartford Growth Opportunities Fund
-14.11%13.55%42.30%40.99%-36.88%7.60%62.18%30.37%-0.67%21.19%

Returns By Period

In the year-to-date period, HGXIX achieves a -4.00% return, which is significantly higher than HGOYX's -14.11% return.


HGXIX

1D
-0.68%
1M
-9.90%
YTD
-4.00%
6M
-6.82%
1Y
5.93%
3Y*
7.33%
5Y*
1.85%
10Y*

HGOYX

1D
-1.19%
1M
-8.77%
YTD
-14.11%
6M
-13.83%
1Y
11.11%
3Y*
19.38%
5Y*
5.57%
10Y*
14.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HGXIX vs. HGOYX - Expense Ratio Comparison

HGXIX has a 0.89% expense ratio, which is higher than HGOYX's 0.84% expense ratio.


Return for Risk

HGXIX vs. HGOYX — Risk / Return Rank

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

HGXIX
HGXIX Risk / Return Rank: 1414
Overall Rank
HGXIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
HGXIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
HGXIX Omega Ratio Rank: 1313
Omega Ratio Rank
HGXIX Calmar Ratio Rank: 1515
Calmar Ratio Rank
HGXIX Martin Ratio Rank: 1414
Martin Ratio Rank

HGOYX
HGOYX Risk / Return Rank: 1818
Overall Rank
HGOYX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HGOYX Sortino Ratio Rank: 2020
Sortino Ratio Rank
HGOYX Omega Ratio Rank: 1919
Omega Ratio Rank
HGOYX Calmar Ratio Rank: 1616
Calmar Ratio Rank
HGOYX Martin Ratio Rank: 1616
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.

HGXIX vs. HGOYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Global Impact Fund (HGXIX) and The Hartford Growth Opportunities Fund (HGOYX). 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.


HGXIXHGOYXDifference

Sharpe ratio

Return per unit of total volatility

0.36

0.46

-0.10

Sortino ratio

Return per unit of downside risk

0.61

0.82

-0.21

Omega ratio

Gain probability vs. loss probability

1.08

1.11

-0.03

Calmar ratio

Return relative to maximum drawdown

0.43

0.47

-0.04

Martin ratio

Return relative to average drawdown

1.28

1.61

-0.33

HGXIX vs. HGOYX - Sharpe Ratio Comparison

The current HGXIX Sharpe Ratio is 0.36, which is comparable to the HGOYX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of HGXIX and HGOYX, 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


HGXIXHGOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

0.46

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.22

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.51

-0.03

Correlation

The correlation between HGXIX and HGOYX is 0.78, 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

HGXIX vs. HGOYX - Dividend Comparison

HGXIX's dividend yield for the trailing twelve months is around 0.56%, less than HGOYX's 6.48% yield.


TTM20252024202320222021202020192018201720162015
HGXIX
Hartford Global Impact Fund
0.56%0.54%0.00%0.97%0.78%2.85%0.69%0.71%14.85%4.04%0.00%0.00%
HGOYX
The Hartford Growth Opportunities Fund
6.48%5.56%0.00%0.00%0.00%20.17%11.94%5.50%28.31%8.15%3.55%8.46%

Drawdowns

HGXIX vs. HGOYX - Drawdown Comparison

The maximum HGXIX drawdown since its inception was -36.01%, smaller than the maximum HGOYX drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for HGXIX and HGOYX.


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Drawdown Indicators


HGXIXHGOYXDifference

Max Drawdown

Largest peak-to-trough decline

-36.01%

-58.04%

+22.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-17.70%

+7.03%

Max Drawdown (5Y)

Largest decline over 5 years

-32.08%

-44.98%

+12.90%

Max Drawdown (10Y)

Largest decline over 10 years

-44.98%

Current Drawdown

Current decline from peak

-10.61%

-17.70%

+7.09%

Average Drawdown

Average peak-to-trough decline

-9.04%

-11.47%

+2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

5.12%

-1.57%

Volatility

HGXIX vs. HGOYX - Volatility Comparison

The current volatility for Hartford Global Impact Fund (HGXIX) is 5.51%, while The Hartford Growth Opportunities Fund (HGOYX) has a volatility of 6.71%. This indicates that HGXIX experiences smaller price fluctuations and is considered to be less risky than HGOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGXIXHGOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

6.71%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

14.08%

-4.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

23.65%

-7.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

25.06%

-8.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

23.33%

-5.96%