HIACX vs. NWAUX

Last updated Apr 3, 2026

Compare and contrast key facts about Hartford Capital Appreciation HLS Fund (HIACX) and Nationwide GQG US Quality Equity Fund (NWAUX).

HIACX is managed by Hartford. It was launched on Apr 2, 1984. NWAUX is managed by Nationwide. It was launched on Jan 24, 2021.

Performance

HIACX vs. NWAUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Capital Appreciation HLS Fund (HIACX) and Nationwide GQG US Quality Equity Fund (NWAUX). The values are adjusted to include any dividend payments, if applicable.

HIACX vs. NWAUX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
HIACX Hartford Capital Appreciation HLS Fund	-5.28%	13.68%	21.26%	20.01%	-15.73%	12.53%
NWAUX Nationwide GQG US Quality Equity Fund	8.02%	-4.92%	27.90%	18.30%	-3.23%	22.65%

Returns By Period

In the year-to-date period, HIACX achieves a -5.28% return, which is significantly lower than NWAUX's 8.02% return.

HIACX

• 1D: 0.60%
• 1M: -3.82%
• YTD: -5.28%
• 6M: -2.28%
• 1Y: 13.10%
• 3Y*: 13.96%
• 5Y*: 7.56%
• 10Y*: 11.49%

NWAUX

• 1D: -1.34%
• 1M: -2.41%
• YTD: 8.02%
• 6M: 6.98%
• 1Y: 3.74%
• 3Y*: 16.81%
• 5Y*: 12.12%
• 10Y*: —

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

HIACX vs. NWAUX - Expense Ratio Comparison

HIACX has a 0.67% expense ratio, which is lower than NWAUX's 0.74% expense ratio.

NWAUX

Nationwide GQG US Quality Equity Fund

HIACX

Hartford Capital Appreciation HLS Fund

Return for Risk

HIACX vs. NWAUX — Risk / Return Rank

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

HIACX

HIACX Risk / Return Rank: 31
HIACX Sharpe Ratio Rank: 26
HIACX Sortino Ratio Rank: 28
HIACX Omega Ratio Rank: 31
HIACX Calmar Ratio Rank: 32
HIACX Martin Ratio Rank: 36

NWAUX

NWAUX Risk / Return Rank: 7
NWAUX Sharpe Ratio Rank: 8
NWAUX Sortino Ratio Rank: 7
NWAUX Omega Ratio Rank: 7
NWAUX Calmar Ratio Rank: 9
NWAUX Martin Ratio Rank: 7

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.

HIACX vs. NWAUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Capital Appreciation HLS Fund (HIACX) and Nationwide GQG US Quality Equity Fund (NWAUX). 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.

	HIACX	NWAUX	Difference
Sharpe ratio Return per unit of total volatility	0.78	0.27	+0.50
Sortino ratio Return per unit of downside risk	1.22	0.45	+0.78
Omega ratio Gain probability vs. loss probability	1.18	1.06	+0.12
Calmar ratio Return relative to maximum drawdown	1.20	0.37	+0.83
Martin ratio Return relative to average drawdown	4.83	0.88	+3.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HIACX vs. NWAUX - Sharpe Ratio Comparison

The current HIACX Sharpe Ratio is 0.78, which is higher than the NWAUX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of HIACX and NWAUX, 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

	HIACX	NWAUX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	0.27	+0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.76	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.80	-0.79

Correlation

The correlation between HIACX and NWAUX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

HIACX vs. NWAUX - Dividend Comparison

HIACX's dividend yield for the trailing twelve months is around 13.68%, more than NWAUX's 4.76% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HIACX Hartford Capital Appreciation HLS Fund	13.68%	12.96%	4.89%	2.43%	16.98%	9.56%	7.62%	12.43%	13.46%	6.53%	11.26%	24.92%
NWAUX Nationwide GQG US Quality Equity Fund	4.76%	4.35%	13.58%	0.40%	1.93%	0.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

HIACX vs. NWAUX - Drawdown Comparison

The maximum HIACX drawdown since its inception was -93.13%, which is greater than NWAUX's maximum drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for HIACX and NWAUX.

Drawdown Indicators

	HIACX	NWAUX	Difference
Max Drawdown Largest peak-to-trough decline	-93.13%	-21.07%	-72.06%
Max Drawdown (1Y) Largest decline over 1 year	-10.56%	-7.52%	-3.04%
Max Drawdown (5Y) Largest decline over 5 years	-25.19%	-21.07%	-4.12%
Max Drawdown (10Y) Largest decline over 10 years	-35.33%	—	—
Current Drawdown Current decline from peak	-7.40%	-8.46%	+1.06%
Average Drawdown Average peak-to-trough decline	-24.98%	-6.85%	-18.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	3.78%	-0.80%

Volatility

HIACX vs. NWAUX - Volatility Comparison

Hartford Capital Appreciation HLS Fund (HIACX) has a higher volatility of 5.32% compared to Nationwide GQG US Quality Equity Fund (NWAUX) at 2.95%. This indicates that HIACX's price experiences larger fluctuations and is considered to be riskier than NWAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HIACX	NWAUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.32%	2.95%	+2.37%
Volatility (6M) Calculated over the trailing 6-month period	9.68%	7.40%	+2.28%
Volatility (1Y) Calculated over the trailing 1-year period	18.06%	12.58%	+5.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.72%	16.11%	+0.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.85%	16.05%	+1.80%