HIAGX vs. HGIYX

Last updated Jun 3, 2026

HIAGX (Hartford Disciplined Equity HLS Fund) and HGIYX (Hartford Core Equity Fund) are both Large Cap Blend Equities funds from Hartford. Over the past 10 years, HIAGX returned 14.05%/yr vs 14.46%/yr for HGIYX. With a 0.99 correlation, they move nearly in lockstep. HIAGX charges 0.60%/yr vs 0.45%/yr for HGIYX.

Performance

HIAGX vs. HGIYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Disciplined Equity HLS Fund (HIAGX) and Hartford Core Equity Fund (HGIYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with HIAGX having a 8.37% return and HGIYX slightly higher at 8.56%. Both investments have delivered pretty close results over the past 10 years, with HIAGX having a 14.05% annualized return and HGIYX not far ahead at 14.46%.

HIAGX

• 1D: 0.08%
• 1M: 3.50%
• YTD: 8.37%
• 6M: 8.25%
• 1Y: 22.80%
• 3Y*: 19.88%
• 5Y*: 11.36%
• 10Y*: 14.05%

HGIYX

• 1D: 0.03%
• 1M: 3.84%
• YTD: 8.56%
• 6M: 8.40%
• 1Y: 22.72%
• 3Y*: 20.27%
• 5Y*: 11.89%
• 10Y*: 14.46%

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

HIAGX vs. HGIYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HIAGX Hartford Disciplined Equity HLS Fund	8.37%	14.28%	25.43%	21.25%	-19.11%	25.57%	18.01%	33.94%	-2.12%	21.89%
HGIYX Hartford Core Equity Fund	8.56%	14.67%	25.87%	21.45%	-18.68%	24.53%	18.42%	36.27%	-1.66%	22.11%

Correlation

The correlation between HIAGX and HGIYX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	1.00
Correlation (5Y) Calculated over the trailing 5-year period	1.00
Correlation (10Y) Calculated over the trailing 10-year period	1.00
Correlation (All Time) Calculated using the full available price history since Jun 1, 1998	0.99

The correlation between HIAGX and HGIYX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

Return for Risk

HIAGX vs. HGIYX — Risk / Return Rank

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

HIAGX

HIAGX Risk / Return Rank: 50
HIAGX Sharpe Ratio Rank: 48
HIAGX Sortino Ratio Rank: 46
HIAGX Omega Ratio Rank: 46
HIAGX Calmar Ratio Rank: 46
HIAGX Martin Ratio Rank: 63

HGIYX

HGIYX Risk / Return Rank: 51
HGIYX Sharpe Ratio Rank: 48
HGIYX Sortino Ratio Rank: 46
HGIYX Omega Ratio Rank: 47
HGIYX Calmar Ratio Rank: 48
HGIYX Martin Ratio Rank: 64

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.

HIAGX vs. HGIYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Disciplined Equity HLS Fund (HIAGX) and Hartford Core Equity Fund (HGIYX). 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.

	HIAGX	HGIYX	Difference
Sharpe ratio Return per unit of total volatility	2.03	2.05	-0.02
Sortino ratio Return per unit of downside risk	2.83	2.86	-0.03
Omega ratio Gain probability vs. loss probability	1.37	1.37	0.00
Calmar ratio Return relative to maximum drawdown	2.60	2.63	-0.02
Martin ratio Return relative to average drawdown	12.44	12.57	-0.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HIAGX vs. HGIYX - Sharpe Ratio Comparison

The current HIAGX Sharpe Ratio is 2.03, which is comparable to the HGIYX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of HIAGX and HGIYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HIAGX	HGIYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.03	2.05	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.73	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.80	0.83	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.49	-0.38

Drawdowns

HIAGX vs. HGIYX - Drawdown Comparison

The maximum HIAGX drawdown since its inception was -51.67%, roughly equal to the maximum HGIYX drawdown of -51.88%. Use the drawdown chart below to compare losses from any high point for HIAGX and HGIYX.

Drawdown Indicators

	HIAGX	HGIYX	Difference
Max Drawdown Largest peak-to-trough decline	-51.67%	-51.88%	+0.21%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-8.93%	-0.06%
Max Drawdown (3Y) Largest decline over 3 years	-17.14%	-17.10%	-0.04%
Max Drawdown (5Y) Largest decline over 5 years	-25.00%	-24.64%	-0.36%
Max Drawdown (10Y) Largest decline over 10 years	-33.87%	-33.47%	-0.40%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-11.06%	-10.13%	-0.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.88%	1.86%	+0.02%

Volatility

HIAGX vs. HGIYX - Volatility Comparison

Hartford Disciplined Equity HLS Fund (HIAGX) and Hartford Core Equity Fund (HGIYX) have volatilities of 2.67% and 2.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HIAGX	HGIYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.67%	2.69%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	8.88%	8.84%	+0.04%
Volatility (1Y) Calculated over the trailing 1-year period	11.51%	11.44%	+0.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.33%	16.33%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.54%	17.41%	+0.13%

HIAGX vs. HGIYX - Expense Ratio Comparison

HIAGX has a 0.60% expense ratio, which is higher than HGIYX's 0.45% expense ratio.

Dividends

HIAGX vs. HGIYX - Dividend Comparison

HIAGX's dividend yield for the trailing twelve months is around 9.76%, less than HGIYX's 10.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HGIYX Hartford Core Equity Fund	10.75%	11.67%	8.93%	2.99%	4.02%	3.18%	0.75%	4.39%	5.62%	3.75%	1.62%	2.10%
HIAGX Hartford Disciplined Equity HLS Fund	9.76%	10.57%	4.76%	1.39%	7.38%	4.63%	7.60%	12.48%	12.29%	12.00%	15.08%	44.72%

Frequently Asked Questions

Can I hold both HIAGX and HGIYX in my portfolio?

With a correlation of 1.00, HIAGX and HGIYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, HIAGX or HGIYX?

HGIYX has higher volatility (2.69%) compared to HIAGX (2.67%). In terms of maximum drawdown, HIAGX dropped -51.67% vs HGIYX's -51.88%.

Which has better risk-adjusted returns?

HGIYX currently has the higher Sharpe Ratio (2.05 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.