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HILYX vs. SPMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HILYX vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford International Value Fund (HILYX) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

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HILYX vs. SPMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HILYX
Hartford International Value Fund
0.81%44.76%0.28%19.84%-2.28%18.79%-5.94%18.28%-17.74%24.91%
SPMO
Invesco S&P 500 Momentum ETF
-5.78%26.58%45.82%17.56%-10.45%22.64%28.25%25.93%-0.92%27.76%

Returns By Period

In the year-to-date period, HILYX achieves a 0.81% return, which is significantly higher than SPMO's -5.78% return. Over the past 10 years, HILYX has underperformed SPMO with an annualized return of 10.71%, while SPMO has yielded a comparatively higher 17.16% annualized return.


HILYX

1D
-0.08%
1M
-10.13%
YTD
0.81%
6M
7.23%
1Y
29.52%
3Y*
17.82%
5Y*
12.72%
10Y*
10.71%

SPMO

1D
3.96%
1M
-5.89%
YTD
-5.78%
6M
-6.90%
1Y
22.23%
3Y*
28.36%
5Y*
17.17%
10Y*
17.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HILYX vs. SPMO - Expense Ratio Comparison

HILYX has a 0.91% expense ratio, which is higher than SPMO's 0.13% expense ratio.


Return for Risk

HILYX vs. SPMO — Risk / Return Rank

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

HILYX
HILYX Risk / Return Rank: 8787
Overall Rank
HILYX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
HILYX Sortino Ratio Rank: 8787
Sortino Ratio Rank
HILYX Omega Ratio Rank: 8787
Omega Ratio Rank
HILYX Calmar Ratio Rank: 8787
Calmar Ratio Rank
HILYX Martin Ratio Rank: 8686
Martin Ratio Rank

SPMO
SPMO Risk / Return Rank: 6666
Overall Rank
SPMO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPMO Omega Ratio Rank: 6565
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7474
Calmar Ratio Rank
SPMO Martin Ratio Rank: 6868
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.

HILYX vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford International Value Fund (HILYX) and Invesco S&P 500 Momentum ETF (SPMO). 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.


HILYXSPMODifference

Sharpe ratio

Return per unit of total volatility

1.82

0.98

+0.83

Sortino ratio

Return per unit of downside risk

2.36

1.51

+0.85

Omega ratio

Gain probability vs. loss probability

1.36

1.22

+0.14

Calmar ratio

Return relative to maximum drawdown

2.24

1.79

+0.45

Martin ratio

Return relative to average drawdown

8.99

6.36

+2.63

HILYX vs. SPMO - Sharpe Ratio Comparison

The current HILYX Sharpe Ratio is 1.82, which is higher than the SPMO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of HILYX and SPMO, 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


HILYXSPMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

0.98

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.91

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.86

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.85

-0.27

Correlation

The correlation between HILYX and SPMO is 0.52, 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

HILYX vs. SPMO - Dividend Comparison

HILYX's dividend yield for the trailing twelve months is around 5.75%, more than SPMO's 0.91% yield.


TTM20252024202320222021202020192018201720162015
HILYX
Hartford International Value Fund
5.75%5.80%0.00%2.67%2.84%3.22%2.08%3.05%8.24%6.97%5.23%3.55%
SPMO
Invesco S&P 500 Momentum ETF
0.91%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Drawdowns

HILYX vs. SPMO - Drawdown Comparison

The maximum HILYX drawdown since its inception was -48.29%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for HILYX and SPMO.


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Drawdown Indicators


HILYXSPMODifference

Max Drawdown

Largest peak-to-trough decline

-48.29%

-30.95%

-17.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.31%

-12.70%

+1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-25.58%

-22.74%

-2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-48.29%

-30.95%

-17.34%

Current Drawdown

Current decline from peak

-10.13%

-9.24%

-0.89%

Average Drawdown

Average peak-to-trough decline

-8.23%

-4.66%

-3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.57%

-0.59%

Volatility

HILYX vs. SPMO - Volatility Comparison

Hartford International Value Fund (HILYX) and Invesco S&P 500 Momentum ETF (SPMO) have volatilities of 6.64% and 6.82%, 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.


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Volatility by Period


HILYXSPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

6.82%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

12.62%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

22.68%

-7.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

19.06%

-4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

20.08%

-3.03%