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HISCX vs. TOTL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HISCXTOTL
YTD Return12.19%6.70%
1Y Return22.54%11.51%
3Y Return (Ann)-2.75%-0.45%
5Y Return (Ann)7.64%0.55%
Sharpe Ratio1.091.65
Daily Std Dev20.17%6.91%
Max Drawdown-59.19%-16.48%
Current Drawdown-13.03%-1.92%

Correlation

-0.50.00.51.0-0.0

The correlation between HISCX and TOTL is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

HISCX vs. TOTL - Performance Comparison

In the year-to-date period, HISCX achieves a 12.19% return, which is significantly higher than TOTL's 6.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%AprilMayJuneJulyAugustSeptember
5.12%
7.21%
HISCX
TOTL

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HISCX vs. TOTL - Expense Ratio Comparison

HISCX has a 0.64% expense ratio, which is higher than TOTL's 0.55% expense ratio.


HISCX
Hartford Small Cap Growth HLS Fund
Expense ratio chart for HISCX: current value at 0.64% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.64%
Expense ratio chart for TOTL: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

HISCX vs. TOTL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Small Cap Growth HLS Fund (HISCX) and SPDR DoubleLine Total Return Tactical ETF (TOTL). 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.


HISCX
Sharpe ratio
The chart of Sharpe ratio for HISCX, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.005.001.09
Sortino ratio
The chart of Sortino ratio for HISCX, currently valued at 1.62, compared to the broader market0.005.0010.001.62
Omega ratio
The chart of Omega ratio for HISCX, currently valued at 1.19, compared to the broader market1.002.003.004.001.19
Calmar ratio
The chart of Calmar ratio for HISCX, currently valued at 0.61, compared to the broader market0.005.0010.0015.0020.000.61
Martin ratio
The chart of Martin ratio for HISCX, currently valued at 5.35, compared to the broader market0.0020.0040.0060.0080.00100.005.35
TOTL
Sharpe ratio
The chart of Sharpe ratio for TOTL, currently valued at 1.65, compared to the broader market-1.000.001.002.003.004.005.001.65
Sortino ratio
The chart of Sortino ratio for TOTL, currently valued at 2.41, compared to the broader market0.005.0010.002.41
Omega ratio
The chart of Omega ratio for TOTL, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for TOTL, currently valued at 0.73, compared to the broader market0.005.0010.0015.0020.000.73
Martin ratio
The chart of Martin ratio for TOTL, currently valued at 8.33, compared to the broader market0.0020.0040.0060.0080.00100.008.33

HISCX vs. TOTL - Sharpe Ratio Comparison

The current HISCX Sharpe Ratio is 1.09, which is lower than the TOTL Sharpe Ratio of 1.65. The chart below compares the 12-month rolling Sharpe Ratio of HISCX and TOTL.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
1.09
1.65
HISCX
TOTL

Dividends

HISCX vs. TOTL - Dividend Comparison

HISCX's dividend yield for the trailing twelve months is around 0.29%, less than TOTL's 4.94% yield.


TTM20232022202120202019201820172016201520142013
HISCX
Hartford Small Cap Growth HLS Fund
0.29%0.00%22.03%8.72%2.93%19.12%7.80%0.04%4.39%0.09%22.13%11.66%
TOTL
SPDR DoubleLine Total Return Tactical ETF
4.94%4.85%4.68%3.07%2.91%3.31%3.41%3.00%3.25%2.67%0.00%0.00%

Drawdowns

HISCX vs. TOTL - Drawdown Comparison

The maximum HISCX drawdown since its inception was -59.19%, which is greater than TOTL's maximum drawdown of -16.48%. Use the drawdown chart below to compare losses from any high point for HISCX and TOTL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-13.03%
-1.92%
HISCX
TOTL

Volatility

HISCX vs. TOTL - Volatility Comparison

Hartford Small Cap Growth HLS Fund (HISCX) has a higher volatility of 6.08% compared to SPDR DoubleLine Total Return Tactical ETF (TOTL) at 1.02%. This indicates that HISCX's price experiences larger fluctuations and is considered to be riskier than TOTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
6.08%
1.02%
HISCX
TOTL