HMDYX vs. TGFRX
HMDYX (The Hartford MidCap Fund) and TGFRX (Tanaka Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, HMDYX returned 8.29%/yr vs 14.83%/yr for TGFRX. Their correlation of 0.80 means they have usually moved in the same direction. HMDYX charges 0.79%/yr vs 2.19%/yr for TGFRX.
Performance
HMDYX vs. TGFRX - Performance Comparison
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Returns By Period
In the year-to-date period, HMDYX achieves a 4.54% return, which is significantly lower than TGFRX's 14.64% return. Over the past 10 years, HMDYX has underperformed TGFRX with an annualized return of 8.29%, while TGFRX has yielded a comparatively higher 14.83% annualized return.
HMDYX
- 1D
- 2.30%
- 1M
- -3.65%
- 6M
- 3.97%
- YTD
- 4.54%
- 1Y
- -0.30%
- 3Y*
- 4.96%
- 5Y*
- -0.50%
- 10Y*
- 8.29%
- ALL TIME*
- 10.94%
TGFRX
- 1D
- 1.58%
- 1M
- -1.75%
- 6M
- 5.03%
- YTD
- 14.64%
- 1Y
- 39.87%
- 3Y*
- 27.42%
- 5Y*
- 14.01%
- 10Y*
- 14.83%
- ALL TIME*
- 8.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
TGFRX Tanaka Growth Fund | $0.00 | $0.00 | $0.00 |
HMDYX vs. TGFRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HMDYX The Hartford MidCap Fund | 4.54% | -0.48% | 6.17% | 14.70% | -24.01% | 9.89% | 25.10% | 38.80% | -7.56% | 24.41% |
TGFRX Tanaka Growth Fund | 14.64% | 39.56% | 17.98% | 50.24% | -22.62% | 26.54% | 50.87% | 18.78% | -25.18% | 7.28% |
Correlation
The correlation between HMDYX and TGFRX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999 | 0.80 |
The correlation between HMDYX and TGFRX has been stable across timeframes, ranging from 0.71 to 0.80 - a consistent structural relationship.
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Return for Risk
HMDYX vs. TGFRX — Risk / Return Rank
HMDYX
TGFRX
HMDYX vs. TGFRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Hartford MidCap Fund (HMDYX) and Tanaka Growth Fund (TGFRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HMDYX | TGFRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.24 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 2.80 | -2.71 |
| Martin ratioReturn relative to average drawdown | 0.24 | 6.72 | -6.47 |
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Drawdowns
HMDYX vs. TGFRX - Drawdown Comparison
The maximum HMDYX drawdown since its inception was -50.76%, smaller than the maximum TGFRX drawdown of -74.43%. Use the drawdown chart below to compare losses from any high point for HMDYX and TGFRX.
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Drawdown Indicators
| HMDYX | TGFRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.76% | -74.43% | +23.67% |
Max Drawdown (1Y)Largest decline over 1 year | -15.91% | -16.01% | +0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -26.77% | -61.68% | +34.91% |
Max Drawdown (5Y)Largest decline over 5 years | -32.92% | -61.68% | +28.76% |
Max Drawdown (10Y)Largest decline over 10 years | -37.98% | -61.68% | +23.70% |
Current DrawdownCurrent decline from peak | -6.70% | -29.50% | +22.80% |
Average DrawdownAverage peak-to-trough decline | -8.86% | -29.60% | +20.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 6.65% | -0.98% |
Volatility
HMDYX vs. TGFRX - Volatility Comparison
The current volatility for The Hartford MidCap Fund (HMDYX) is 6.64%, while Tanaka Growth Fund (TGFRX) has a volatility of 11.14%. This indicates that HMDYX experiences smaller price fluctuations and is considered to be less risky than TGFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HMDYX | TGFRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 11.14% | -4.50% |
Volatility (6M)Calculated over the trailing 6-month period | 16.78% | 24.34% | -7.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.50% | 32.08% | -11.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.98% | 62.34% | -40.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.65% | 47.57% | -25.92% |
HMDYX vs. TGFRX - Expense Ratio Comparison
HMDYX has a 0.79% expense ratio, which is lower than TGFRX's 2.19% expense ratio.
Dividends
HMDYX vs. TGFRX - Dividend Comparison
HMDYX's dividend yield for the trailing twelve months is around 17.77%, more than TGFRX's 11.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HMDYX The Hartford MidCap Fund | 17.77% | 18.58% | 4.80% | 1.73% | 7.40% | 10.29% | 9.17% | 8.60% | 11.42% | 3.95% | 2.61% | 7.05% |
TGFRX Tanaka Growth Fund | 11.36% | 13.02% | 6.89% | 0.00% | 0.11% | 7.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HMDYX and TGFRX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGFRX has higher volatility (11.14%) compared to HMDYX (6.64%). In terms of maximum drawdown, HMDYX dropped -50.76% vs TGFRX's -74.43%.
TGFRX currently has the higher Sharpe Ratio (1.40 vs 0.07), 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.
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