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HNCYX vs. HGOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HNCYX vs. HGOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford International Growth Fund (HNCYX) and The Hartford Growth Opportunities Fund Class I (HGOIX). The values are adjusted to include any dividend payments, if applicable.

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HNCYX vs. HGOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HNCYX
Hartford International Growth Fund
-6.77%27.17%8.24%18.79%-27.84%3.91%23.50%27.87%-14.37%33.55%
HGOIX
The Hartford Growth Opportunities Fund Class I
-10.11%13.52%42.27%40.98%-36.87%7.59%62.12%30.28%-0.78%30.63%

Returns By Period

In the year-to-date period, HNCYX achieves a -6.77% return, which is significantly higher than HGOIX's -10.11% return. Over the past 10 years, HNCYX has underperformed HGOIX with an annualized return of 7.46%, while HGOIX has yielded a comparatively higher 14.72% annualized return.


HNCYX

1D
3.84%
1M
-8.53%
YTD
-6.77%
6M
-5.18%
1Y
16.60%
3Y*
9.98%
5Y*
1.81%
10Y*
7.46%

HGOIX

1D
4.66%
1M
-5.17%
YTD
-10.11%
6M
-10.14%
1Y
15.46%
3Y*
21.18%
5Y*
6.17%
10Y*
14.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HNCYX vs. HGOIX - Expense Ratio Comparison

HNCYX has a 0.95% expense ratio, which is higher than HGOIX's 0.82% expense ratio.


Return for Risk

HNCYX vs. HGOIX — Risk / Return Rank

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

HNCYX
HNCYX Risk / Return Rank: 2929
Overall Rank
HNCYX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HNCYX Sortino Ratio Rank: 2929
Sortino Ratio Rank
HNCYX Omega Ratio Rank: 2626
Omega Ratio Rank
HNCYX Calmar Ratio Rank: 3131
Calmar Ratio Rank
HNCYX Martin Ratio Rank: 3232
Martin Ratio Rank

HGOIX
HGOIX Risk / Return Rank: 2828
Overall Rank
HGOIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
HGOIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
HGOIX Omega Ratio Rank: 2727
Omega Ratio Rank
HGOIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
HGOIX Martin Ratio Rank: 2727
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.

HNCYX vs. HGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford International Growth Fund (HNCYX) and The Hartford Growth Opportunities Fund Class I (HGOIX). 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.


HNCYXHGOIXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.68

+0.10

Sortino ratio

Return per unit of downside risk

1.19

1.11

+0.07

Omega ratio

Gain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratio

Return relative to maximum drawdown

1.03

0.91

+0.12

Martin ratio

Return relative to average drawdown

3.98

3.09

+0.89

HNCYX vs. HGOIX - Sharpe Ratio Comparison

The current HNCYX Sharpe Ratio is 0.78, which is comparable to the HGOIX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of HNCYX and HGOIX, 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


HNCYXHGOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.68

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.25

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.63

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.50

-0.23

Correlation

The correlation between HNCYX and HGOIX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HNCYX vs. HGOIX - Dividend Comparison

HNCYX's dividend yield for the trailing twelve months is around 1.39%, less than HGOIX's 7.05% yield.


TTM20252024202320222021202020192018201720162015
HNCYX
Hartford International Growth Fund
1.39%1.30%0.39%0.76%1.07%0.83%3.27%0.85%8.81%0.81%1.57%1.11%
HGOIX
The Hartford Growth Opportunities Fund Class I
7.05%6.34%0.00%0.00%0.00%22.80%13.21%6.01%30.76%8.69%3.76%8.81%

Drawdowns

HNCYX vs. HGOIX - Drawdown Comparison

The maximum HNCYX drawdown since its inception was -68.17%, which is greater than HGOIX's maximum drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for HNCYX and HGOIX.


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Drawdown Indicators


HNCYXHGOIXDifference

Max Drawdown

Largest peak-to-trough decline

-68.17%

-58.07%

-10.10%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-17.71%

+2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-43.89%

-44.99%

+1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-43.89%

-44.99%

+1.10%

Current Drawdown

Current decline from peak

-11.86%

-13.88%

+2.02%

Average Drawdown

Average peak-to-trough decline

-18.56%

-12.07%

-6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

5.20%

-1.28%

Volatility

HNCYX vs. HGOIX - Volatility Comparison

Hartford International Growth Fund (HNCYX) has a higher volatility of 10.19% compared to The Hartford Growth Opportunities Fund Class I (HGOIX) at 8.30%. This indicates that HNCYX's price experiences larger fluctuations and is considered to be riskier than HGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HNCYXHGOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.19%

8.30%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

15.44%

14.82%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

22.01%

24.05%

-2.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.91%

25.14%

-5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

23.37%

-4.64%