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HNCYX vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HNCYX and VFIAX is 0.77, 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.


-0.50.00.51.00.8

Performance

HNCYX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford International Growth Fund (HNCYX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
8.11%
10.78%
HNCYX
VFIAX

Key characteristics

Sharpe Ratio

HNCYX:

1.06

VFIAX:

1.96

Sortino Ratio

HNCYX:

1.56

VFIAX:

2.63

Omega Ratio

HNCYX:

1.19

VFIAX:

1.36

Calmar Ratio

HNCYX:

0.82

VFIAX:

2.97

Martin Ratio

HNCYX:

4.85

VFIAX:

12.30

Ulcer Index

HNCYX:

3.36%

VFIAX:

2.04%

Daily Std Dev

HNCYX:

15.28%

VFIAX:

12.79%

Max Drawdown

HNCYX:

-72.29%

VFIAX:

-55.20%

Current Drawdown

HNCYX:

-5.94%

VFIAX:

0.00%

Returns By Period

In the year-to-date period, HNCYX achieves a 9.51% return, which is significantly higher than VFIAX's 4.11% return. Over the past 10 years, HNCYX has underperformed VFIAX with an annualized return of 4.76%, while VFIAX has yielded a comparatively higher 13.28% annualized return.


HNCYX

YTD

9.51%

1M

9.02%

6M

8.11%

1Y

13.51%

5Y*

4.42%

10Y*

4.76%

VFIAX

YTD

4.11%

1M

2.86%

6M

10.78%

1Y

23.17%

5Y*

14.34%

10Y*

13.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HNCYX vs. VFIAX - Expense Ratio Comparison

HNCYX has a 0.95% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


HNCYX
Hartford International Growth Fund
Expense ratio chart for HNCYX: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

HNCYX vs. VFIAX — Risk-Adjusted Performance Rank

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

HNCYX
The Risk-Adjusted Performance Rank of HNCYX is 5555
Overall Rank
The Sharpe Ratio Rank of HNCYX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of HNCYX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of HNCYX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of HNCYX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of HNCYX is 6161
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 8787
Overall Rank
The Sharpe Ratio Rank of VFIAX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HNCYX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford International Growth Fund (HNCYX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for HNCYX, currently valued at 1.06, compared to the broader market-1.000.001.002.003.004.001.061.96
The chart of Sortino ratio for HNCYX, currently valued at 1.56, compared to the broader market0.002.004.006.008.0010.0012.001.562.63
The chart of Omega ratio for HNCYX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.36
The chart of Calmar ratio for HNCYX, currently valued at 0.82, compared to the broader market0.005.0010.0015.0020.000.822.97
The chart of Martin ratio for HNCYX, currently valued at 4.85, compared to the broader market0.0020.0040.0060.0080.004.8512.30
HNCYX
VFIAX

The current HNCYX Sharpe Ratio is 1.06, which is lower than the VFIAX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of HNCYX and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.06
1.96
HNCYX
VFIAX

Dividends

HNCYX vs. VFIAX - Dividend Comparison

HNCYX's dividend yield for the trailing twelve months is around 0.35%, less than VFIAX's 1.19% yield.


TTM20242023202220212020201920182017201620152014
HNCYX
Hartford International Growth Fund
0.35%0.39%0.76%1.07%0.52%0.21%0.85%1.04%0.81%1.57%1.10%0.75%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.19%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

Drawdowns

HNCYX vs. VFIAX - Drawdown Comparison

The maximum HNCYX drawdown since its inception was -72.29%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for HNCYX and VFIAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.94%
0
HNCYX
VFIAX

Volatility

HNCYX vs. VFIAX - Volatility Comparison

Hartford International Growth Fund (HNCYX) has a higher volatility of 4.82% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.21%. This indicates that HNCYX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.82%
3.21%
HNCYX
VFIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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