HQGO vs. BBHL

Last updated Jun 5, 2026

HQGO (Hartford US Quality Growth ETF) and BBHL (BBH Select Large Cap ETF) are both Large Cap Growth Equities funds - HQGO tracks the Hartford US Quality Growth Index - Benchmark TR Gross while BBHL tracks the Actively Managed. Both are passively managed. Their correlation of 0.91 suggests significant overlap in exposure. HQGO charges 0.34%/yr vs 0.71%/yr for BBHL.

Performance

HQGO vs. BBHL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford US Quality Growth ETF (HQGO) and BBH Select Large Cap ETF (BBHL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HQGO achieves a 10.30% return, which is significantly higher than BBHL's 6.39% return.

HQGO

• 1D: 0.12%
• 1M: 4.99%
• YTD: 10.30%
• 6M: 9.57%
• 1Y: 25.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BBHL

• 1D: 0.94%
• 1M: 4.01%
• YTD: 6.39%
• 6M: 6.61%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HQGO vs. BBHL - Yearly Performance Comparison

	2026 (YTD)	2025
HQGO Hartford US Quality Growth ETF	10.30%	2.93%
BBHL BBH Select Large Cap ETF	6.39%	2.72%

Correlation

The correlation between HQGO and BBHL is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025	0.91

Return for Risk

HQGO vs. BBHL — Risk / Return Rank

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

HQGO

HQGO Risk / Return Rank: 56
HQGO Sharpe Ratio Rank: 58
HQGO Sortino Ratio Rank: 57
HQGO Omega Ratio Rank: 56
HQGO Calmar Ratio Rank: 51
HQGO Martin Ratio Rank: 59

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.

HQGO vs. BBHL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford US Quality Growth ETF (HQGO) and BBH Select Large Cap ETF (BBHL). 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.

	HQGO	BBHL	Difference
Sharpe ratio: Return per unit of total volatility	1.95	—	—
Sortino ratio: Return per unit of downside risk	2.68	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	2.50	—	—
Martin ratio: Return relative to average drawdown	10.30	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	HQGO	BBHL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.95	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.38	1.41	-0.03

Drawdowns

HQGO vs. BBHL - Drawdown Comparison

The maximum HQGO drawdown since its inception was -20.85%, which is greater than BBHL's maximum drawdown of -11.99%. Use the drawdown chart below to compare losses from any high point for HQGO and BBHL.

Drawdown Indicators

	HQGO	BBHL	Difference
Max Drawdown Largest peak-to-trough decline	-20.85%	-11.99%	-8.86%
Max Drawdown (1Y) Largest decline over 1 year	-10.40%	—	—
Current Drawdown Current decline from peak	-0.72%	0.00%	-0.72%
Average Drawdown Average peak-to-trough decline	-2.52%	-2.98%	+0.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	—	—

Volatility

Volatility by Period

	HQGO	BBHL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.59%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.94%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.35%	12.71%	+0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.97%	12.71%	+4.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.97%	12.71%	+4.26%

HQGO vs. BBHL - Expense Ratio Comparison

HQGO has a 0.34% expense ratio, which is lower than BBHL's 0.71% expense ratio.

Dividends

HQGO vs. BBHL - Dividend Comparison

HQGO's dividend yield for the trailing twelve months is around 0.46%, while BBHL has not paid dividends to shareholders.

Position	TTM	2025	2024
BBHL BBH Select Large Cap ETF	0.00%	0.00%	0.00%
HQGO Hartford US Quality Growth ETF	0.46%	0.51%	0.52%

Frequently Asked Questions

Can I hold both HQGO and BBHL in my portfolio?

With a correlation of 0.91, HQGO and BBHL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, HQGO or BBHL?

On fees, HQGO is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, HQGO or BBHL?

HQGO is cheaper with a 0.34% expense ratio, compared with 0.71% for BBHL.

Which ETF pays a higher dividend yield, HQGO or BBHL?

HQGO has the higher dividend yield at 0.46%, compared with 0.00% for BBHL.

What is the main difference between HQGO and BBHL?

HQGO tracks Hartford US Quality Growth Index - Benchmark TR Gross, while BBHL tracks Actively Managed. They also come from different issuers: Hartford and BBH. Their fees differ too: 0.34% for HQGO and 0.71% for BBHL.