PortfoliosLab logoPortfoliosLab logo
HQGO vs. CCOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HQGO vs. CCOR - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, HQGO achieves a 6.19% return, which is significantly higher than CCOR's -2.72% return.


HQGO

1D
-1.12%
1M
-1.79%
YTD
6.19%
6M
4.98%
1Y
21.21%
3Y*
5Y*
10Y*

CCOR

1D
1.37%
1M
-0.73%
YTD
-2.72%
6M
-2.94%
1Y
-3.86%
3Y*
-1.69%
5Y*
-1.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HQGO vs. CCOR - Yearly Performance Comparison


2026 (YTD)202520242023
HQGO
Hartford US Quality Growth ETF
6.19%15.15%25.09%5.10%
CCOR
Core Alternative ETF
-2.72%3.52%-5.70%0.41%

Correlation

The correlation between HQGO and CCOR is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2023

-0.05

HQGO vs. CCOR - Sectors Allocation Comparison


Sectors
HQGO
CCOR

Technology

42.1%
15.6%

Consumer Cyclical

13.5%
8.8%

Communication Services

13.1%
8.3%

Healthcare

9.2%
11.2%

Industrials

6.1%
9.1%

Financial Services

6.0%
18.2%

Consumer Defensive

3.9%
7.0%

Energy

3.6%
7.9%

Basic Materials

1.8%
4.9%

Real Estate

0.6%
2.8%

Utilities

0.1%
6.2%

Technology

HQGO
42.1%
CCOR
15.6%

Consumer Cyclical

HQGO
13.5%
CCOR
8.8%

Communication Services

HQGO
13.1%
CCOR
8.3%

Healthcare

HQGO
9.2%
CCOR
11.2%

Industrials

HQGO
6.1%
CCOR
9.1%

Financial Services

HQGO
6.0%
CCOR
18.2%

Consumer Defensive

HQGO
3.9%
CCOR
7.0%

Energy

HQGO
3.6%
CCOR
7.9%

Basic Materials

HQGO
1.8%
CCOR
4.9%

Real Estate

HQGO
0.6%
CCOR
2.8%

Utilities

HQGO
0.1%
CCOR
6.2%

Compare stocks, funds, or ETFs

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


Return for Risk

HQGO vs. CCOR — Risk / Return Rank

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

HQGO
HQGO Risk / Return Rank: 4747
Overall Rank
HQGO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
HQGO Sortino Ratio Rank: 4646
Sortino Ratio Rank
HQGO Omega Ratio Rank: 4545
Omega Ratio Rank
HQGO Calmar Ratio Rank: 4444
Calmar Ratio Rank
HQGO Martin Ratio Rank: 5151
Martin Ratio Rank

CCOR
CCOR Risk / Return Rank: 55
Overall Rank
CCOR Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CCOR Sortino Ratio Rank: 44
Sortino Ratio Rank
CCOR Omega Ratio Rank: 44
Omega Ratio Rank
CCOR Calmar Ratio Rank: 55
Calmar Ratio Rank
CCOR Martin Ratio Rank: 55
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.

HQGO vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford US Quality Growth ETF (HQGO) and Core Alternative ETF (CCOR). 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.


HQGOCCORDifference
Sharpe ratioReturn per unit of total volatility

+2.04

Sortino ratioReturn per unit of downside risk

+2.78

Omega ratioGain probability vs. loss probability

1.27

0.92

+0.35

Calmar ratioReturn relative to maximum drawdown

2.05

-0.44

+2.49

Martin ratioReturn relative to average drawdown

8.12

-0.94

+9.07

HQGO vs. CCOR - Sharpe Ratio Comparison

The current HQGO Sharpe Ratio is 1.53, which is higher than the CCOR Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of HQGO and CCOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

HQGO vs. CCOR - Drawdown Comparison

The maximum HQGO drawdown since its inception was -20.85%, smaller than the maximum CCOR drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for HQGO and CCOR.


Loading charts...

Drawdown Indicators


HQGOCCORDifference

Max Drawdown

Largest peak-to-trough decline

-20.85%

-22.99%

+2.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-8.79%

-1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

Current Drawdown

Current decline from peak

-4.43%

-19.21%

+14.78%

Average Drawdown

Average peak-to-trough decline

-2.54%

-7.35%

+4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

4.10%

-1.48%

Volatility

HQGO vs. CCOR - Volatility Comparison

Hartford US Quality Growth ETF (HQGO) has a higher volatility of 5.13% compared to Core Alternative ETF (CCOR) at 3.51%. This indicates that HQGO's price experiences larger fluctuations and is considered to be riskier than CCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HQGOCCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

3.51%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

10.77%

5.62%

+5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

7.56%

+6.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.08%

11.15%

+5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

10.77%

+6.31%

HQGO vs. CCOR - Expense Ratio Comparison

HQGO has a 0.34% expense ratio, which is lower than CCOR's 1.09% expense ratio.


Dividends

HQGO vs. CCOR - Dividend Comparison

HQGO's dividend yield for the trailing twelve months is around 0.47%, less than CCOR's 1.02% yield.


PositionTTM202520242023202220212020201920182017
CCOR
Core Alternative ETF
1.02%1.07%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%
HQGO
Hartford US Quality Growth ETF
0.47%0.51%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HQGO and CCOR have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HQGO has higher volatility (5.13%) compared to CCOR (3.51%). In terms of maximum drawdown, HQGO dropped -20.85% vs CCOR's -22.99%.

On 1-year performance, HQGO leads with 21.21% vs -3.86% for CCOR. On fees, HQGO is cheaper at 0.34% per year. On volatility, CCOR has been the lower-risk option at 3.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, HQGO has performed better with a 21.21% return vs -3.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HQGO is cheaper with a 0.34% expense ratio, compared with 1.09% for CCOR.

CCOR has the higher dividend yield at 1.02%, compared with 0.47% for HQGO.

They also come from different issuers: Hartford and Core Alternative Capital. Their fees differ too: 0.34% for HQGO and 1.09% for CCOR.

HQGO currently has the higher Sharpe Ratio (1.53 vs -0.51), 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.

Portfolio Optimizer

Find the right allocation for HQGO and CCOR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer