HQGO vs. FMAG

In the year-to-date period, HQGO achieves a -0.49% return, which is significantly lower than FMAG's 5.37% return.

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HQGO has a 0.34% expense ratio, which is lower than FMAG's 0.59% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Hartford US Quality Growth ETF (HQGO) and Fidelity Magellan ETF (FMAG). 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.

The current HQGO Sharpe Ratio is 0.68, which is comparable to the FMAG Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of HQGO and FMAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HQGO's dividend yield for the trailing twelve months is around 0.51%, more than FMAG's 0.12% yield.

The maximum HQGO drawdown since its inception was -20.85%, smaller than the maximum FMAG drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for HQGO and FMAG.

Hartford US Quality Growth ETF (HQGO) has a higher volatility of 5.21% compared to Fidelity Magellan ETF (FMAG) at 4.57%. This indicates that HQGO's price experiences larger fluctuations and is considered to be riskier than FMAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.