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HQGO vs. FPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HQGO vs. FPX - Performance Comparison

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

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HQGO vs. FPX - Yearly Performance Comparison


2026 (YTD)202520242023
HQGO
Hartford US Quality Growth ETF
-4.85%15.15%25.09%6.12%
FPX
First Trust US Equity Opportunities ETF
-1.32%37.62%24.75%6.38%

Returns By Period

In the year-to-date period, HQGO achieves a -4.85% return, which is significantly lower than FPX's -1.32% return.


HQGO

1D
0.76%
1M
-3.93%
YTD
-4.85%
6M
-3.46%
1Y
16.95%
3Y*
5Y*
10Y*

FPX

1D
1.61%
1M
-3.75%
YTD
-1.32%
6M
-2.81%
1Y
43.47%
3Y*
24.63%
5Y*
6.32%
10Y*
12.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HQGO vs. FPX - Expense Ratio Comparison

HQGO has a 0.34% expense ratio, which is lower than FPX's 0.57% expense ratio.


Return for Risk

HQGO vs. FPX — Risk / Return Rank

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

HQGO
HQGO Risk / Return Rank: 4949
Overall Rank
HQGO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
HQGO Sortino Ratio Rank: 4848
Sortino Ratio Rank
HQGO Omega Ratio Rank: 4848
Omega Ratio Rank
HQGO Calmar Ratio Rank: 5050
Calmar Ratio Rank
HQGO Martin Ratio Rank: 5555
Martin Ratio Rank

FPX
FPX Risk / Return Rank: 8181
Overall Rank
FPX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FPX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FPX Omega Ratio Rank: 7272
Omega Ratio Rank
FPX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FPX Martin Ratio Rank: 8686
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. FPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford US Quality Growth ETF (HQGO) and First Trust US Equity Opportunities ETF (FPX). 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.


HQGOFPXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.49

-0.63

Sortino ratio

Return per unit of downside risk

1.37

2.05

-0.68

Omega ratio

Gain probability vs. loss probability

1.19

1.28

-0.08

Calmar ratio

Return relative to maximum drawdown

1.45

3.19

-1.74

Martin ratio

Return relative to average drawdown

5.95

10.78

-4.82

HQGO vs. FPX - Sharpe Ratio Comparison

The current HQGO Sharpe Ratio is 0.86, which is lower than the FPX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of HQGO and FPX, 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


HQGOFPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.49

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.53

+0.49

Correlation

The correlation between HQGO and FPX is 0.80, 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

HQGO vs. FPX - Dividend Comparison

HQGO's dividend yield for the trailing twelve months is around 0.53%, less than FPX's 0.58% yield.


TTM20252024202320222021202020192018201720162015
HQGO
Hartford US Quality Growth ETF
0.53%0.51%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FPX
First Trust US Equity Opportunities ETF
0.58%0.53%0.09%0.27%1.08%0.14%0.28%0.67%0.88%0.68%0.77%0.62%

Drawdowns

HQGO vs. FPX - Drawdown Comparison

The maximum HQGO drawdown since its inception was -20.85%, smaller than the maximum FPX drawdown of -56.29%. Use the drawdown chart below to compare losses from any high point for HQGO and FPX.


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Drawdown Indicators


HQGOFPXDifference

Max Drawdown

Largest peak-to-trough decline

-20.85%

-56.29%

+35.44%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-14.19%

+2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-43.14%

Max Drawdown (10Y)

Largest decline over 10 years

-43.14%

Current Drawdown

Current decline from peak

-6.95%

-6.75%

-0.20%

Average Drawdown

Average peak-to-trough decline

-2.63%

-11.43%

+8.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

4.20%

-1.25%

Volatility

HQGO vs. FPX - Volatility Comparison

The current volatility for Hartford US Quality Growth ETF (HQGO) is 5.76%, while First Trust US Equity Opportunities ETF (FPX) has a volatility of 9.11%. This indicates that HQGO experiences smaller price fluctuations and is considered to be less risky than FPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HQGOFPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

9.11%

-3.35%

Volatility (6M)

Calculated over the trailing 6-month period

10.84%

18.68%

-7.84%

Volatility (1Y)

Calculated over the trailing 1-year period

19.92%

29.37%

-9.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

26.54%

-9.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.30%

24.17%

-6.87%