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HRLYX vs. HGOYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HRLYX vs. HGOYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Real Asset Fund (HRLYX) and The Hartford Growth Opportunities Fund (HGOYX). The values are adjusted to include any dividend payments, if applicable.

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HRLYX vs. HGOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HRLYX
Hartford Real Asset Fund
11.62%21.89%-5.41%7.44%0.72%21.58%-1.13%12.34%-10.11%9.57%
HGOYX
The Hartford Growth Opportunities Fund
-10.11%13.55%42.30%40.99%-36.88%7.60%62.18%30.37%-0.67%30.76%

Returns By Period

In the year-to-date period, HRLYX achieves a 11.62% return, which is significantly higher than HGOYX's -10.11% return. Over the past 10 years, HRLYX has underperformed HGOYX with an annualized return of 7.85%, while HGOYX has yielded a comparatively higher 14.78% annualized return.


HRLYX

1D
0.84%
1M
0.56%
YTD
11.62%
6M
15.18%
1Y
25.10%
3Y*
10.33%
5Y*
9.29%
10Y*
7.85%

HGOYX

1D
4.65%
1M
-5.18%
YTD
-10.11%
6M
-10.13%
1Y
15.50%
3Y*
21.20%
5Y*
6.18%
10Y*
14.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HRLYX vs. HGOYX - Expense Ratio Comparison

HRLYX has a 0.90% expense ratio, which is higher than HGOYX's 0.84% expense ratio.


Return for Risk

HRLYX vs. HGOYX — Risk / Return Rank

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

HRLYX
HRLYX Risk / Return Rank: 9797
Overall Rank
HRLYX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HRLYX Sortino Ratio Rank: 9797
Sortino Ratio Rank
HRLYX Omega Ratio Rank: 9797
Omega Ratio Rank
HRLYX Calmar Ratio Rank: 9595
Calmar Ratio Rank
HRLYX Martin Ratio Rank: 9898
Martin Ratio Rank

HGOYX
HGOYX Risk / Return Rank: 2626
Overall Rank
HGOYX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HGOYX Sortino Ratio Rank: 2828
Sortino Ratio Rank
HGOYX Omega Ratio Rank: 2525
Omega Ratio Rank
HGOYX Calmar Ratio Rank: 2828
Calmar Ratio Rank
HGOYX Martin Ratio Rank: 2525
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.

HRLYX vs. HGOYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Real Asset Fund (HRLYX) and The Hartford Growth Opportunities Fund (HGOYX). 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.


HRLYXHGOYXDifference

Sharpe ratio

Return per unit of total volatility

2.80

0.68

+2.12

Sortino ratio

Return per unit of downside risk

3.65

1.12

+2.53

Omega ratio

Gain probability vs. loss probability

1.61

1.15

+0.46

Calmar ratio

Return relative to maximum drawdown

3.42

0.91

+2.52

Martin ratio

Return relative to average drawdown

21.19

3.10

+18.09

HRLYX vs. HGOYX - Sharpe Ratio Comparison

The current HRLYX Sharpe Ratio is 2.80, which is higher than the HGOYX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of HRLYX and HGOYX, 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


HRLYXHGOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

0.68

+2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.25

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.63

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.52

-0.23

Correlation

The correlation between HRLYX and HGOYX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HRLYX vs. HGOYX - Dividend Comparison

HRLYX's dividend yield for the trailing twelve months is around 3.54%, less than HGOYX's 6.19% yield.


TTM20252024202320222021202020192018201720162015
HRLYX
Hartford Real Asset Fund
3.54%3.95%0.00%4.36%4.79%19.52%3.10%3.11%2.49%3.62%0.76%1.33%
HGOYX
The Hartford Growth Opportunities Fund
6.19%5.56%0.00%0.00%0.00%20.17%11.94%5.50%28.31%8.15%3.55%8.46%

Drawdowns

HRLYX vs. HGOYX - Drawdown Comparison

The maximum HRLYX drawdown since its inception was -45.58%, smaller than the maximum HGOYX drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for HRLYX and HGOYX.


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Drawdown Indicators


HRLYXHGOYXDifference

Max Drawdown

Largest peak-to-trough decline

-45.58%

-58.04%

+12.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-17.70%

+10.21%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-44.98%

+28.12%

Max Drawdown (10Y)

Largest decline over 10 years

-36.82%

-44.98%

+8.16%

Current Drawdown

Current decline from peak

0.00%

-13.87%

+13.87%

Average Drawdown

Average peak-to-trough decline

-14.53%

-11.47%

-3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

5.19%

-3.98%

Volatility

HRLYX vs. HGOYX - Volatility Comparison

The current volatility for Hartford Real Asset Fund (HRLYX) is 3.01%, while The Hartford Growth Opportunities Fund (HGOYX) has a volatility of 8.31%. This indicates that HRLYX experiences smaller price fluctuations and is considered to be less risky than HGOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRLYXHGOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

8.31%

-5.30%

Volatility (6M)

Calculated over the trailing 6-month period

5.51%

14.82%

-9.31%

Volatility (1Y)

Calculated over the trailing 1-year period

9.12%

24.05%

-14.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.90%

25.14%

-14.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.84%

23.37%

-10.53%