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HSDAX vs. HGOYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSDAX vs. HGOYX - Performance Comparison

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

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HSDAX vs. HGOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSDAX
Hartford Short Duration Fund
-0.29%6.10%5.03%6.14%-5.04%-0.05%3.80%6.08%0.36%2.18%
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, HSDAX achieves a -0.29% return, which is significantly higher than HGOYX's -10.11% return. Over the past 10 years, HSDAX has underperformed HGOYX with an annualized return of 2.55%, while HGOYX has yielded a comparatively higher 14.78% annualized return.


HSDAX

1D
0.21%
1M
-0.81%
YTD
-0.29%
6M
0.67%
1Y
4.27%
3Y*
5.05%
5Y*
2.31%
10Y*
2.55%

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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HSDAX vs. HGOYX - Expense Ratio Comparison

HSDAX has a 0.79% expense ratio, which is lower than HGOYX's 0.84% expense ratio.


Return for Risk

HSDAX vs. HGOYX — Risk / Return Rank

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

HSDAX
HSDAX Risk / Return Rank: 9696
Overall Rank
HSDAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HSDAX Sortino Ratio Rank: 9797
Sortino Ratio Rank
HSDAX Omega Ratio Rank: 9696
Omega Ratio Rank
HSDAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
HSDAX Martin Ratio Rank: 9696
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.

HSDAX vs. HGOYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Short Duration Fund (HSDAX) 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.


HSDAXHGOYXDifference

Sharpe ratio

Return per unit of total volatility

2.25

0.68

+1.57

Sortino ratio

Return per unit of downside risk

4.10

1.12

+2.98

Omega ratio

Gain probability vs. loss probability

1.60

1.15

+0.44

Calmar ratio

Return relative to maximum drawdown

3.52

0.91

+2.61

Martin ratio

Return relative to average drawdown

15.15

3.10

+12.06

HSDAX vs. HGOYX - Sharpe Ratio Comparison

The current HSDAX Sharpe Ratio is 2.25, which is higher than the HGOYX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of HSDAX 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


HSDAXHGOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

0.68

+1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

0.25

+0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

0.63

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.52

+0.77

Correlation

The correlation between HSDAX and HGOYX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

HSDAX vs. HGOYX - Dividend Comparison

HSDAX's dividend yield for the trailing twelve months is around 4.00%, less than HGOYX's 6.19% yield.


TTM20252024202320222021202020192018201720162015
HSDAX
Hartford Short Duration Fund
4.00%4.26%3.43%2.71%2.03%1.36%2.08%2.60%2.55%2.27%1.74%1.67%
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

HSDAX vs. HGOYX - Drawdown Comparison

The maximum HSDAX drawdown since its inception was -10.19%, smaller than the maximum HGOYX drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for HSDAX and HGOYX.


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Drawdown Indicators


HSDAXHGOYXDifference

Max Drawdown

Largest peak-to-trough decline

-10.19%

-58.04%

+47.85%

Max Drawdown (1Y)

Largest decline over 1 year

-1.32%

-17.70%

+16.38%

Max Drawdown (5Y)

Largest decline over 5 years

-7.63%

-44.98%

+37.35%

Max Drawdown (10Y)

Largest decline over 10 years

-10.19%

-44.98%

+34.79%

Current Drawdown

Current decline from peak

-1.01%

-13.87%

+12.86%

Average Drawdown

Average peak-to-trough decline

-0.68%

-11.47%

+10.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

5.19%

-4.88%

Volatility

HSDAX vs. HGOYX - Volatility Comparison

The current volatility for Hartford Short Duration Fund (HSDAX) is 0.58%, while The Hartford Growth Opportunities Fund (HGOYX) has a volatility of 8.31%. This indicates that HSDAX 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


HSDAXHGOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

8.31%

-7.73%

Volatility (6M)

Calculated over the trailing 6-month period

1.23%

14.82%

-13.59%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

24.05%

-22.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.15%

25.14%

-22.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.25%

23.37%

-21.12%