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HSLYX vs. FGROX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSLYX vs. FGROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Small Cap Growth Fund (HSLYX) and Emerald Growth Fund Institutional Class (FGROX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HSLYX achieves a 16.62% return, which is significantly lower than FGROX's 23.86% return. Over the past 10 years, HSLYX has underperformed FGROX with an annualized return of 9.40%, while FGROX has yielded a comparatively higher 14.95% annualized return.


HSLYX

1D
2.88%
1M
-4.45%
6M
11.88%
YTD
16.62%
1Y
31.41%
3Y*
12.06%
5Y*
2.76%
10Y*
9.40%
ALL TIME*
8.81%

FGROX

1D
3.24%
1M
-7.22%
6M
17.28%
YTD
23.86%
1Y
52.15%
3Y*
25.21%
5Y*
11.88%
10Y*
14.95%
ALL TIME*
12.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

HSLYX vs. FGROX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSLYX
Hartford Small Cap Growth Fund
16.62%6.86%11.36%18.16%-28.82%3.49%32.45%37.76%-12.65%20.14%
FGROX
Emerald Growth Fund Institutional Class
23.86%31.85%20.04%19.04%-24.42%3.91%38.92%28.71%-11.85%28.11%

Correlation

The correlation between HSLYX and FGROX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.95

Correlation (3Y)
Balances recent behavior with more history.

0.94

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.95

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2008

0.96

The correlation between HSLYX and FGROX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

HSLYX vs. FGROX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HSLYX
HSLYX Risk / Return Rank: 4545
Overall Rank
HSLYX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HSLYX Sortino Ratio Rank: 4141
Sortino Ratio Rank
HSLYX Omega Ratio Rank: 3636
Omega Ratio Rank
HSLYX Calmar Ratio Rank: 5656
Calmar Ratio Rank
HSLYX Martin Ratio Rank: 5353
Martin Ratio Rank

FGROX
FGROX Risk / Return Rank: 7979
Overall Rank
FGROX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FGROX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FGROX Omega Ratio Rank: 6666
Omega Ratio Rank
FGROX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FGROX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HSLYX vs. FGROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Small Cap Growth Fund (HSLYX) and Emerald Growth Fund Institutional Class (FGROX). 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.


HSLYXFGROXDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.21

1.29

-0.08

Calmar ratioReturn relative to maximum drawdown

2.04

3.48

-1.44

Martin ratioReturn relative to average drawdown

7.43

12.27

-4.84

HSLYX vs. FGROX - Sharpe Ratio Comparison

The current HSLYX Sharpe Ratio is 1.23, which is lower than the FGROX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of HSLYX and FGROX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HSLYX vs. FGROX - Drawdown Comparison

The maximum HSLYX drawdown since its inception was -59.62%, which is greater than FGROX's maximum drawdown of -41.48%. Use the drawdown chart below to compare losses from any high point for HSLYX and FGROX.


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Drawdown Indicators


HSLYXFGROXDifference

Max Drawdown

Largest peak-to-trough decline

-59.62%

-41.48%

-18.14%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-14.36%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-31.16%

-28.61%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-39.72%

-38.52%

-1.20%

Max Drawdown (10Y)

Largest decline over 10 years

-40.64%

-41.48%

+0.84%

Current Drawdown

Current decline from peak

-6.48%

-10.43%

+3.95%

Average Drawdown

Average peak-to-trough decline

-12.59%

-10.20%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

4.06%

-0.37%

Volatility

HSLYX vs. FGROX - Volatility Comparison

The current volatility for Hartford Small Cap Growth Fund (HSLYX) is 6.30%, while Emerald Growth Fund Institutional Class (FGROX) has a volatility of 8.24%. This indicates that HSLYX experiences smaller price fluctuations and is considered to be less risky than FGROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSLYXFGROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

8.24%

-1.94%

Volatility (6M)

Calculated over the trailing 6-month period

17.55%

21.61%

-4.06%

Volatility (1Y)

Calculated over the trailing 1-year period

22.32%

27.66%

-5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.00%

26.02%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.00%

25.36%

-1.36%

HSLYX vs. FGROX - Expense Ratio Comparison

HSLYX has a 0.87% expense ratio, which is higher than FGROX's 0.78% expense ratio.


Dividends

HSLYX vs. FGROX - Dividend Comparison

HSLYX's dividend yield for the trailing twelve months is around 6.35%, less than FGROX's 9.20% yield.


PositionTTM20252024202320222021202020192018201720162015
FGROX
Emerald Growth Fund Institutional Class
9.20%11.39%13.92%5.91%8.13%17.87%8.04%1.38%11.36%0.00%0.00%0.00%
HSLYX
Hartford Small Cap Growth Fund
6.35%7.41%12.15%2.89%0.00%20.41%6.23%2.68%28.57%4.51%0.58%8.29%

Frequently Asked Questions


With a correlation of 0.95, HSLYX and FGROX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FGROX has higher volatility (8.24%) compared to HSLYX (6.30%). In terms of maximum drawdown, HSLYX dropped -59.62% vs FGROX's -41.48%.

FGROX currently has the higher Sharpe Ratio (1.81 vs 1.23), 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

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