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HSLYX vs. HGOYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSLYX vs. HGOYX - Performance Comparison

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

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HSLYX vs. HGOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSLYX
Hartford Small Cap Growth Fund
-1.65%6.86%11.36%18.16%-28.82%3.49%32.45%37.76%-12.65%20.14%
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, HSLYX achieves a -1.65% return, which is significantly higher than HGOYX's -10.11% return. Over the past 10 years, HSLYX has underperformed HGOYX with an annualized return of 8.66%, while HGOYX has yielded a comparatively higher 14.78% annualized return.


HSLYX

1D
4.55%
1M
-7.34%
YTD
-1.65%
6M
1.59%
1Y
20.51%
3Y*
9.81%
5Y*
-0.38%
10Y*
8.66%

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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HSLYX vs. HGOYX - Expense Ratio Comparison

HSLYX has a 0.87% expense ratio, which is higher than HGOYX's 0.84% expense ratio.


Return for Risk

HSLYX vs. HGOYX — Risk / Return Rank

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

HSLYX
HSLYX Risk / Return Rank: 3838
Overall Rank
HSLYX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
HSLYX Sortino Ratio Rank: 3737
Sortino Ratio Rank
HSLYX Omega Ratio Rank: 2929
Omega Ratio Rank
HSLYX Calmar Ratio Rank: 4747
Calmar Ratio Rank
HSLYX Martin Ratio Rank: 4343
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.

HSLYX vs. HGOYX - Risk-Adjusted Trends Comparison

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


HSLYXHGOYXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.68

+0.16

Sortino ratio

Return per unit of downside risk

1.32

1.12

+0.20

Omega ratio

Gain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratio

Return relative to maximum drawdown

1.36

0.91

+0.45

Martin ratio

Return relative to average drawdown

4.95

3.10

+1.85

HSLYX vs. HGOYX - Sharpe Ratio Comparison

The current HSLYX Sharpe Ratio is 0.84, which is comparable to the HGOYX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of HSLYX 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


HSLYXHGOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.68

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.25

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.63

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.52

-0.18

Correlation

The correlation between HSLYX and HGOYX is 0.87, 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

HSLYX vs. HGOYX - Dividend Comparison

HSLYX's dividend yield for the trailing twelve months is around 7.53%, more than HGOYX's 6.19% yield.


TTM20252024202320222021202020192018201720162015
HSLYX
Hartford Small Cap Growth Fund
7.53%7.41%12.15%2.89%0.00%20.41%6.23%2.68%28.57%4.51%0.58%8.29%
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

HSLYX vs. HGOYX - Drawdown Comparison

The maximum HSLYX drawdown since its inception was -59.62%, roughly equal to the maximum HGOYX drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for HSLYX and HGOYX.


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Drawdown Indicators


HSLYXHGOYXDifference

Max Drawdown

Largest peak-to-trough decline

-59.62%

-58.04%

-1.58%

Max Drawdown (1Y)

Largest decline over 1 year

-14.40%

-17.70%

+3.30%

Max Drawdown (5Y)

Largest decline over 5 years

-39.72%

-44.98%

+5.26%

Max Drawdown (10Y)

Largest decline over 10 years

-40.64%

-44.98%

+4.34%

Current Drawdown

Current decline from peak

-9.52%

-13.87%

+4.35%

Average Drawdown

Average peak-to-trough decline

-12.73%

-11.47%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

5.19%

-1.23%

Volatility

HSLYX vs. HGOYX - Volatility Comparison

Hartford Small Cap Growth Fund (HSLYX) has a higher volatility of 9.14% compared to The Hartford Growth Opportunities Fund (HGOYX) at 8.31%. This indicates that HSLYX's price experiences larger fluctuations and is considered to be riskier 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


HSLYXHGOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.14%

8.31%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

16.22%

14.82%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

24.82%

24.05%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.69%

25.14%

-1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.85%

23.37%

+0.48%