HSMYX vs. HDV
HSMYX (Hartford Small Cap Value Fund) and HDV (iShares Core High Dividend ETF) are both funds - HSMYX is a Small Cap Value Equities fund managed by Hartford, while HDV is a Dividend fund tracking the Morningstar Dividend Yield Focus Index. Over the past 10 years, HSMYX returned 10.59%/yr vs 9.26%/yr for HDV. A 0.67 correlation means they provide meaningful diversification when combined. HSMYX charges 0.85%/yr vs 0.08%/yr for HDV.
Performance
HSMYX vs. HDV - Performance Comparison
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Returns By Period
In the year-to-date period, HSMYX achieves a 13.89% return, which is significantly higher than HDV's 12.69% return. Over the past 10 years, HSMYX has outperformed HDV with an annualized return of 10.59%, while HDV has yielded a comparatively lower 9.26% annualized return.
HSMYX
- 1D
- 0.82%
- 1M
- 2.07%
- YTD
- 13.89%
- 6M
- 15.99%
- 1Y
- 28.49%
- 3Y*
- 14.91%
- 5Y*
- 5.85%
- 10Y*
- 10.59%
HDV
- 1D
- 0.37%
- 1M
- 0.29%
- YTD
- 12.69%
- 6M
- 12.16%
- 1Y
- 20.35%
- 3Y*
- 14.94%
- 5Y*
- 10.32%
- 10Y*
- 9.26%
HSMYX vs. HDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HSMYX Hartford Small Cap Value Fund | 13.89% | 2.45% | 11.99% | 17.29% | -12.02% | 31.98% | 4.41% | 28.25% | -10.65% | 10.04% |
HDV iShares Core High Dividend ETF | 12.69% | 11.90% | 14.16% | 1.72% | 7.05% | 19.45% | -6.48% | 20.22% | -3.01% | 13.40% |
Correlation
The correlation between HSMYX and HDV is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2011 | 0.67 |
Over the past year, the correlation between HSMYX and HDV has dropped to 0.41 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
HSMYX vs. HDV — Risk / Return Rank
HSMYX
HDV
HSMYX vs. HDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Small Cap Value Fund (HSMYX) and iShares Core High Dividend ETF (HDV). 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.
| HSMYX | HDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.36 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 3.95 | -1.22 |
| Martin ratioReturn relative to average drawdown | 7.80 | 11.02 | -3.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HSMYX | HDV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 2.10 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.81 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.59 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.72 | -0.37 |
Drawdowns
HSMYX vs. HDV - Drawdown Comparison
The maximum HSMYX drawdown since its inception was -60.81%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for HSMYX and HDV.
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Drawdown Indicators
| HSMYX | HDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.81% | -37.04% | -23.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | -5.18% | -6.07% |
Max Drawdown (3Y)Largest decline over 3 years | -27.70% | -10.49% | -17.21% |
Max Drawdown (5Y)Largest decline over 5 years | -27.70% | -15.42% | -12.28% |
Max Drawdown (10Y)Largest decline over 10 years | -46.51% | -37.04% | -9.47% |
Current DrawdownCurrent decline from peak | -1.07% | -2.54% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -9.78% | -3.09% | -6.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 1.85% | +2.07% |
Volatility
HSMYX vs. HDV - Volatility Comparison
Hartford Small Cap Value Fund (HSMYX) has a higher volatility of 4.67% compared to iShares Core High Dividend ETF (HDV) at 3.19%. This indicates that HSMYX's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSMYX | HDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 3.19% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 7.56% | +4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 9.73% | +9.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.18% | 12.82% | +8.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.75% | 15.73% | +8.02% |
HSMYX vs. HDV - Expense Ratio Comparison
HSMYX has a 0.85% expense ratio, which is higher than HDV's 0.08% expense ratio.
Dividends
HSMYX vs. HDV - Dividend Comparison
HSMYX's dividend yield for the trailing twelve months is around 5.87%, more than HDV's 2.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDV iShares Core High Dividend ETF | 2.91% | 3.22% | 3.67% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% |
HSMYX Hartford Small Cap Value Fund | 5.87% | 6.68% | 2.91% | 3.35% | 9.64% | 6.82% | 1.27% | 12.08% | 36.32% | 5.07% | 1.16% | 6.70% |
Frequently Asked Questions
HSMYX and HDV have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HSMYX has higher volatility (4.67%) compared to HDV (3.19%). In terms of maximum drawdown, HSMYX dropped -60.81% vs HDV's -37.04%.
HDV currently has the higher Sharpe Ratio (2.10 vs 1.64), 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.
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