HSMYX vs. VRTVX

Last updated Aug 1, 2026

HSMYX (Hartford Small Cap Value Fund) and VRTVX (Vanguard Russell 2000 Value Index Fund Institutional Shares) are both Small Cap Value Equities funds. Over the past 10 years, HSMYX returned 10.88%/yr vs 10.37%/yr for VRTVX. Their 0.95 correlation means they have historically moved very closely together. HSMYX charges 0.85%/yr vs 0.08%/yr for VRTVX.

Performance

HSMYX vs. VRTVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Small Cap Value Fund (HSMYX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with HSMYX having a 22.99% return and VRTVX slightly higher at 23.39%. Both investments have delivered pretty close results over the past 10 years, with HSMYX having a 10.88% annualized return and VRTVX not far behind at 10.37%.

HSMYX

• 1D: -0.50%
• 1M: 0.25%
• 6M: 17.29%
• YTD: 22.99%
• 1Y: 37.30%
• 3Y*: 14.15%
• 5Y*: 8.45%
• 10Y*: 10.88%
• ALL TIME*: 8.56%

VRTVX

• 1D: 0.09%
• 1M: 0.32%
• 6M: 15.48%
• YTD: 23.39%
• 1Y: 44.04%
• 3Y*: 15.88%
• 5Y*: 9.00%
• 10Y*: 10.37%
• ALL TIME*: 10.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
HSMYX Hartford Small Cap Value Fund	$0.00	$0.00	$0.00
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares	$0.00	$0.00	$0.00

HSMYX vs. VRTVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HSMYX Hartford Small Cap Value Fund	22.99%	2.45%	11.99%	17.29%	-12.02%	31.98%	4.41%	28.25%	-10.65%	10.04%
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares	23.39%	12.21%	8.07%	14.71%	-14.52%	28.06%	4.81%	22.40%	-12.83%	7.91%

Correlation

The correlation between HSMYX and VRTVX is 0.89, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.89
Correlation (3Y) Balances recent behavior with more history.	0.93
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 Sep 22, 2010	0.95

The correlation between HSMYX and VRTVX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

Return for Risk

HSMYX vs. VRTVX — Risk / Return Rank

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

HSMYX

HSMYX Risk / Return Rank: 77
HSMYX Sharpe Ratio Rank: 77
HSMYX Sortino Ratio Rank: 78
HSMYX Omega Ratio Rank: 72
HSMYX Calmar Ratio Rank: 85
HSMYX Martin Ratio Rank: 72

VRTVX

VRTVX Risk / Return Rank: 90
VRTVX Sharpe Ratio Rank: 90
VRTVX Sortino Ratio Rank: 88
VRTVX Omega Ratio Rank: 83
VRTVX Calmar Ratio Rank: 96
VRTVX Martin Ratio Rank: 96

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.

HSMYX vs. VRTVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Small Cap Value Fund (HSMYX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). 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.

	HSMYX	VRTVX	Difference
Sharpe ratio: Return per unit of total volatility	1.85	2.26	-0.41
Sortino ratio: Return per unit of downside risk	2.73	3.23	-0.50
Omega ratio: Gain probability vs. loss probability	1.32	1.39	-0.07
Calmar ratio: Return relative to maximum drawdown	2.98	4.65	-1.66
Martin ratio: Return relative to average drawdown	8.96	16.84	-7.88

HSMYX vs. VRTVX - Sharpe Ratio Comparison

The current HSMYX Sharpe Ratio is 1.85, which is comparable to the VRTVX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of HSMYX and VRTVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

HSMYX vs. VRTVX - Drawdown Comparison

The maximum HSMYX drawdown since its inception was -60.81%, which is greater than VRTVX's maximum drawdown of -45.98%. Use the drawdown chart below to compare losses from any high point for HSMYX and VRTVX.

Drawdown Indicators

	HSMYX	VRTVX	Difference
Max Drawdown Largest peak-to-trough decline	-60.81%	-45.98%	-14.83%
Max Drawdown (1Y) Largest decline over 1 year	-11.25%	-8.54%	-2.71%
Max Drawdown (3Y) Largest decline over 3 years	-27.70%	-26.85%	-0.85%
Max Drawdown (5Y) Largest decline over 5 years	-27.70%	-26.85%	-0.85%
Max Drawdown (10Y) Largest decline over 10 years	-46.51%	-45.98%	-0.53%
Current Drawdown Current decline from peak	-1.54%	-0.97%	-0.57%
Average Drawdown Average peak-to-trough decline	-9.72%	-7.71%	-2.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.74%	2.36%	+1.38%

Volatility

HSMYX vs. VRTVX - Volatility Comparison

Hartford Small Cap Value Fund (HSMYX) has a higher volatility of 4.02% compared to Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) at 3.14%. This indicates that HSMYX's price experiences larger fluctuations and is considered to be riskier than VRTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HSMYX	VRTVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.02%	3.14%	+0.88%
Volatility (6M) Calculated over the trailing 6-month period	11.98%	12.00%	-0.02%
Volatility (1Y) Calculated over the trailing 1-year period	18.25%	17.61%	+0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.07%	21.48%	-0.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.71%	23.65%	+0.06%

HSMYX vs. VRTVX - Expense Ratio Comparison

HSMYX has a 0.85% expense ratio, which is higher than VRTVX's 0.08% expense ratio.

Dividends

HSMYX vs. VRTVX - Dividend Comparison

HSMYX's dividend yield for the trailing twelve months is around 5.43%, more than VRTVX's 1.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HSMYX Hartford Small Cap Value Fund	5.43%	6.68%	2.91%	3.35%	9.64%	6.82%	1.27%	12.08%	36.32%	5.07%	1.16%	6.70%
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares	1.62%	1.49%	1.84%	2.08%	2.15%	1.56%	1.54%	1.87%	2.17%	1.74%	1.52%	2.16%

Frequently Asked Questions

Can I hold both HSMYX and VRTVX in my portfolio?

HSMYX and VRTVX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HSMYX or VRTVX?

HSMYX has higher volatility (4.02%) compared to VRTVX (3.14%). In terms of maximum drawdown, HSMYX dropped -60.81% vs VRTVX's -45.98%.

Which has better risk-adjusted returns?

VRTVX currently has the higher Sharpe Ratio (2.26 vs 1.85), 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.