HSMYX vs. VRTVX
Compare and contrast key facts about Hartford Small Cap Value Fund (HSMYX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX).
HSMYX is managed by Hartford. It was launched on Dec 31, 2004. VRTVX is managed by Vanguard. It was launched on Jul 13, 2012.
Performance
HSMYX vs. VRTVX - Performance Comparison
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HSMYX vs. VRTVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HSMYX Hartford Small Cap Value Fund | -0.00% | 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 | 2.26% | 12.21% | 8.07% | 14.71% | -14.52% | 28.06% | 4.81% | 22.40% | -12.83% | 7.91% |
Returns By Period
Both investments have delivered pretty close results over the past 10 years, with HSMYX having a 9.24% annualized return and VRTVX not far ahead at 9.30%.
HSMYX
- 1D
- -0.31%
- 1M
- -5.81%
- YTD
- -0.00%
- 6M
- 1.70%
- 1Y
- 11.63%
- 3Y*
- 9.54%
- 5Y*
- 4.75%
- 10Y*
- 9.24%
VRTVX
- 1D
- -0.89%
- 1M
- -6.11%
- YTD
- 2.26%
- 6M
- 5.59%
- 1Y
- 24.85%
- 3Y*
- 12.69%
- 5Y*
- 5.14%
- 10Y*
- 9.30%
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HSMYX vs. VRTVX - Expense Ratio Comparison
HSMYX has a 0.85% expense ratio, which is higher than VRTVX's 0.08% expense ratio.
Return for Risk
HSMYX vs. VRTVX — Risk / Return Rank
HSMYX
VRTVX
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.
| HSMYX | VRTVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 1.13 | -0.62 |
Sortino ratioReturn per unit of downside risk | 0.87 | 1.66 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.22 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.64 | 1.60 | -0.96 |
Martin ratioReturn relative to average drawdown | 1.95 | 6.39 | -4.45 |
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 | VRTVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 1.13 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.24 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.39 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.44 | -0.11 |
Correlation
The correlation between HSMYX and VRTVX is 0.96, 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
HSMYX vs. VRTVX - Dividend Comparison
HSMYX's dividend yield for the trailing twelve months is around 6.68%, more than VRTVX's 1.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSMYX Hartford Small Cap Value Fund | 6.68% | 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 | 1.84% | 1.49% | 1.84% | 2.08% | 2.15% | 1.56% | 1.54% | 1.87% | 2.17% | 1.74% | 1.52% | 2.16% |
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.
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Drawdown Indicators
| HSMYX | VRTVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.81% | -45.98% | -14.83% |
Max Drawdown (1Y)Largest decline over 1 year | -14.64% | -13.82% | -0.82% |
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 DrawdownCurrent decline from peak | -9.18% | -7.79% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -9.85% | -7.85% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.84% | 3.46% | +1.38% |
Volatility
HSMYX vs. VRTVX - Volatility Comparison
The current volatility for Hartford Small Cap Value Fund (HSMYX) is 4.96%, while Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) has a volatility of 5.74%. This indicates that HSMYX experiences smaller price fluctuations and is considered to be less risky than VRTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSMYX | VRTVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 5.74% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 13.41% | 12.88% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.13% | 21.95% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.24% | 21.76% | -0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.72% | 23.68% | +0.04% |