IHGIX vs. SCHD

Last updated Jun 20, 2026

IHGIX (Hartford Dividend and Growth Fund Class A) and SCHD (Schwab U.S. Dividend Equity ETF) are both Dividend funds. IHGIX is actively managed, while SCHD is passively managed. Over the past 10 years, IHGIX returned 12.94%/yr vs 12.68%/yr for SCHD. Their correlation of 0.90 suggests significant overlap in exposure. IHGIX charges 0.96%/yr vs 0.06%/yr for SCHD.

Performance

IHGIX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Dividend and Growth Fund Class A (IHGIX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IHGIX achieves a 8.48% return, which is significantly lower than SCHD's 17.24% return. Both investments have delivered pretty close results over the past 10 years, with IHGIX having a 12.94% annualized return and SCHD not far behind at 12.68%.

IHGIX

• 1D: 0.51%
• 1M: 0.57%
• YTD: 8.48%
• 6M: 8.83%
• 1Y: 23.70%
• 3Y*: 15.15%
• 5Y*: 11.12%
• 10Y*: 12.94%

SCHD

• 1D: 0.09%
• 1M: -2.86%
• YTD: 17.24%
• 6M: 16.44%
• 1Y: 24.06%
• 3Y*: 14.45%
• 5Y*: 8.77%
• 10Y*: 12.68%

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

IHGIX vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IHGIX Hartford Dividend and Growth Fund Class A	8.48%	16.86%	12.19%	13.81%	-8.88%	30.97%	7.64%	31.61%	-5.72%	17.91%
SCHD Schwab U.S. Dividend Equity ETF	17.24%	4.34%	11.66%	4.54%	-3.26%	29.87%	15.03%	27.29%	-5.56%	20.85%

Correlation

The correlation between IHGIX and SCHD is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011	0.90

Over the past year, the correlation between IHGIX and SCHD has dropped to 0.66 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.

Return for Risk

IHGIX vs. SCHD — Risk / Return Rank

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

IHGIX

IHGIX Risk / Return Rank: 65
IHGIX Sharpe Ratio Rank: 66
IHGIX Sortino Ratio Rank: 64
IHGIX Omega Ratio Rank: 57
IHGIX Calmar Ratio Rank: 66
IHGIX Martin Ratio Rank: 72

SCHD

SCHD Risk / Return Rank: 76
SCHD Sharpe Ratio Rank: 70
SCHD Sortino Ratio Rank: 79
SCHD Omega Ratio Rank: 68
SCHD Calmar Ratio Rank: 90
SCHD Martin Ratio Rank: 71

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.

IHGIX vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Dividend and Growth Fund Class A (IHGIX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.

	IHGIX	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	2.15	2.18	-0.04
Sortino ratio: Return per unit of downside risk	2.99	3.34	-0.34
Omega ratio: Gain probability vs. loss probability	1.38	1.39	-0.01
Calmar ratio: Return relative to maximum drawdown	2.95	5.24	-2.29
Martin ratio: Return relative to average drawdown	12.65	12.71	-0.06

IHGIX vs. SCHD - Sharpe Ratio Comparison

The current IHGIX Sharpe Ratio is 2.15, which is comparable to the SCHD Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of IHGIX and SCHD, 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

IHGIX vs. SCHD - Drawdown Comparison

The maximum IHGIX drawdown since its inception was -51.07%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IHGIX and SCHD.

Drawdown Indicators

	IHGIX	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-51.07%	-33.37%	-17.70%
Max Drawdown (1Y) Largest decline over 1 year	-8.00%	-4.61%	-3.39%
Max Drawdown (3Y) Largest decline over 3 years	-13.77%	-16.13%	+2.36%
Max Drawdown (5Y) Largest decline over 5 years	-18.97%	-16.85%	-2.12%
Max Drawdown (10Y) Largest decline over 10 years	-34.99%	-33.37%	-1.62%
Current Drawdown Current decline from peak	-0.85%	-2.86%	+2.01%
Average Drawdown Average peak-to-trough decline	-6.03%	-3.31%	-2.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	1.90%	-0.04%

Volatility

IHGIX vs. SCHD - Volatility Comparison

Hartford Dividend and Growth Fund Class A (IHGIX) and Schwab U.S. Dividend Equity ETF (SCHD) have volatilities of 3.58% and 3.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IHGIX	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.58%	3.58%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	8.38%	7.74%	+0.64%
Volatility (1Y) Calculated over the trailing 1-year period	10.99%	11.09%	-0.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.06%	14.36%	-0.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.64%	16.73%	-0.09%

IHGIX vs. SCHD - Expense Ratio Comparison

IHGIX has a 0.96% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

IHGIX vs. SCHD - Dividend Comparison

IHGIX's dividend yield for the trailing twelve months is around 11.61%, more than SCHD's 3.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IHGIX Hartford Dividend and Growth Fund Class A	11.61%	12.63%	10.77%	1.65%	5.99%	5.71%	3.43%	7.07%	12.61%	11.64%	4.67%	10.64%
SCHD Schwab U.S. Dividend Equity ETF	3.31%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Can I hold both IHGIX and SCHD in my portfolio?

IHGIX and SCHD have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IHGIX or SCHD?

SCHD has higher volatility (3.58%) compared to IHGIX (3.58%). In terms of maximum drawdown, IHGIX dropped -51.07% vs SCHD's -33.37%.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.18 vs 2.15), 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.