ITHAX vs. HDGYX
Compare and contrast key facts about Hartford Capital Appreciation Fund Class A (ITHAX) and The Hartford Dividend and Growth Fund (HDGYX).
ITHAX is an actively managed fund by Hartford. It was launched on Jul 22, 1996. HDGYX is managed by Hartford. It was launched on Jul 22, 1996.
Performance
ITHAX vs. HDGYX - Performance Comparison
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ITHAX vs. HDGYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITHAX Hartford Capital Appreciation Fund Class A | -5.75% | 10.37% | 20.73% | 18.95% | -17.83% | 15.30% | 20.74% | 36.59% | -5.22% | 21.40% |
HDGYX The Hartford Dividend and Growth Fund | -2.90% | 17.15% | 12.41% | 14.11% | -8.62% | 31.32% | 8.03% | 31.88% | -5.44% | 18.29% |
Returns By Period
In the year-to-date period, ITHAX achieves a -5.75% return, which is significantly lower than HDGYX's -2.90% return. Over the past 10 years, ITHAX has underperformed HDGYX with an annualized return of 11.11%, while HDGYX has yielded a comparatively higher 12.16% annualized return.
ITHAX
- 1D
- 2.96%
- 1M
- -5.97%
- YTD
- -5.75%
- 6M
- -4.08%
- 1Y
- 10.62%
- 3Y*
- 12.35%
- 5Y*
- 5.97%
- 10Y*
- 11.11%
HDGYX
- 1D
- 2.08%
- 1M
- -5.91%
- YTD
- -2.90%
- 6M
- 1.74%
- 1Y
- 12.40%
- 3Y*
- 13.13%
- 5Y*
- 9.46%
- 10Y*
- 12.16%
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ITHAX vs. HDGYX - Expense Ratio Comparison
ITHAX has a 1.05% expense ratio, which is higher than HDGYX's 0.69% expense ratio.
Return for Risk
ITHAX vs. HDGYX — Risk / Return Rank
ITHAX
HDGYX
ITHAX vs. HDGYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Capital Appreciation Fund Class A (ITHAX) and The Hartford Dividend and Growth Fund (HDGYX). 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.
| ITHAX | HDGYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.83 | -0.22 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.24 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.26 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.12 | 5.59 | -1.48 |
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
| ITHAX | HDGYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.83 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.68 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.73 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.57 | -0.02 |
Correlation
The correlation between ITHAX and HDGYX is 0.86, 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
ITHAX vs. HDGYX - Dividend Comparison
ITHAX's dividend yield for the trailing twelve months is around 7.50%, less than HDGYX's 12.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITHAX Hartford Capital Appreciation Fund Class A | 7.50% | 7.07% | 10.79% | 0.53% | 6.06% | 16.17% | 4.97% | 9.24% | 19.02% | 14.85% | 0.41% | 9.39% |
HDGYX The Hartford Dividend and Growth Fund | 12.66% | 12.31% | 10.61% | 1.82% | 6.08% | 5.80% | 3.61% | 7.15% | 12.64% | 11.68% | 4.92% | 10.83% |
Drawdowns
ITHAX vs. HDGYX - Drawdown Comparison
The maximum ITHAX drawdown since its inception was -63.22%, which is greater than HDGYX's maximum drawdown of -50.78%. Use the drawdown chart below to compare losses from any high point for ITHAX and HDGYX.
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Drawdown Indicators
| ITHAX | HDGYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.22% | -50.78% | -12.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.03% | -10.74% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -18.79% | -7.84% |
Max Drawdown (10Y)Largest decline over 10 years | -36.33% | -34.98% | -1.35% |
Current DrawdownCurrent decline from peak | -7.48% | -6.08% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -12.23% | -5.84% | -6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.42% | +0.41% |
Volatility
ITHAX vs. HDGYX - Volatility Comparison
Hartford Capital Appreciation Fund Class A (ITHAX) has a higher volatility of 5.58% compared to The Hartford Dividend and Growth Fund (HDGYX) at 4.42%. This indicates that ITHAX's price experiences larger fluctuations and is considered to be riskier than HDGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITHAX | HDGYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 4.42% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 8.30% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 15.13% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 14.03% | +2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 16.61% | +1.45% |