ITHAX vs. RYGRX
Compare and contrast key facts about Hartford Capital Appreciation Fund Class A (ITHAX) and Rydex S&P 500 Pure Growth Fund (RYGRX).
ITHAX is an actively managed fund by Hartford. It was launched on Jul 22, 1996. RYGRX is managed by Rydex Funds. It was launched on Feb 20, 2004.
Performance
ITHAX vs. RYGRX - Performance Comparison
Loading graphics...
ITHAX vs. RYGRX - 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% |
RYGRX Rydex S&P 500 Pure Growth Fund | -0.20% | 11.00% | 25.73% | 5.80% | -28.71% | 26.61% | 26.34% | 34.13% | -6.28% | 23.74% |
Returns By Period
In the year-to-date period, ITHAX achieves a -5.75% return, which is significantly lower than RYGRX's -0.20% return. Over the past 10 years, ITHAX has outperformed RYGRX with an annualized return of 11.11%, while RYGRX has yielded a comparatively lower 10.37% 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%
RYGRX
- 1D
- 4.71%
- 1M
- -5.64%
- YTD
- -0.20%
- 6M
- -2.96%
- 1Y
- 18.97%
- 3Y*
- 13.91%
- 5Y*
- 5.42%
- 10Y*
- 10.37%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ITHAX vs. RYGRX - Expense Ratio Comparison
ITHAX has a 1.05% expense ratio, which is lower than RYGRX's 2.26% expense ratio.
Return for Risk
ITHAX vs. RYGRX — Risk / Return Rank
ITHAX
RYGRX
ITHAX vs. RYGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Capital Appreciation Fund Class A (ITHAX) and Rydex S&P 500 Pure Growth Fund (RYGRX). 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 | RYGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.79 | -0.18 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.26 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.47 | -0.50 |
Martin ratioReturn relative to average drawdown | 4.12 | 5.82 | -1.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ITHAX | RYGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.79 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.23 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.46 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.38 | +0.17 |
Correlation
The correlation between ITHAX and RYGRX is 0.90, 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. RYGRX - Dividend Comparison
ITHAX's dividend yield for the trailing twelve months is around 7.50%, more than RYGRX's 5.10% 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% |
RYGRX Rydex S&P 500 Pure Growth Fund | 5.10% | 5.09% | 0.00% | 0.00% | 0.00% | 2.81% | 4.43% | 12.10% | 7.15% | 6.26% | 0.05% | 2.96% |
Drawdowns
ITHAX vs. RYGRX - Drawdown Comparison
The maximum ITHAX drawdown since its inception was -63.22%, which is greater than RYGRX's maximum drawdown of -54.22%. Use the drawdown chart below to compare losses from any high point for ITHAX and RYGRX.
Loading graphics...
Drawdown Indicators
| ITHAX | RYGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.22% | -54.22% | -9.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.03% | -13.86% | +1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -36.57% | +9.94% |
Max Drawdown (10Y)Largest decline over 10 years | -36.33% | -36.63% | +0.30% |
Current DrawdownCurrent decline from peak | -7.48% | -6.98% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -12.23% | -9.48% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 3.50% | -0.67% |
Volatility
ITHAX vs. RYGRX - Volatility Comparison
The current volatility for Hartford Capital Appreciation Fund Class A (ITHAX) is 5.58%, while Rydex S&P 500 Pure Growth Fund (RYGRX) has a volatility of 9.53%. This indicates that ITHAX experiences smaller price fluctuations and is considered to be less risky than RYGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ITHAX | RYGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 9.53% | -3.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 15.25% | -5.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 25.40% | -7.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 23.34% | -6.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 22.71% | -4.65% |