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NUGO vs. HGOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUGO vs. HGOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Growth Opportunities ETF (NUGO) and The Hartford Growth Opportunities Fund Class I (HGOIX). The values are adjusted to include any dividend payments, if applicable.

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NUGO vs. HGOIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NUGO
Nuveen Growth Opportunities ETF
-9.53%14.91%35.95%45.37%-32.73%7.78%
HGOIX
The Hartford Growth Opportunities Fund Class I
-14.11%13.52%42.27%40.98%-36.87%-4.27%

Returns By Period

In the year-to-date period, NUGO achieves a -9.53% return, which is significantly higher than HGOIX's -14.11% return.


NUGO

1D
4.41%
1M
-4.94%
YTD
-9.53%
6M
-8.50%
1Y
17.78%
3Y*
21.81%
5Y*
10Y*

HGOIX

1D
-1.18%
1M
-8.76%
YTD
-14.11%
6M
-13.84%
1Y
11.06%
3Y*
19.36%
5Y*
5.55%
10Y*
14.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUGO vs. HGOIX - Expense Ratio Comparison

NUGO has a 0.56% expense ratio, which is lower than HGOIX's 0.82% expense ratio.


Return for Risk

NUGO vs. HGOIX — Risk / Return Rank

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

NUGO
NUGO Risk / Return Rank: 4141
Overall Rank
NUGO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
NUGO Sortino Ratio Rank: 4444
Sortino Ratio Rank
NUGO Omega Ratio Rank: 4242
Omega Ratio Rank
NUGO Calmar Ratio Rank: 4040
Calmar Ratio Rank
NUGO Martin Ratio Rank: 3737
Martin Ratio Rank

HGOIX
HGOIX Risk / Return Rank: 1818
Overall Rank
HGOIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HGOIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
HGOIX Omega Ratio Rank: 1919
Omega Ratio Rank
HGOIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
HGOIX Martin Ratio Rank: 1616
Martin Ratio Rank
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.

NUGO vs. HGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Growth Opportunities ETF (NUGO) and The Hartford Growth Opportunities Fund Class I (HGOIX). 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.


NUGOHGOIXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.46

+0.28

Sortino ratio

Return per unit of downside risk

1.22

0.81

+0.40

Omega ratio

Gain probability vs. loss probability

1.17

1.11

+0.05

Calmar ratio

Return relative to maximum drawdown

1.04

0.46

+0.57

Martin ratio

Return relative to average drawdown

3.43

1.60

+1.83

NUGO vs. HGOIX - Sharpe Ratio Comparison

The current NUGO Sharpe Ratio is 0.75, which is higher than the HGOIX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of NUGO and HGOIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NUGOHGOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.46

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.49

-0.09

Correlation

The correlation between NUGO and HGOIX is 0.95, 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

NUGO vs. HGOIX - Dividend Comparison

NUGO has not paid dividends to shareholders, while HGOIX's dividend yield for the trailing twelve months is around 7.38%.


TTM20252024202320222021202020192018201720162015
NUGO
Nuveen Growth Opportunities ETF
0.00%0.00%0.00%0.19%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HGOIX
The Hartford Growth Opportunities Fund Class I
7.38%6.34%0.00%0.00%0.00%22.80%13.21%6.01%30.76%8.69%3.76%8.81%

Drawdowns

NUGO vs. HGOIX - Drawdown Comparison

The maximum NUGO drawdown since its inception was -38.01%, smaller than the maximum HGOIX drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for NUGO and HGOIX.


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Drawdown Indicators


NUGOHGOIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.01%

-58.07%

+20.06%

Max Drawdown (1Y)

Largest decline over 1 year

-17.54%

-17.71%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-44.99%

Max Drawdown (10Y)

Largest decline over 10 years

-44.99%

Current Drawdown

Current decline from peak

-13.90%

-17.71%

+3.81%

Average Drawdown

Average peak-to-trough decline

-12.41%

-12.07%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.30%

5.13%

+0.17%

Volatility

NUGO vs. HGOIX - Volatility Comparison

Nuveen Growth Opportunities ETF (NUGO) has a higher volatility of 7.72% compared to The Hartford Growth Opportunities Fund Class I (HGOIX) at 6.70%. This indicates that NUGO's price experiences larger fluctuations and is considered to be riskier than HGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUGOHGOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

6.70%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.32%

14.08%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

23.89%

23.66%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.34%

25.06%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.34%

23.33%

+0.01%