Summary
HFGO
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 30.26% Volatility 24.43% Sharpe 0.56
Official loaded data — not a live quote.

HARTFORD LARGE CAP GROWTH ETF

Symbol: HFGO

Exchange: BATS

Sector: Technology

Category: Large Growth

Inception date: 09/11/2021

Latest date: 03/06/2026

Current price: $30.46

Expense ratio: 0.59%

Assets under management
$181.2M
-1.52% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

8.28%

Ann. -31.53% (Sharpe / Sortino numerator)

Volatility

26.23%

Sharpe ratio

-1.340

VaR 95%

-2.54%

CVaR 95%: -2.78%
Max drawdown: -9.67%
Sortino ratio: -2.463
Calmar ratio: -3.26

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

19.12%

Ann. -31.40% (Sharpe / Sortino numerator)

Volatility

21.63%

Sharpe ratio

-1.619

VaR 95%

-2.42%

CVaR 95%: -2.74%
Max drawdown: -15.04%
Sortino ratio: -2.619
Calmar ratio: -2.09

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.04%

Ann. -16.86% (Sharpe / Sortino numerator)

Volatility

20.50%

Sharpe ratio

-1.000

VaR 95%

-2.38%

CVaR 95%: -2.82%
Max drawdown: -18.29%
Sortino ratio: -1.462
Calmar ratio: -0.92

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

30.26%

Ann. 17.22% (Sharpe / Sortino numerator)

Volatility

24.43%

Sharpe ratio

0.556

VaR 95%

-2.10%

CVaR 95%: -3.45%
Max drawdown: -18.29%
Sortino ratio: 0.733
Calmar ratio: 0.94

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

54.32%

Ann. 13.57% (Sharpe / Sortino numerator)

Volatility

23.30%

Sharpe ratio

0.427

VaR 95%

-2.59%

CVaR 95%: -3.52%
Max drawdown: -25.19%
Sortino ratio: 0.550
Calmar ratio: 0.54

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

103.64%

Ann. 22.00% (Sharpe / Sortino numerator)

Volatility

21.35%

Sharpe ratio

0.860

VaR 95%

-2.07%

CVaR 95%: -3.17%
Max drawdown: -25.19%
Sortino ratio: 1.125
Calmar ratio: 0.87

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.112%

Best day

4.538%

31/03/2026
Worst day

-3.526%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $30.93 $30.93 $30.39 $30.46 27,200
02/06/2026 $31.07 $31.08 $30.73 $30.85 11,300
01/06/2026 $30.59 $31.00 $30.59 $30.88 12,400
29/05/2026 $30.31 $30.46 $30.21 $30.43 10,000
28/05/2026 $29.77 $30.15 $29.66 $30.13 14,700
27/05/2026 $29.80 $29.80 $29.48 $29.61 13,700
26/05/2026 $29.65 $29.70 $29.57 $29.60 14,100
22/05/2026 $29.46 $29.56 $29.34 $29.34 13,700
21/05/2026 $29.22 $29.42 $29.12 $29.42 12,200
20/05/2026 $28.96 $29.15 $28.86 $29.15 13,800