JOF vs HCRB

Comparison between Japan Smaller Capitalization Fund Inc (JOF, ETF) and HARTFORD CORE BOND ETF (HCRB, ETF).

5-Year PerformanceJOF has outperformed HCRB, delivering a return of +9.5% compared to +0.1%

JOF vs HCRB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JOF(ETF)	HCRB(ETF)
Net Assets	$362M	$360M
Expense Ratio	N/A	0.29%
Max Drawdown	69.98%	24.16%
Sharpe Ratio	1.28	0.18
5Y Beta	0.61	0.03
5Y Dividends CAGR	23.18%	14.21%

Net Assets

Winner

JOF

$362M

HCRB

$360M

Expense Ratio

JOF

N/A

HCRB

0.29%

Max Drawdown

JOF

69.98%

Winner

HCRB

24.16%

Sharpe Ratio

Winner

JOF

1.28

HCRB

0.18

5Y Beta

JOF

0.61

Winner

HCRB

0.03

5Y Dividends CAGR

Winner

JOF

23.18%

HCRB

14.21%

JOF vs HCRB - Historical Returns

Returns include dividend reinvestment.

Period	JOF	HCRB
1 month	+1.38%	-0.17%
3 months	+4.70%	-1.03%
6 months	+12.60%	+0.00%
1 year	+30.41%	+4.52%
5 years(CAGR)	+9.53%	+0.06%
10 years(CAGR)	+9.70%	N/A
Max(CAGR)	+4.10%	+0.74%

Winner

JOF

+1.38%

HCRB

-0.17%

Winner

JOF

+4.70%

HCRB

-1.03%

Winner

JOF

+12.60%

HCRB

+0.00%

Winner

JOF

+30.41%

HCRB

+4.52%

5Y(CAGR)

Winner

JOF

+9.53%

HCRB

+0.06%

10Y(CAGR)

JOF

+9.70%

HCRB

N/A

Max(CAGR)

Winner

JOF

+4.10%

HCRB

+0.74%

JOF vs HCRB - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	JOF	HCRB
2026	+7.14%	-0.03%
2025	+50.68%	+7.07%
2024	+5.64%	+2.72%
2023	+20.84%	+6.30%
2022	-17.17%	-14.04%
2021	-5.68%	-1.72%
2020	+4.08%	+6.78%
2019	+15.72%	N/A
2018	-16.43%	N/A
2017	+40.89%	N/A
2016	+5.37%	N/A
2015	+24.58%	N/A
2014	+0.35%	N/A
2013	+27.75%	N/A
2012	+0.20%	N/A
2011	-20.53%	N/A
2010	+20.38%	N/A
2009	-2.21%	N/A
2008	-21.92%	N/A
2007	-29.27%	N/A
2006	-10.36%	N/A
2005	+25.43%	N/A
2004	+13.19%	N/A
2003	+76.38%	N/A
2002	+6.09%	N/A
2001	+0.04%	N/A
2000	-46.26%	N/A
1999	-10.46%	N/A

JOF vs HCRB Drawdown Comparison

The maximum drawdown for JOF was -65.75%, occurring on Nov 20, 2008. Recovery took 2983 trading sessions.

The maximum drawdown for HCRB was -19.91%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The current JOF drawdown is -8.12%. The current HCRB drawdown is -2.15%.

Rank	JOF	HCRB
#1	-65.75% Sep 29, 2005 - Aug 7, 2017	-19.91% Aug 4, 2020 - Oct 20, 2022
#2	-58.12% Nov 5, 1999 - Mar 17, 2004	-7.21% Mar 9, 2020 - Apr 30, 2020
#3	-42.14% Jan 17, 2018 - Mar 12, 2025	-0.86% Apr 30, 2020 - May 20, 2020
#4	-30.52% Apr 12, 2004 - Sep 12, 2005	-0.37% May 29, 2020 - Jun 8, 2020
#5	-17.23% Feb 23, 2026 - Mar 20, 2026	-0.32% Jun 10, 2020 - Jun 15, 2020
#6	-9.79% Mar 27, 2025 - Apr 22, 2025	-0.23% Jun 22, 2020 - Jun 26, 2020
#7	-8.29% Sep 17, 2025 - Nov 28, 2025	-0.23% Feb 28, 2020 - Mar 3, 2020
#8	-6.41% Apr 5, 2004 - Apr 12, 2004	-0.21% Jul 23, 2020 - Jul 29, 2020
#9	-5.05% Nov 8, 2017 - Nov 27, 2017	-0.18% Jul 9, 2020 - Jul 14, 2020
#10	-4.09% Dec 20, 2017 - Jan 4, 2018	-0.13% May 22, 2020 - May 27, 2020
#11	-4.04% Sep 20, 2005 - Sep 27, 2005	-0.12% May 27, 2020 - May 29, 2020
#12	-3.91% Nov 28, 2017 - Dec 18, 2017	-0.09% May 20, 2020 - May 22, 2020
#13	-3.47% Aug 7, 2017 - Sep 8, 2017	-0.07% Feb 25, 2020 - Feb 28, 2020
#14	-3.05% Sep 16, 2005 - Sep 20, 2005	-0.06% Mar 3, 2020 - Mar 5, 2020
#15	-3.01% Jul 23, 2025 - Aug 6, 2025	-0.05% Jul 16, 2020 - Jul 20, 2020

Correlation

Correlation between JOF and HCRB is 0.54 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.54

-101

Dividend Comparison (2000 - 2026)

JOF vs HCRB dividend yield comparison.

Year	JOF	HCRB
2026	3.88%	1.66%
2025	4.80%	4.12%
2024	4.07%	4.15%
2023	3.50%	3.39%
2022	0.71%	2.17%
2021	7.70%	1.47%
2020	3.81%	1.81%
2019	8.30%	0.00%
2018	20.55%	0.00%
2017	15.89%	0.00%
2016	9.63%	0.00%
2015	8.58%	0.00%
2014	1.48%	0.00%
2013	2.17%	0.00%
2012	1.13%	0.00%
2011	0.49%	0.00%
2010	0.89%	0.00%
2009	0.73%	0.00%
2008	1.57%	0.00%
2007	0.04%	0.00%
2006	12.90%	0.00%
2001	1.43%	0.00%
2000	14.26%	0.00%