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ISIN
US4165288758
Issuer
Hartford
Inception Date
Mar 30, 1983
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

HADAX Performance Chart

Hartford Balanced HLS Fund (HADAX) is up 5.5% since the beginning of the year. HADAX is currently trading at $31 per share. Investors who bought $1,000 worth of HADAX shares 5 years ago would now be looking at an investment worth $1,421.


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S&P 500 Index

Returns By Period

Hartford Balanced HLS Fund (HADAX) has returned 5.50% so far this year and 15.09% over the past 12 months. Over the last ten years, HADAX has returned 9.17% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Hartford Balanced HLS Fund

1D
0.59%
1M
0.06%
YTD
5.50%
6M
5.25%
1Y
15.09%
3Y*
12.16%
5Y*
7.28%
10Y*
9.17%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HADAX Monthly Returns History

Based on dividend-adjusted daily data since Mar 31, 1983, HADAX's average daily return is +0.19%, while the average monthly return is +3.80%. At this rate, an investment would double in approximately 1.5 years.

Historically, 61% of months were positive and 39% were negative. The best month was Oct 1995 with a return of +920.8%, while the worst month was Jan 1987 at -90.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, HADAX closed higher 40% of trading days. The best single day was Oct 3, 1995 with a return of +926.2%, while the worst single day was Jan 2, 1987 at -90.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.72%-0.47%-3.88%7.80%2.43%-0.83%5.50%
20253.41%-1.09%-3.23%0.00%3.03%3.61%0.81%0.97%1.04%1.68%0.67%0.78%12.10%
20240.49%2.04%2.41%-3.28%2.74%1.87%2.65%2.29%1.09%-1.37%3.52%-3.37%11.30%
20234.80%-2.98%2.02%1.50%-1.63%3.56%2.52%-1.59%-3.11%-2.58%7.14%4.89%14.79%
2022-3.30%-2.01%-0.06%-5.48%1.35%-5.19%5.41%-3.74%-6.85%4.65%5.13%-3.51%-13.70%
2021-0.98%2.50%3.93%3.91%1.36%0.74%1.98%1.66%-3.46%4.11%-1.42%4.10%19.69%

Benchmark Metrics

Hartford Balanced HLS Fund has an annualized alpha of 51.69%, beta of 0.49, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since March 31, 1983.

  • This fund captured 30.69% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -17.73%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.49 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
51.69%
Beta
0.49
0.00
Upside Capture
30.69%
Downside Capture
-17.73%

Expense Ratio

HADAX has an expense ratio of 0.62%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HADAX ranks 37 for risk / return — below 37% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


HADAX Risk / Return Rank: 3737
Overall Rank
HADAX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
HADAX Sortino Ratio Rank: 3434
Sortino Ratio Rank
HADAX Omega Ratio Rank: 3535
Omega Ratio Rank
HADAX Calmar Ratio Rank: 3535
Calmar Ratio Rank
HADAX Martin Ratio Rank: 4444
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Hartford Balanced HLS Fund (HADAX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HADAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

2.12

2.78

-0.67

Martin ratioReturn relative to average drawdown

8.79

12.44

-3.65

Dividends

Dividend History

Hartford Balanced HLS Fund provided a 11.28% dividend yield over the last twelve months, with an annual payout of $3.49 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.49$3.49$2.66$1.33$4.55$2.23$2.09$3.19$2.00$0.71$0.77$0.52

Dividend yield

11.28%11.90%9.05%4.62%17.33%6.29%6.62%10.54%7.27%2.29%2.80%1.95%

Monthly Dividends

The table displays the monthly dividend distributions for Hartford Balanced HLS Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.70$0.00$0.00$0.00$0.79$3.49
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.83$0.00$0.00$0.00$0.82$2.66
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.81$0.00$0.00$0.00$0.52$1.33
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.14$0.00$0.00$0.00$0.42$4.55
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.60$0.00$0.00$0.00$0.63$2.23

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Hartford Balanced HLS Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Hartford Balanced HLS Fund was 90.79%, occurring on Dec 1, 1987. Recovery took 1887 trading sessions.

The current Hartford Balanced HLS Fund drawdown is 1.44%.


Related event

Drawdown

Fall

Recovery

Underwater

Black Monday1987
-90.79%Dec 1987
11mo 25d7y 10mo
8y 9moDec 1986 - Oct 1995
Financial crisis2007–2009
-46.53%Mar 2009
8y 11mo2y 11mo
11y 10moApr 2000 - Feb 2012
COVID crash2020
-26.36%Mar 2020
1mo 9d5mo 8d
6mo 17dFeb 2020 - Aug 2020
Bear market2022
-18.82%Sep 2022
9mo 4d1y 4mo
2y 1moDec 2021 - Jan 2024
Rate-hike selloffLate 2018
-13.19%Dec 2018
3mo 1d3mo 23d
6mo 24dSep 2018 - Apr 2019

Drawdown Indicators


HADAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-90.79%

-56.78%

-34.01%

Max Drawdown (1Y)

Largest decline over 1 year

-6.99%

-9.10%

+2.11%

Max Drawdown (3Y)

Largest decline over 3 years

-10.78%

-18.90%

+8.12%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

-25.43%

+6.61%

Max Drawdown (10Y)

Largest decline over 10 years

-26.36%

-33.92%

+7.56%

Current Drawdown

Current decline from peak

-1.44%

-1.80%

+0.36%

Average Drawdown

Average peak-to-trough decline

-24.05%

-10.71%

-13.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

2.03%

-0.35%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with HADAX

Add Hartford Balanced HLS Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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