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ISIN
US4166487490
CUSIP
416648749
Issuer
Hartford
Inception Date
May 27, 2004
Min. Investment
$2,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

HBAAX Performance Chart

Hartford Moderate Allocation Fund (HBAAX) is up 7.3% since the beginning of the year. HBAAX is currently trading at $14 per share. Investors who bought $1,000 worth of HBAAX shares 5 years ago would now be looking at an investment worth $1,353.


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S&P 500 Index

Returns By Period

Hartford Moderate Allocation Fund (HBAAX) has returned 7.27% so far this year and 18.25% over the past 12 months. Over the last ten years, HBAAX has returned 7.73% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Hartford Moderate Allocation Fund

1D
0.14%
1M
2.88%
YTD
7.27%
6M
8.02%
1Y
18.25%
3Y*
13.78%
5Y*
6.23%
10Y*
7.73%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBAAX Monthly Returns History

Based on dividend-adjusted daily data since Jun 1, 2004, HBAAX's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2009 with a return of +7.9%, while the worst month was Oct 2008 at -13.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, HBAAX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +5.8%, while the worst single day was Mar 16, 2020 at -6.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.65%1.33%-4.44%5.86%2.81%0.14%7.27%
20252.35%0.23%-2.44%0.47%3.11%3.24%0.37%2.33%2.06%1.05%0.76%0.35%14.63%
20240.26%2.56%2.41%-2.92%3.43%1.29%1.76%2.35%1.46%-2.04%3.32%-2.27%11.94%
20235.00%-2.69%2.03%0.63%-1.17%3.09%1.94%-1.90%-3.53%-1.92%6.71%4.30%12.56%
2022-3.28%-1.97%0.32%-6.02%0.26%-6.22%4.91%-2.86%-6.87%3.54%5.83%-2.70%-14.97%
2021-0.31%1.42%1.71%2.82%0.67%0.66%0.66%1.24%-2.95%2.67%-1.95%2.69%9.55%

Benchmark Metrics

Hartford Moderate Allocation Fund has an annualized alpha of 0.48%, beta of 0.56, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since June 02, 2004.

  • This fund participated in 69.54% of S&P 500 Index downside but only 60.89% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.56 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
0.48%
Beta
0.56
0.93
Upside Capture
60.89%
Downside Capture
69.54%

Expense Ratio

HBAAX has an expense ratio of 0.53%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HBAAX ranks 61 for risk / return — better than 61% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


HBAAX Risk / Return Rank: 6161
Overall Rank
HBAAX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
HBAAX Sortino Ratio Rank: 6060
Sortino Ratio Rank
HBAAX Omega Ratio Rank: 6161
Omega Ratio Rank
HBAAX Calmar Ratio Rank: 5858
Calmar Ratio Rank
HBAAX Martin Ratio Rank: 6767
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 Moderate Allocation Fund (HBAAX) and compare them to S&P 500 Index.


HBAAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.30

2.39

-0.08

Sortino ratio

Return per unit of downside risk

3.27

3.25

+0.01

Omega ratio

Gain probability vs. loss probability

1.44

1.43

0.00

Calmar ratio

Return relative to maximum drawdown

2.93

3.11

-0.19

Martin ratio

Return relative to average drawdown

13.00

14.38

-1.38

Dividends

Dividend History

Hartford Moderate Allocation Fund provided a 9.20% dividend yield over the last twelve months, with an annual payout of $1.32 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.32$1.32$0.31$0.24$0.52$0.86$0.47$0.42$0.95$0.60$0.10$0.78

Dividend yield

9.20%9.87%2.41%2.08%4.93%6.56%3.72%3.51%9.10%4.94%0.94%7.34%

Monthly Dividends

The table displays the monthly dividend distributions for Hartford Moderate Allocation 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$0.00$0.00$0.00$0.00$1.32$1.32
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.52
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.86$0.86

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 Moderate Allocation 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 Moderate Allocation Fund was 40.79%, occurring on Mar 9, 2009. Recovery took 467 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-40.79%Mar 2009
1y 4mo1y 10mo
3y 2moNov 2007 - Jan 2011
COVID crash2020
-24.44%Mar 2020
1mo 2d5mo 4d
6mo 6dFeb 2020 - Aug 2020
Bear market2022
-21.46%Oct 2022
11mo 9d1y 7mo
2y 6moNov 2021 - May 2024
2016 correction2016
-15.43%Feb 2016
8mo 25d1y 3d
1y 8moMay 2015 - Feb 2017
2011 correction2011
-14.51%Oct 2011
5mo 4d5mo 12d
10mo 16dMay 2011 - Mar 2012

Drawdown Indicators


HBAAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-40.79%

-56.78%

+15.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-9.10%

+2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-10.54%

-18.90%

+8.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

-25.43%

+3.97%

Max Drawdown (10Y)

Largest decline over 10 years

-24.44%

-33.92%

+9.48%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.07%

-10.72%

+5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.97%

-0.54%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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