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BWDTX vs. HSNIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BWDTX and HSNIX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

BWDTX vs. HSNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX) and The Hartford Strategic Income Fund (HSNIX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.05%
3.67%
BWDTX
HSNIX

Key characteristics

Sharpe Ratio

BWDTX:

4.28

HSNIX:

2.03

Sortino Ratio

BWDTX:

6.95

HSNIX:

2.88

Omega Ratio

BWDTX:

2.04

HSNIX:

1.38

Calmar Ratio

BWDTX:

9.60

HSNIX:

1.06

Martin Ratio

BWDTX:

33.68

HSNIX:

9.51

Ulcer Index

BWDTX:

0.20%

HSNIX:

0.86%

Daily Std Dev

BWDTX:

1.60%

HSNIX:

4.02%

Max Drawdown

BWDTX:

-10.06%

HSNIX:

-23.16%

Current Drawdown

BWDTX:

-0.50%

HSNIX:

-1.63%

Returns By Period

In the year-to-date period, BWDTX achieves a 6.52% return, which is significantly lower than HSNIX's 7.49% return.


BWDTX

YTD

6.52%

1M

0.20%

6M

3.16%

1Y

6.85%

5Y*

3.96%

10Y*

N/A

HSNIX

YTD

7.49%

1M

-0.25%

6M

3.80%

1Y

8.02%

5Y*

2.66%

10Y*

3.82%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BWDTX vs. HSNIX - Expense Ratio Comparison

BWDTX has a 0.40% expense ratio, which is lower than HSNIX's 0.64% expense ratio.


HSNIX
The Hartford Strategic Income Fund
Expense ratio chart for HSNIX: current value at 0.64% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.64%
Expense ratio chart for BWDTX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

BWDTX vs. HSNIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX) and The Hartford Strategic Income Fund (HSNIX). 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.


Sharpe ratio
The chart of Sharpe ratio for BWDTX, currently valued at 4.28, compared to the broader market-1.000.001.002.003.004.004.282.03
The chart of Sortino ratio for BWDTX, currently valued at 6.95, compared to the broader market-2.000.002.004.006.008.0010.006.952.88
The chart of Omega ratio for BWDTX, currently valued at 2.04, compared to the broader market0.501.001.502.002.503.003.502.041.38
The chart of Calmar ratio for BWDTX, currently valued at 9.60, compared to the broader market0.002.004.006.008.0010.0012.0014.009.601.06
The chart of Martin ratio for BWDTX, currently valued at 33.68, compared to the broader market0.0020.0040.0060.0033.689.51
BWDTX
HSNIX

The current BWDTX Sharpe Ratio is 4.28, which is higher than the HSNIX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of BWDTX and HSNIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
4.28
2.03
BWDTX
HSNIX

Dividends

BWDTX vs. HSNIX - Dividend Comparison

BWDTX's dividend yield for the trailing twelve months is around 4.07%, less than HSNIX's 5.97% yield.


TTM20232022202120202019201820172016201520142013
BWDTX
Boyd Watterson Limited Duration Enhanced Income Fund
4.07%5.51%3.77%2.97%3.18%3.47%4.17%2.90%1.35%0.00%0.00%0.00%
HSNIX
The Hartford Strategic Income Fund
5.97%6.34%4.71%3.26%3.04%4.32%6.83%6.21%5.02%4.66%4.19%4.49%

Drawdowns

BWDTX vs. HSNIX - Drawdown Comparison

The maximum BWDTX drawdown since its inception was -10.06%, smaller than the maximum HSNIX drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for BWDTX and HSNIX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.50%
-1.63%
BWDTX
HSNIX

Volatility

BWDTX vs. HSNIX - Volatility Comparison

The current volatility for Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX) is 0.54%, while The Hartford Strategic Income Fund (HSNIX) has a volatility of 0.93%. This indicates that BWDTX experiences smaller price fluctuations and is considered to be less risky than HSNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%JulyAugustSeptemberOctoberNovemberDecember
0.54%
0.93%
BWDTX
HSNIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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