PortfoliosLab logoPortfoliosLab logo
CBRDX vs. HSNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CBRDX vs. HSNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CrossingBridge Responsible Credit Fund (CBRDX) and The Hartford Strategic Income Fund (HSNIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CBRDX vs. HSNIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CBRDX
CrossingBridge Responsible Credit Fund
0.44%5.01%7.21%8.00%1.49%1.14%
HSNIX
The Hartford Strategic Income Fund
-1.75%8.00%6.81%9.40%-12.77%-0.70%

Returns By Period

In the year-to-date period, CBRDX achieves a 0.44% return, which is significantly higher than HSNIX's -1.75% return.


CBRDX

1D
-0.22%
1M
-0.55%
YTD
0.44%
6M
1.09%
1Y
4.35%
3Y*
6.19%
5Y*
10Y*

HSNIX

1D
0.26%
1M
-3.10%
YTD
-1.75%
6M
-0.32%
1Y
5.57%
3Y*
6.37%
5Y*
1.92%
10Y*
4.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


CBRDX vs. HSNIX - Expense Ratio Comparison

CBRDX has a 0.89% expense ratio, which is higher than HSNIX's 0.64% expense ratio.


Return for Risk

CBRDX vs. HSNIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CBRDX
CBRDX Risk / Return Rank: 8181
Overall Rank
CBRDX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CBRDX Sortino Ratio Rank: 8585
Sortino Ratio Rank
CBRDX Omega Ratio Rank: 9191
Omega Ratio Rank
CBRDX Calmar Ratio Rank: 7070
Calmar Ratio Rank
CBRDX Martin Ratio Rank: 6969
Martin Ratio Rank

HSNIX
HSNIX Risk / Return Rank: 7575
Overall Rank
HSNIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
HSNIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
HSNIX Omega Ratio Rank: 7676
Omega Ratio Rank
HSNIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
HSNIX Martin Ratio Rank: 7171
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.

CBRDX vs. HSNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CrossingBridge Responsible Credit Fund (CBRDX) 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.


CBRDXHSNIXDifference

Sharpe ratio

Return per unit of total volatility

1.74

1.41

+0.33

Sortino ratio

Return per unit of downside risk

2.27

1.92

+0.35

Omega ratio

Gain probability vs. loss probability

1.42

1.28

+0.14

Calmar ratio

Return relative to maximum drawdown

1.62

1.59

+0.03

Martin ratio

Return relative to average drawdown

6.59

6.75

-0.16

CBRDX vs. HSNIX - Sharpe Ratio Comparison

The current CBRDX Sharpe Ratio is 1.74, which is comparable to the HSNIX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of CBRDX 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.


Loading graphics...

Sharpe Ratios by Period


CBRDXHSNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.41

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

2.36

0.93

+1.43

Correlation

The correlation between CBRDX and HSNIX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CBRDX vs. HSNIX - Dividend Comparison

CBRDX's dividend yield for the trailing twelve months is around 6.79%, more than HSNIX's 6.35% yield.


TTM20252024202320222021202020192018201720162015
CBRDX
CrossingBridge Responsible Credit Fund
6.79%7.52%8.57%8.57%6.67%1.34%0.00%0.00%0.00%0.00%0.00%0.00%
HSNIX
The Hartford Strategic Income Fund
6.35%5.29%5.31%5.87%4.73%4.40%4.09%4.32%6.82%6.21%5.00%4.65%

Drawdowns

CBRDX vs. HSNIX - Drawdown Comparison

The maximum CBRDX drawdown since its inception was -2.46%, smaller than the maximum HSNIX drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for CBRDX and HSNIX.


Loading graphics...

Drawdown Indicators


CBRDXHSNIXDifference

Max Drawdown

Largest peak-to-trough decline

-2.46%

-23.39%

+20.93%

Max Drawdown (1Y)

Largest decline over 1 year

-1.74%

-3.68%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

Max Drawdown (10Y)

Largest decline over 10 years

-19.44%

Current Drawdown

Current decline from peak

-0.77%

-3.10%

+2.33%

Average Drawdown

Average peak-to-trough decline

-0.33%

-3.14%

+2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.87%

-0.31%

Volatility

CBRDX vs. HSNIX - Volatility Comparison

The current volatility for CrossingBridge Responsible Credit Fund (CBRDX) is 0.77%, while The Hartford Strategic Income Fund (HSNIX) has a volatility of 1.58%. This indicates that CBRDX 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.


Loading graphics...

Volatility by Period


CBRDXHSNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

1.58%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

1.29%

2.33%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

2.13%

3.97%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.07%

4.67%

-2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.07%

4.59%

-2.52%