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HABYX vs. BCPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HABYX vs. BCPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Total Return Bond Fund (HABYX) and Brandes Core Plus Fixed Income Fund (BCPIX). The values are adjusted to include any dividend payments, if applicable.

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HABYX vs. BCPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HABYX
The Hartford Total Return Bond Fund
-0.66%7.25%2.41%6.96%-14.02%-1.08%9.29%10.62%-0.73%5.26%
BCPIX
Brandes Core Plus Fixed Income Fund
-0.55%6.71%1.98%6.70%-10.78%-0.34%5.77%6.65%-0.45%2.74%

Returns By Period

In the year-to-date period, HABYX achieves a -0.66% return, which is significantly lower than BCPIX's -0.55% return. Over the past 10 years, HABYX has outperformed BCPIX with an annualized return of 2.43%, while BCPIX has yielded a comparatively lower 1.90% annualized return.


HABYX

1D
0.55%
1M
-2.45%
YTD
-0.66%
6M
0.29%
1Y
3.80%
3Y*
4.18%
5Y*
0.55%
10Y*
2.43%

BCPIX

1D
0.48%
1M
-2.11%
YTD
-0.55%
6M
0.36%
1Y
3.41%
3Y*
3.73%
5Y*
0.90%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HABYX vs. BCPIX - Expense Ratio Comparison

HABYX has a 0.39% expense ratio, which is higher than BCPIX's 0.30% expense ratio.


Return for Risk

HABYX vs. BCPIX — Risk / Return Rank

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

HABYX
HABYX Risk / Return Rank: 5353
Overall Rank
HABYX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HABYX Sortino Ratio Rank: 5252
Sortino Ratio Rank
HABYX Omega Ratio Rank: 3838
Omega Ratio Rank
HABYX Calmar Ratio Rank: 7272
Calmar Ratio Rank
HABYX Martin Ratio Rank: 4949
Martin Ratio Rank

BCPIX
BCPIX Risk / Return Rank: 5353
Overall Rank
BCPIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BCPIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BCPIX Omega Ratio Rank: 3636
Omega Ratio Rank
BCPIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
BCPIX Martin Ratio Rank: 5252
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.

HABYX vs. BCPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Total Return Bond Fund (HABYX) and Brandes Core Plus Fixed Income Fund (BCPIX). 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.


HABYXBCPIXDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.99

+0.02

Sortino ratio

Return per unit of downside risk

1.44

1.44

0.00

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.67

1.71

-0.04

Martin ratio

Return relative to average drawdown

4.86

5.12

-0.26

HABYX vs. BCPIX - Sharpe Ratio Comparison

The current HABYX Sharpe Ratio is 1.01, which is comparable to the BCPIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of HABYX and BCPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HABYXBCPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.99

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.18

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.46

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.33

+0.72

Correlation

The correlation between HABYX and BCPIX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HABYX vs. BCPIX - Dividend Comparison

HABYX's dividend yield for the trailing twelve months is around 4.20%, more than BCPIX's 4.10% yield.


TTM20252024202320222021202020192018201720162015
HABYX
The Hartford Total Return Bond Fund
4.20%4.56%4.39%3.99%3.10%3.96%3.19%3.76%4.08%3.89%3.10%2.94%
BCPIX
Brandes Core Plus Fixed Income Fund
4.10%4.32%3.67%2.91%2.54%1.89%1.76%2.77%2.90%2.49%2.84%2.72%

Drawdowns

HABYX vs. BCPIX - Drawdown Comparison

The maximum HABYX drawdown since its inception was -19.42%, smaller than the maximum BCPIX drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for HABYX and BCPIX.


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Drawdown Indicators


HABYXBCPIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.42%

-22.43%

+3.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-2.58%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-19.38%

-15.19%

-4.19%

Max Drawdown (10Y)

Largest decline over 10 years

-19.42%

-15.19%

-4.23%

Current Drawdown

Current decline from peak

-2.45%

-2.11%

-0.34%

Average Drawdown

Average peak-to-trough decline

-2.25%

-4.28%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.86%

+0.17%

Volatility

HABYX vs. BCPIX - Volatility Comparison

The Hartford Total Return Bond Fund (HABYX) has a higher volatility of 1.67% compared to Brandes Core Plus Fixed Income Fund (BCPIX) at 1.42%. This indicates that HABYX's price experiences larger fluctuations and is considered to be riskier than BCPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HABYXBCPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.42%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

2.36%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.52%

3.97%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

5.06%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

4.16%

+0.88%