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HABYX vs. PRRIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HABYX and PRRIX is 0.71, 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.


-0.50.00.51.00.7

Performance

HABYX vs. PRRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Total Return Bond Fund (HABYX) and PIMCO Real Return Fund (PRRIX). 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
0.54%
0.86%
HABYX
PRRIX

Key characteristics

Sharpe Ratio

HABYX:

0.39

PRRIX:

0.41

Sortino Ratio

HABYX:

0.58

PRRIX:

0.60

Omega Ratio

HABYX:

1.07

PRRIX:

1.07

Calmar Ratio

HABYX:

0.16

PRRIX:

0.18

Martin Ratio

HABYX:

1.14

PRRIX:

1.36

Ulcer Index

HABYX:

1.92%

PRRIX:

1.42%

Daily Std Dev

HABYX:

5.60%

PRRIX:

4.74%

Max Drawdown

HABYX:

-20.82%

PRRIX:

-19.33%

Current Drawdown

HABYX:

-9.31%

PRRIX:

-7.17%

Returns By Period

In the year-to-date period, HABYX achieves a 1.45% return, which is significantly lower than PRRIX's 2.14% return. Over the past 10 years, HABYX has underperformed PRRIX with an annualized return of 1.67%, while PRRIX has yielded a comparatively higher 2.26% annualized return.


HABYX

YTD

1.45%

1M

-0.88%

6M

0.54%

1Y

2.18%

5Y*

-0.21%

10Y*

1.67%

PRRIX

YTD

2.14%

1M

-0.90%

6M

0.86%

1Y

2.02%

5Y*

2.01%

10Y*

2.26%

Compare stocks, funds, or ETFs

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


HABYX vs. PRRIX - Expense Ratio Comparison

HABYX has a 0.39% expense ratio, which is lower than PRRIX's 0.45% expense ratio.


PRRIX
PIMCO Real Return Fund
Expense ratio chart for PRRIX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for HABYX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

HABYX vs. PRRIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Total Return Bond Fund (HABYX) and PIMCO Real Return Fund (PRRIX). 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 HABYX, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.000.390.41
The chart of Sortino ratio for HABYX, currently valued at 0.58, compared to the broader market-2.000.002.004.006.008.0010.000.580.60
The chart of Omega ratio for HABYX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.07
The chart of Calmar ratio for HABYX, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.000.160.18
The chart of Martin ratio for HABYX, currently valued at 1.14, compared to the broader market0.0020.0040.0060.001.141.36
HABYX
PRRIX

The current HABYX Sharpe Ratio is 0.39, which is comparable to the PRRIX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of HABYX and PRRIX, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.39
0.41
HABYX
PRRIX

Dividends

HABYX vs. PRRIX - Dividend Comparison

HABYX's dividend yield for the trailing twelve months is around 4.08%, more than PRRIX's 2.90% yield.


TTM20232022202120202019201820172016201520142013
HABYX
The Hartford Total Return Bond Fund
4.08%3.98%3.11%2.46%2.48%3.45%4.07%3.64%3.11%2.78%2.54%2.76%
PRRIX
PIMCO Real Return Fund
2.90%3.24%8.75%5.12%2.62%1.92%2.70%2.58%1.10%1.08%3.89%1.24%

Drawdowns

HABYX vs. PRRIX - Drawdown Comparison

The maximum HABYX drawdown since its inception was -20.82%, which is greater than PRRIX's maximum drawdown of -19.33%. Use the drawdown chart below to compare losses from any high point for HABYX and PRRIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-9.31%
-7.17%
HABYX
PRRIX

Volatility

HABYX vs. PRRIX - Volatility Comparison

The Hartford Total Return Bond Fund (HABYX) and PIMCO Real Return Fund (PRRIX) have volatilities of 1.42% and 1.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.42%
1.39%
HABYX
PRRIX
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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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