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HABYX vs. PRRIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, HABYX achieves a 0.18% return, which is significantly higher than PRRIX's 0.10% return. Over the past 10 years, HABYX has underperformed PRRIX with an annualized return of 2.34%, while PRRIX has yielded a comparatively higher 2.68% annualized return.


HABYX

1D
-0.33%
1M
0.69%
YTD
0.18%
6M
0.54%
1Y
4.72%
3Y*
4.63%
5Y*
0.38%
10Y*
2.34%

PRRIX

1D
-0.39%
1M
0.24%
YTD
0.10%
6M
0.54%
1Y
4.01%
3Y*
4.19%
5Y*
0.83%
10Y*
2.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HABYX vs. PRRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HABYX
The Hartford Total Return Bond Fund
0.18%7.25%2.41%6.96%-14.02%-1.08%9.29%10.62%-0.73%5.26%
PRRIX
PIMCO Real Return Fund
0.10%8.19%2.60%3.29%-13.27%5.70%12.11%8.53%-1.96%4.22%

Correlation

The correlation between HABYX and PRRIX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jan 29, 1997

0.69

The correlation between HABYX and PRRIX shifts across timeframes, from 0.69 (all time) to 0.86 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

HABYX vs. PRRIX — Risk / Return Rank

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

HABYX
HABYX Risk / Return Rank: 2121
Overall Rank
HABYX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
HABYX Sortino Ratio Rank: 2222
Sortino Ratio Rank
HABYX Omega Ratio Rank: 2020
Omega Ratio Rank
HABYX Calmar Ratio Rank: 2323
Calmar Ratio Rank
HABYX Martin Ratio Rank: 2020
Martin Ratio Rank

PRRIX
PRRIX Risk / Return Rank: 1818
Overall Rank
PRRIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRRIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PRRIX Omega Ratio Rank: 1616
Omega Ratio Rank
PRRIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
PRRIX Martin Ratio Rank: 2323
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. PRRIX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HABYXPRRIXDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratioReturn relative to maximum drawdown

1.63

1.52

+0.11

Martin ratioReturn relative to average drawdown

4.62

5.17

-0.55

HABYX vs. PRRIX - Sharpe Ratio Comparison

The current HABYX Sharpe Ratio is 1.23, which is comparable to the PRRIX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of HABYX and PRRIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HABYX vs. PRRIX - Drawdown Comparison

The maximum HABYX drawdown since its inception was -19.42%, roughly equal to the maximum PRRIX drawdown of -19.25%. Use the drawdown chart below to compare losses from any high point for HABYX and PRRIX.


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Drawdown Indicators


HABYXPRRIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.42%

-19.25%

-0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-2.66%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-6.50%

-4.51%

-1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-19.38%

-15.76%

-3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-19.42%

-15.76%

-3.66%

Current Drawdown

Current decline from peak

-1.63%

-1.55%

-0.08%

Average Drawdown

Average peak-to-trough decline

-2.24%

-3.17%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.78%

+0.29%

Volatility

HABYX vs. PRRIX - Volatility Comparison

The current volatility for The Hartford Total Return Bond Fund (HABYX) is 1.17%, while PIMCO Real Return Fund (PRRIX) has a volatility of 1.78%. This indicates that HABYX experiences smaller price fluctuations and is considered to be less risky than PRRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HABYXPRRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.78%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

3.08%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

3.99%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.05%

6.27%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.07%

5.65%

-0.58%

HABYX vs. PRRIX - Expense Ratio Comparison

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


Dividends

HABYX vs. PRRIX - Dividend Comparison

HABYX's dividend yield for the trailing twelve months is around 4.55%, more than PRRIX's 4.20% yield.


PositionTTM20252024202320222021202020192018201720162015
HABYX
The Hartford Total Return Bond Fund
4.55%4.56%4.39%3.99%3.10%3.96%3.19%3.76%4.08%3.89%3.10%2.94%
PRRIX
PIMCO Real Return Fund
4.20%3.92%3.17%2.83%7.38%5.12%2.62%1.91%2.70%2.57%1.10%0.99%

Frequently Asked Questions


HABYX and PRRIX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRRIX has higher volatility (1.78%) compared to HABYX (1.17%). In terms of maximum drawdown, HABYX dropped -19.42% vs PRRIX's -19.25%.

HABYX currently has the higher Sharpe Ratio (1.23 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HABYX and PRRIX

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