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HADAX vs. TIBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HADAX vs. TIBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Balanced HLS Fund (HADAX) and Thornburg Investment Income Builder Fund Class I (TIBIX). The values are adjusted to include any dividend payments, if applicable.

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HADAX vs. TIBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HADAX
Hartford Balanced HLS Fund
-3.65%12.10%11.30%14.79%-13.70%19.69%11.54%22.68%-5.35%15.59%
TIBIX
Thornburg Investment Income Builder Fund Class I
9.82%37.01%13.48%18.28%-7.69%20.36%-0.40%18.01%-4.31%15.23%

Returns By Period

In the year-to-date period, HADAX achieves a -3.65% return, which is significantly lower than TIBIX's 9.82% return. Over the past 10 years, HADAX has underperformed TIBIX with an annualized return of 8.33%, while TIBIX has yielded a comparatively higher 12.18% annualized return.


HADAX

1D
1.77%
1M
-3.79%
YTD
-3.65%
6M
-0.98%
1Y
8.75%
3Y*
9.98%
5Y*
5.99%
10Y*
8.33%

TIBIX

1D
1.69%
1M
-2.43%
YTD
9.82%
6M
16.92%
1Y
38.14%
3Y*
24.21%
5Y*
15.48%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HADAX vs. TIBIX - Expense Ratio Comparison

HADAX has a 0.62% expense ratio, which is lower than TIBIX's 0.93% expense ratio.


Return for Risk

HADAX vs. TIBIX — Risk / Return Rank

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

HADAX
HADAX Risk / Return Rank: 3535
Overall Rank
HADAX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
HADAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
HADAX Omega Ratio Rank: 2828
Omega Ratio Rank
HADAX Calmar Ratio Rank: 4343
Calmar Ratio Rank
HADAX Martin Ratio Rank: 4343
Martin Ratio Rank

TIBIX
TIBIX Risk / Return Rank: 9898
Overall Rank
TIBIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TIBIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
TIBIX Omega Ratio Rank: 9898
Omega Ratio Rank
TIBIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
TIBIX Martin Ratio Rank: 9898
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.

HADAX vs. TIBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Balanced HLS Fund (HADAX) and Thornburg Investment Income Builder Fund Class I (TIBIX). 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.


HADAXTIBIXDifference

Sharpe ratio

Return per unit of total volatility

0.79

3.57

-2.78

Sortino ratio

Return per unit of downside risk

1.19

4.54

-3.35

Omega ratio

Gain probability vs. loss probability

1.17

1.79

-0.62

Calmar ratio

Return relative to maximum drawdown

1.30

4.43

-3.13

Martin ratio

Return relative to average drawdown

5.03

21.79

-16.76

HADAX vs. TIBIX - Sharpe Ratio Comparison

The current HADAX Sharpe Ratio is 0.79, which is lower than the TIBIX Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of HADAX and TIBIX, 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


HADAXTIBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

3.57

-2.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

1.40

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.91

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.75

-0.74

Correlation

The correlation between HADAX and TIBIX is 0.78, 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

HADAX vs. TIBIX - Dividend Comparison

HADAX's dividend yield for the trailing twelve months is around 12.36%, more than TIBIX's 5.40% yield.


TTM20252024202320222021202020192018201720162015
HADAX
Hartford Balanced HLS Fund
12.36%11.90%9.05%4.62%17.33%6.29%6.62%10.54%7.27%2.29%2.80%1.95%
TIBIX
Thornburg Investment Income Builder Fund Class I
5.40%5.83%5.67%4.89%5.89%5.33%4.31%4.46%4.77%4.52%4.14%4.66%

Drawdowns

HADAX vs. TIBIX - Drawdown Comparison

The maximum HADAX drawdown since its inception was -91.68%, which is greater than TIBIX's maximum drawdown of -48.88%. Use the drawdown chart below to compare losses from any high point for HADAX and TIBIX.


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Drawdown Indicators


HADAXTIBIXDifference

Max Drawdown

Largest peak-to-trough decline

-91.68%

-48.88%

-42.80%

Max Drawdown (1Y)

Largest decline over 1 year

-7.27%

-8.58%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

-20.79%

+1.97%

Max Drawdown (10Y)

Largest decline over 10 years

-26.36%

-34.85%

+8.49%

Current Drawdown

Current decline from peak

-5.24%

-3.47%

-1.77%

Average Drawdown

Average peak-to-trough decline

-24.50%

-6.00%

-18.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.75%

+0.13%

Volatility

HADAX vs. TIBIX - Volatility Comparison

Hartford Balanced HLS Fund (HADAX) and Thornburg Investment Income Builder Fund Class I (TIBIX) have volatilities of 3.66% and 3.68%, 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.


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Volatility by Period


HADAXTIBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

3.68%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

6.81%

6.57%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.63%

10.83%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.95%

11.11%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.90%

13.48%

-1.58%