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HAFIX vs. T
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HAFIX and T is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

HAFIX vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford AARP Balanced Retirement Fund (HAFIX) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
4.11%
25.63%
HAFIX
T

Key characteristics

Sharpe Ratio

HAFIX:

1.26

T:

2.32

Sortino Ratio

HAFIX:

1.75

T:

3.24

Omega Ratio

HAFIX:

1.25

T:

1.41

Calmar Ratio

HAFIX:

1.21

T:

1.68

Martin Ratio

HAFIX:

5.39

T:

13.96

Ulcer Index

HAFIX:

1.16%

T:

3.37%

Daily Std Dev

HAFIX:

4.94%

T:

20.32%

Max Drawdown

HAFIX:

-17.48%

T:

-64.66%

Current Drawdown

HAFIX:

-1.57%

T:

-4.36%

Returns By Period

In the year-to-date period, HAFIX achieves a 5.63% return, which is significantly lower than T's 44.53% return. Over the past 10 years, HAFIX has underperformed T with an annualized return of 3.85%, while T has yielded a comparatively higher 4.91% annualized return.


HAFIX

YTD

5.63%

1M

0.00%

6M

4.10%

1Y

6.23%

5Y*

3.00%

10Y*

3.85%

T

YTD

44.53%

1M

-1.47%

6M

25.89%

1Y

46.54%

5Y*

1.51%

10Y*

4.91%

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Risk-Adjusted Performance

HAFIX vs. T - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford AARP Balanced Retirement Fund (HAFIX) and AT&T Inc. (T). 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 HAFIX, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.001.262.29
The chart of Sortino ratio for HAFIX, currently valued at 1.75, compared to the broader market-2.000.002.004.006.008.0010.001.753.21
The chart of Omega ratio for HAFIX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.40
The chart of Calmar ratio for HAFIX, currently valued at 1.21, compared to the broader market0.002.004.006.008.0010.0012.0014.001.211.66
The chart of Martin ratio for HAFIX, currently valued at 5.39, compared to the broader market0.0020.0040.0060.005.3913.76
HAFIX
T

The current HAFIX Sharpe Ratio is 1.26, which is lower than the T Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of HAFIX and T, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.26
2.29
HAFIX
T

Dividends

HAFIX vs. T - Dividend Comparison

HAFIX's dividend yield for the trailing twelve months is around 1.93%, less than T's 4.86% yield.


TTM20232022202120202019201820172016201520142013
HAFIX
Hartford AARP Balanced Retirement Fund
1.93%2.88%5.62%2.51%2.17%3.79%7.49%5.36%4.70%5.50%3.25%0.00%
T
AT&T Inc.
4.86%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%5.12%

Drawdowns

HAFIX vs. T - Drawdown Comparison

The maximum HAFIX drawdown since its inception was -17.48%, smaller than the maximum T drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for HAFIX and T. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.57%
-4.36%
HAFIX
T

Volatility

HAFIX vs. T - Volatility Comparison

The current volatility for Hartford AARP Balanced Retirement Fund (HAFIX) is 0.00%, while AT&T Inc. (T) has a volatility of 7.16%. This indicates that HAFIX experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember0
7.16%
HAFIX
T
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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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