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HAHYX vs. HSNIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HAHYX vs. HSNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford High Yield Fund (HAHYX) and The Hartford Strategic Income Fund (HSNIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HAHYX achieves a 0.96% return, which is significantly lower than HSNIX's 1.20% return. Over the past 10 years, HAHYX has outperformed HSNIX with an annualized return of 5.18%, while HSNIX has yielded a comparatively lower 4.48% annualized return.


HAHYX

1D
0.00%
1M
0.49%
YTD
0.96%
6M
1.62%
1Y
6.81%
3Y*
7.45%
5Y*
3.55%
10Y*
5.18%

HSNIX

1D
0.13%
1M
1.04%
YTD
1.20%
6M
1.33%
1Y
7.42%
3Y*
7.02%
5Y*
2.09%
10Y*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HAHYX vs. HSNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAHYX
Hartford High Yield Fund
0.96%9.35%5.52%11.88%-10.40%3.37%7.02%15.01%-3.27%8.11%
HSNIX
The Hartford Strategic Income Fund
1.20%8.00%6.81%9.40%-12.77%0.17%12.54%11.94%-1.57%8.92%

Correlation

The correlation between HAHYX and HSNIX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.58

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

0.58

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

0.52

Correlation (All Time)
Calculated using the full available price history since May 31, 2007

0.53

The correlation between HAHYX and HSNIX shifts across timeframes, from 0.52 (10 years) to 0.64 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HAHYX vs. HSNIX — Risk / Return Rank

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

HAHYX
HAHYX Risk / Return Rank: 5353
Overall Rank
HAHYX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HAHYX Sortino Ratio Rank: 6464
Sortino Ratio Rank
HAHYX Omega Ratio Rank: 6161
Omega Ratio Rank
HAHYX Calmar Ratio Rank: 4040
Calmar Ratio Rank
HAHYX Martin Ratio Rank: 5656
Martin Ratio Rank

HSNIX
HSNIX Risk / Return Rank: 6161
Overall Rank
HSNIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HSNIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
HSNIX Omega Ratio Rank: 7676
Omega Ratio Rank
HSNIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
HSNIX Martin Ratio Rank: 4848
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.

HAHYX vs. HSNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford High Yield Fund (HAHYX) and The Hartford Strategic Income Fund (HSNIX). 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.


HAHYXHSNIXDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.39

1.45

-0.05

Calmar ratioReturn relative to maximum drawdown

2.29

2.27

+0.03

Martin ratioReturn relative to average drawdown

10.64

9.39

+1.25

HAHYX vs. HSNIX - Sharpe Ratio Comparison

The current HAHYX Sharpe Ratio is 1.84, which is comparable to the HSNIX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of HAHYX and HSNIX, 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

HAHYX vs. HSNIX - Drawdown Comparison

The maximum HAHYX drawdown since its inception was -32.78%, which is greater than HSNIX's maximum drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for HAHYX and HSNIX.


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Drawdown Indicators


HAHYXHSNIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-23.39%

-9.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-3.35%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-4.27%

-5.13%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-15.07%

-19.44%

+4.37%

Max Drawdown (10Y)

Largest decline over 10 years

-22.17%

-19.44%

-2.73%

Current Drawdown

Current decline from peak

-0.72%

-0.25%

-0.47%

Average Drawdown

Average peak-to-trough decline

-2.97%

-3.12%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.81%

-0.15%

Volatility

HAHYX vs. HSNIX - Volatility Comparison

Hartford High Yield Fund (HAHYX) has a higher volatility of 1.30% compared to The Hartford Strategic Income Fund (HSNIX) at 1.06%. This indicates that HAHYX's price experiences larger fluctuations and is considered to be riskier than HSNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAHYXHSNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

1.06%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

2.70%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

3.40%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

4.73%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.81%

4.59%

+1.22%

HAHYX vs. HSNIX - Expense Ratio Comparison

HAHYX has a 0.66% expense ratio, which is higher than HSNIX's 0.64% expense ratio.


Dividends

HAHYX vs. HSNIX - Dividend Comparison

HAHYX's dividend yield for the trailing twelve months is around 6.19%, which matches HSNIX's 6.21% yield.


PositionTTM20252024202320222021202020192018201720162015
HAHYX
Hartford High Yield Fund
6.19%6.11%4.91%4.86%5.28%3.84%4.25%5.26%6.11%5.74%5.14%5.41%
HSNIX
The Hartford Strategic Income Fund
6.21%5.29%5.31%5.87%4.73%4.40%4.09%4.32%6.82%6.21%5.00%4.65%

Frequently Asked Questions


HAHYX and HSNIX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HAHYX has higher volatility (1.30%) compared to HSNIX (1.06%). In terms of maximum drawdown, HAHYX dropped -32.78% vs HSNIX's -23.39%.

HSNIX currently has the higher Sharpe Ratio (2.24 vs 1.84), 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.

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