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HAHYX vs. VWEHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HAHYX vs. VWEHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford High Yield Fund (HAHYX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). 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 0.45% return, which is significantly lower than VWEHX's 0.76% return. Both investments have delivered pretty close results over the past 10 years, with HAHYX having a 4.87% annualized return and VWEHX not far behind at 4.84%.


HAHYX

1D
0.15%
1M
-0.87%
6M
-0.06%
YTD
0.45%
1Y
4.42%
3Y*
6.72%
5Y*
3.23%
10Y*
4.87%
ALL TIME*
5.52%

VWEHX

1D
0.18%
1M
-0.73%
6M
0.61%
YTD
0.76%
1Y
4.52%
3Y*
7.46%
5Y*
3.72%
10Y*
4.84%
ALL TIME*
4.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

HAHYX vs. VWEHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAHYX
Hartford High Yield Fund
0.45%9.35%5.52%11.88%-10.40%3.37%7.02%15.01%-3.27%8.11%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
0.76%9.38%6.33%11.66%-9.04%2.97%5.30%15.81%-2.93%7.05%

Correlation

The correlation between HAHYX and VWEHX is 0.83, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.83

Correlation (3Y)
Balances recent behavior with more history.

0.84

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.87

Correlation (10Y)
Provides a long-term view across more market conditions.

0.86

Correlation (All Time)
Calculated using the full available price history since Sep 30, 1998

0.78

The correlation between HAHYX and VWEHX has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.

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Return for Risk

HAHYX vs. VWEHX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HAHYX
HAHYX Risk / Return Rank: 4343
Overall Rank
HAHYX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HAHYX Sortino Ratio Rank: 5151
Sortino Ratio Rank
HAHYX Omega Ratio Rank: 4848
Omega Ratio Rank
HAHYX Calmar Ratio Rank: 3434
Calmar Ratio Rank
HAHYX Martin Ratio Rank: 4545
Martin Ratio Rank

VWEHX
VWEHX Risk / Return Rank: 7474
Overall Rank
VWEHX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VWEHX Sortino Ratio Rank: 7878
Sortino Ratio Rank
VWEHX Omega Ratio Rank: 8080
Omega Ratio Rank
VWEHX Calmar Ratio Rank: 6262
Calmar Ratio Rank
VWEHX Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HAHYX vs. VWEHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford High Yield Fund (HAHYX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). 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.


HAHYXVWEHXDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.26

1.36

-0.10

Calmar ratioReturn relative to maximum drawdown

1.54

2.02

-0.48

Martin ratioReturn relative to average drawdown

6.62

9.69

-3.07

HAHYX vs. VWEHX - Sharpe Ratio Comparison

The current HAHYX Sharpe Ratio is 1.24, which is comparable to the VWEHX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of HAHYX and VWEHX, 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. VWEHX - Drawdown Comparison

The maximum HAHYX drawdown since its inception was -32.78%, which is greater than VWEHX's maximum drawdown of -30.17%. Use the drawdown chart below to compare losses from any high point for HAHYX and VWEHX.


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Drawdown Indicators


HAHYXVWEHXDifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-30.17%

-2.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-2.52%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-4.27%

-3.33%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-15.07%

-13.83%

-1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-22.17%

-19.69%

-2.48%

Current Drawdown

Current decline from peak

-1.21%

-0.91%

-0.30%

Average Drawdown

Average peak-to-trough decline

-2.97%

-4.28%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.52%

+0.19%

Volatility

HAHYX vs. VWEHX - Volatility Comparison

The current volatility for Hartford High Yield Fund (HAHYX) is 0.63%, while Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) has a volatility of 0.68%. This indicates that HAHYX experiences smaller price fluctuations and is considered to be less risky than VWEHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAHYXVWEHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.68%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

2.68%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

3.31%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

4.92%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.76%

5.24%

+0.52%

HAHYX vs. VWEHX - Expense Ratio Comparison

HAHYX has a 0.66% expense ratio, which is higher than VWEHX's 0.22% expense ratio.


Dividends

HAHYX vs. VWEHX - Dividend Comparison

HAHYX's dividend yield for the trailing twelve months is around 5.72%, which matches VWEHX's 5.77% yield.


PositionTTM20252024202320222021202020192018201720162015
HAHYX
Hartford High Yield Fund
5.72%6.11%4.91%4.86%5.28%3.84%4.25%5.26%6.11%5.74%5.14%5.41%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
5.77%6.15%6.11%5.68%5.11%3.43%4.62%5.24%5.94%5.29%5.41%6.42%

Frequently Asked Questions


HAHYX and VWEHX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VWEHX has higher volatility (0.68%) compared to HAHYX (0.63%). In terms of maximum drawdown, HAHYX dropped -32.78% vs VWEHX's -30.17%.

VWEHX currently has the higher Sharpe Ratio (1.54 vs 1.24), 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 HAHYX and VWEHX

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