HDVYX vs. HSNIX
HDVYX (Hartford International Equity Fund) and HSNIX (The Hartford Strategic Income Fund) are both mutual funds - HDVYX is a Foreign Large Cap Equities fund managed by Hartford, while HSNIX is a Multisector Bonds fund managed by Hartford. Over the past 10 years, HDVYX returned 9.40%/yr vs 4.47%/yr for HSNIX. At a 0.29 correlation, their price movements are largely independent. HDVYX charges 0.63%/yr vs 0.64%/yr for HSNIX.
Performance
HDVYX vs. HSNIX - Performance Comparison
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Returns By Period
In the year-to-date period, HDVYX achieves a 13.51% return, which is significantly higher than HSNIX's 1.07% return. Over the past 10 years, HDVYX has outperformed HSNIX with an annualized return of 9.40%, while HSNIX has yielded a comparatively lower 4.47% annualized return.
HDVYX
- 1D
- 0.66%
- 1M
- 5.63%
- YTD
- 13.51%
- 6M
- 16.38%
- 1Y
- 29.51%
- 3Y*
- 18.72%
- 5Y*
- 8.29%
- 10Y*
- 9.40%
HSNIX
- 1D
- 0.00%
- 1M
- 0.78%
- YTD
- 1.07%
- 6M
- 1.45%
- 1Y
- 8.39%
- 3Y*
- 7.26%
- 5Y*
- 2.13%
- 10Y*
- 4.47%
HDVYX vs. HSNIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HDVYX Hartford International Equity Fund | 13.51% | 33.23% | 4.70% | 15.24% | -14.14% | 6.81% | 9.72% | 20.78% | -16.30% | 29.04% |
HSNIX The Hartford Strategic Income Fund | 1.07% | 8.00% | 6.81% | 9.40% | -12.77% | 0.17% | 12.54% | 11.94% | -1.57% | 8.92% |
Correlation
The correlation between HDVYX and HSNIX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2008 | 0.29 |
The correlation between HDVYX and HSNIX shifts across timeframes, from 0.29 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
HDVYX vs. HSNIX — Risk / Return Rank
HDVYX
HSNIX
HDVYX vs. HSNIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford International Equity Fund (HDVYX) 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.
| HDVYX | HSNIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 2.43 | -0.33 |
Sortino ratioReturn per unit of downside risk | 2.89 | 3.57 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.49 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | 2.50 | +0.10 |
Martin ratioReturn relative to average drawdown | 10.30 | 10.48 | -0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HDVYX | HSNIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.43 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.45 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.98 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.96 | -0.67 |
Drawdowns
HDVYX vs. HSNIX - Drawdown Comparison
The maximum HDVYX drawdown since its inception was -54.86%, which is greater than HSNIX's maximum drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for HDVYX and HSNIX.
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Drawdown Indicators
| HDVYX | HSNIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.86% | -23.39% | -31.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -3.35% | -8.35% |
Max Drawdown (3Y)Largest decline over 3 years | -13.28% | -5.13% | -8.15% |
Max Drawdown (5Y)Largest decline over 5 years | -31.13% | -19.44% | -11.69% |
Max Drawdown (10Y)Largest decline over 10 years | -37.42% | -19.44% | -17.98% |
Current DrawdownCurrent decline from peak | 0.00% | -0.32% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -10.84% | -3.13% | -7.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 0.80% | +2.16% |
Volatility
HDVYX vs. HSNIX - Volatility Comparison
Hartford International Equity Fund (HDVYX) has a higher volatility of 4.82% compared to The Hartford Strategic Income Fund (HSNIX) at 1.21%. This indicates that HDVYX'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
| HDVYX | HSNIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 1.21% | +3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 2.63% | +9.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.67% | 3.42% | +11.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.86% | 4.72% | +10.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 4.60% | +11.08% |
HDVYX vs. HSNIX - Expense Ratio Comparison
HDVYX has a 0.63% expense ratio, which is lower than HSNIX's 0.64% expense ratio.
Dividends
HDVYX vs. HSNIX - Dividend Comparison
HDVYX's dividend yield for the trailing twelve months is around 6.43%, more than HSNIX's 6.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDVYX Hartford International Equity Fund | 6.43% | 7.30% | 2.27% | 2.32% | 3.04% | 3.63% | 1.29% | 2.52% | 0.64% | 3.43% | 2.23% | 3.05% |
HSNIX The Hartford Strategic Income Fund | 6.22% | 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
HDVYX and HSNIX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HDVYX has higher volatility (4.82%) compared to HSNIX (1.21%). In terms of maximum drawdown, HDVYX dropped -54.86% vs HSNIX's -23.39%.
HSNIX currently has the higher Sharpe Ratio (2.43 vs 2.10), 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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