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HDVYX vs. HSNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDVYX vs. HSNIX - Performance Comparison

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

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HDVYX vs. HSNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDVYX
Hartford International Equity Fund
-0.27%33.23%4.70%15.24%-14.14%6.81%9.72%20.78%-16.30%29.04%
HSNIX
The Hartford Strategic Income Fund
-1.37%8.00%6.81%9.40%-12.77%0.17%12.54%11.94%-1.57%8.92%

Returns By Period

In the year-to-date period, HDVYX achieves a -0.27% return, which is significantly higher than HSNIX's -1.37% return. Over the past 10 years, HDVYX has outperformed HSNIX with an annualized return of 8.34%, while HSNIX has yielded a comparatively lower 4.50% annualized return.


HDVYX

1D
2.98%
1M
-7.37%
YTD
-0.27%
6M
3.11%
1Y
24.85%
3Y*
14.08%
5Y*
6.75%
10Y*
8.34%

HSNIX

1D
0.38%
1M
-2.37%
YTD
-1.37%
6M
-0.06%
1Y
5.71%
3Y*
6.51%
5Y*
1.96%
10Y*
4.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HDVYX vs. HSNIX - Expense Ratio Comparison

HDVYX has a 0.63% expense ratio, which is lower than HSNIX's 0.64% expense ratio.


Return for Risk

HDVYX vs. HSNIX — Risk / Return Rank

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

HDVYX
HDVYX Risk / Return Rank: 7979
Overall Rank
HDVYX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HDVYX Sortino Ratio Rank: 7979
Sortino Ratio Rank
HDVYX Omega Ratio Rank: 7878
Omega Ratio Rank
HDVYX Calmar Ratio Rank: 7979
Calmar Ratio Rank
HDVYX Martin Ratio Rank: 7777
Martin Ratio Rank

HSNIX
HSNIX Risk / Return Rank: 7474
Overall Rank
HSNIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HSNIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
HSNIX Omega Ratio Rank: 7777
Omega Ratio Rank
HSNIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
HSNIX Martin Ratio Rank: 6868
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.

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.


HDVYXHSNIXDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.51

+0.06

Sortino ratio

Return per unit of downside risk

2.13

2.05

+0.07

Omega ratio

Gain probability vs. loss probability

1.32

1.30

+0.01

Calmar ratio

Return relative to maximum drawdown

2.07

1.63

+0.44

Martin ratio

Return relative to average drawdown

8.17

6.78

+1.40

HDVYX vs. HSNIX - Sharpe Ratio Comparison

The current HDVYX Sharpe Ratio is 1.58, which is comparable to the HSNIX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of HDVYX and HSNIX, 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


HDVYXHSNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.51

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.42

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.98

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.94

-0.69

Correlation

The correlation between HDVYX and HSNIX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HDVYX vs. HSNIX - Dividend Comparison

HDVYX's dividend yield for the trailing twelve months is around 7.32%, more than HSNIX's 6.33% yield.


TTM20252024202320222021202020192018201720162015
HDVYX
Hartford International Equity Fund
7.32%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
6.33%5.29%5.31%5.87%4.73%4.40%4.09%4.32%6.82%6.21%5.00%4.65%

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


HDVYXHSNIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.86%

-23.39%

-31.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-3.68%

-8.02%

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 Drawdown

Current decline from peak

-9.07%

-2.73%

-6.34%

Average Drawdown

Average peak-to-trough decline

-10.92%

-3.14%

-7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

0.88%

+2.08%

Volatility

HDVYX vs. HSNIX - Volatility Comparison

Hartford International Equity Fund (HDVYX) has a higher volatility of 7.83% compared to The Hartford Strategic Income Fund (HSNIX) at 1.64%. 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


HDVYXHSNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.83%

1.64%

+6.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.18%

2.35%

+8.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

3.97%

+12.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

4.67%

+9.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

4.59%

+10.98%