HFAHX vs. HSNIX
HFAHX (Hartford Schroders International Contrarian Value Fund Class Y) and HSNIX (The Hartford Strategic Income Fund) are both mutual funds - HFAHX is a Foreign Large Cap Equities fund actively managed by Hartford, while HSNIX is a Multisector Bonds fund managed by Hartford. Over the past year, HFAHX returned 24.74% vs 7.84% for HSNIX. At a 0.40 correlation, their price movements are largely independent. HFAHX charges 0.80%/yr vs 0.64%/yr for HSNIX.
Performance
HFAHX vs. HSNIX - Performance Comparison
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Returns By Period
In the year-to-date period, HFAHX achieves a 7.13% return, which is significantly higher than HSNIX's 1.07% return.
HFAHX
- 1D
- 0.51%
- 1M
- -1.00%
- YTD
- 7.13%
- 6M
- 10.24%
- 1Y
- 24.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HSNIX
- 1D
- 0.13%
- 1M
- 0.28%
- YTD
- 1.07%
- 6M
- 1.57%
- 1Y
- 7.84%
- 3Y*
- 7.21%
- 5Y*
- 2.11%
- 10Y*
- 4.45%
HFAHX vs. HSNIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
HFAHX Hartford Schroders International Contrarian Value Fund Class Y | 7.13% | 43.12% | 6.42% | 7.14% |
HSNIX The Hartford Strategic Income Fund | 1.07% | 8.00% | 6.81% | 6.31% |
Correlation
The correlation between HFAHX and HSNIX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2023 | 0.40 |
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Return for Risk
HFAHX vs. HSNIX — Risk / Return Rank
HFAHX
HSNIX
HFAHX vs. HSNIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Contrarian Value Fund Class Y (HFAHX) 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.
| HFAHX | HSNIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.46 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 2.31 | -0.18 |
| Martin ratioReturn relative to average drawdown | 7.93 | 9.63 | -1.71 |
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
| HFAHX | HSNIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 2.28 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.45 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.97 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.73 | 0.96 | +0.77 |
Drawdowns
HFAHX vs. HSNIX - Drawdown Comparison
The maximum HFAHX drawdown since its inception was -14.13%, smaller than the maximum HSNIX drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for HFAHX and HSNIX.
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Drawdown Indicators
| HFAHX | HSNIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.13% | -23.39% | +9.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -3.35% | -8.42% |
Max Drawdown (3Y)Largest decline over 3 years | — | -5.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.44% | — |
Current DrawdownCurrent decline from peak | -2.42% | -0.32% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -2.48% | -3.13% | +0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 0.80% | +2.36% |
Volatility
HFAHX vs. HSNIX - Volatility Comparison
Hartford Schroders International Contrarian Value Fund Class Y (HFAHX) has a higher volatility of 4.37% compared to The Hartford Strategic Income Fund (HSNIX) at 1.23%. This indicates that HFAHX'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
| HFAHX | HSNIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 1.23% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.10% | 2.61% | +8.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.99% | 3.42% | +10.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 4.72% | +9.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 4.60% | +9.61% |
HFAHX vs. HSNIX - Expense Ratio Comparison
HFAHX has a 0.80% expense ratio, which is higher than HSNIX's 0.64% expense ratio.
Dividends
HFAHX vs. HSNIX - Dividend Comparison
HFAHX's dividend yield for the trailing twelve months is around 5.93%, less than HSNIX's 6.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFAHX Hartford Schroders International Contrarian Value Fund Class Y | 5.93% | 6.35% | 1.58% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
HFAHX and HSNIX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HFAHX has higher volatility (4.37%) compared to HSNIX (1.23%). In terms of maximum drawdown, HFAHX dropped -14.13% vs HSNIX's -23.39%.
HSNIX currently has the higher Sharpe Ratio (2.28 vs 1.79), 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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