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HFHIX vs. FRA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFHIX vs. FRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Floating Rate High Income Fund (HFHIX) and BlackRock Floating Rate Income Strategies Fund Inc (FRA). The values are adjusted to include any dividend payments, if applicable.

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HFHIX vs. FRA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HFHIX
Hartford Floating Rate High Income Fund
-1.29%7.69%6.61%9.35%-4.54%4.21%1.04%9.28%-0.31%5.62%
FRA
BlackRock Floating Rate Income Strategies Fund Inc
-3.38%-3.75%21.56%25.46%-10.59%17.81%-2.38%20.82%-8.27%0.76%

Returns By Period

In the year-to-date period, HFHIX achieves a -1.29% return, which is significantly higher than FRA's -3.38% return. Over the past 10 years, HFHIX has underperformed FRA with an annualized return of 4.82%, while FRA has yielded a comparatively higher 6.61% annualized return.


HFHIX

1D
0.00%
1M
-1.37%
YTD
-1.29%
6M
0.27%
1Y
5.00%
3Y*
6.52%
5Y*
3.93%
10Y*
4.82%

FRA

1D
3.86%
1M
-0.13%
YTD
-3.38%
6M
-9.61%
1Y
-3.81%
3Y*
10.06%
5Y*
6.51%
10Y*
6.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFHIX vs. FRA - Expense Ratio Comparison

HFHIX has a 0.80% expense ratio, which is lower than FRA's 2.17% expense ratio.


Return for Risk

HFHIX vs. FRA — Risk / Return Rank

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

HFHIX
HFHIX Risk / Return Rank: 9393
Overall Rank
HFHIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HFHIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
HFHIX Omega Ratio Rank: 9797
Omega Ratio Rank
HFHIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
HFHIX Martin Ratio Rank: 8989
Martin Ratio Rank

FRA
FRA Risk / Return Rank: 33
Overall Rank
FRA Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FRA Sortino Ratio Rank: 33
Sortino Ratio Rank
FRA Omega Ratio Rank: 33
Omega Ratio Rank
FRA Calmar Ratio Rank: 44
Calmar Ratio Rank
FRA Martin Ratio Rank: 44
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.

HFHIX vs. FRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Floating Rate High Income Fund (HFHIX) and BlackRock Floating Rate Income Strategies Fund Inc (FRA). 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.


HFHIXFRADifference

Sharpe ratio

Return per unit of total volatility

1.87

-0.27

+2.14

Sortino ratio

Return per unit of downside risk

2.96

-0.26

+3.23

Omega ratio

Gain probability vs. loss probability

1.69

0.96

+0.73

Calmar ratio

Return relative to maximum drawdown

2.97

-0.23

+3.20

Martin ratio

Return relative to average drawdown

9.83

-0.55

+10.38

HFHIX vs. FRA - Sharpe Ratio Comparison

The current HFHIX Sharpe Ratio is 1.87, which is higher than the FRA Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of HFHIX and FRA, 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


HFHIXFRADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

-0.27

+2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.36

0.51

+0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

0.43

+0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

0.31

+0.93

Correlation

The correlation between HFHIX and FRA is 0.21, 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

HFHIX vs. FRA - Dividend Comparison

HFHIX's dividend yield for the trailing twelve months is around 6.74%, less than FRA's 13.49% yield.


TTM20252024202320222021202020192018201720162015
HFHIX
Hartford Floating Rate High Income Fund
6.74%6.70%6.73%6.60%5.21%3.30%3.86%4.75%6.55%4.24%5.01%5.58%
FRA
BlackRock Floating Rate Income Strategies Fund Inc
13.49%12.62%10.81%10.44%6.88%5.96%7.61%6.44%6.90%5.31%5.65%6.17%

Drawdowns

HFHIX vs. FRA - Drawdown Comparison

The maximum HFHIX drawdown since its inception was -23.31%, smaller than the maximum FRA drawdown of -51.43%. Use the drawdown chart below to compare losses from any high point for HFHIX and FRA.


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Drawdown Indicators


HFHIXFRADifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-51.43%

+28.12%

Max Drawdown (1Y)

Largest decline over 1 year

-1.85%

-15.47%

+13.62%

Max Drawdown (5Y)

Largest decline over 5 years

-8.21%

-18.77%

+10.56%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

-42.80%

+19.49%

Current Drawdown

Current decline from peak

-1.85%

-11.62%

+9.77%

Average Drawdown

Average peak-to-trough decline

-1.35%

-7.19%

+5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

6.44%

-5.88%

Volatility

HFHIX vs. FRA - Volatility Comparison

The current volatility for Hartford Floating Rate High Income Fund (HFHIX) is 0.49%, while BlackRock Floating Rate Income Strategies Fund Inc (FRA) has a volatility of 5.65%. This indicates that HFHIX experiences smaller price fluctuations and is considered to be less risky than FRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFHIXFRADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

5.65%

-5.16%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

8.21%

-6.38%

Volatility (1Y)

Calculated over the trailing 1-year period

2.95%

14.30%

-11.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.90%

12.78%

-9.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.18%

15.49%

-11.31%