HFHIX vs. XPRTX
HFHIX (Hartford Floating Rate High Income Fund) and XPRTX (Invesco Senior Loan Fund) are both Bank Loan funds. Over the past 5 years, HFHIX returned 4.16%/yr vs 4.54%/yr for XPRTX. Their 0.57 correlation means they have sometimes moved together and sometimes differently. HFHIX charges 0.80%/yr vs 1.45%/yr for XPRTX.
Performance
HFHIX vs. XPRTX - Performance Comparison
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Returns By Period
In the year-to-date period, HFHIX achieves a 0.96% return, which is significantly higher than XPRTX's -0.68% return.
HFHIX
- 1D
- -0.23%
- 1M
- -0.23%
- 6M
- 0.39%
- YTD
- 0.96%
- 1Y
- 3.86%
- 3Y*
- 6.04%
- 5Y*
- 4.16%
- 10Y*
- 4.42%
- ALL TIME*
- 4.71%
XPRTX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.03%
- YTD
- -0.68%
- 1Y
- -0.47%
- 3Y*
- 5.34%
- 5Y*
- 4.54%
- 10Y*
- —
- ALL TIME*
- 4.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HFHIX vs. XPRTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFHIX Hartford Floating Rate High Income Fund | 0.96% | 7.69% | 6.61% | 9.35% | -4.54% | 4.21% | 1.04% | 9.28% | -0.31% | 4.72% |
XPRTX Invesco Senior Loan Fund | -0.68% | 4.67% | 7.90% | 12.08% | -2.92% | 8.46% | 1.15% | 7.89% | -0.09% | 2.60% |
Correlation
The correlation between HFHIX and XPRTX is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.57 |
Over the past year, the correlation between HFHIX and XPRTX has dropped to 0.28 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
HFHIX vs. XPRTX — Risk / Return Rank
HFHIX
XPRTX
HFHIX vs. XPRTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Floating Rate High Income Fund (HFHIX) and Invesco Senior Loan Fund (XPRTX). 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.
| HFHIX | XPRTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.88 | ||
| Sortino ratioReturn per unit of downside risk | +4.08 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 0.94 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | -0.21 | +2.37 |
| Martin ratioReturn relative to average drawdown | 7.74 | -0.41 | +8.14 |
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Drawdowns
HFHIX vs. XPRTX - Drawdown Comparison
The maximum HFHIX drawdown since its inception was -23.31%, roughly equal to the maximum XPRTX drawdown of -23.63%. Use the drawdown chart below to compare losses from any high point for HFHIX and XPRTX.
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Drawdown Indicators
| HFHIX | XPRTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -23.63% | +0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -1.85% | -3.39% | +1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -2.14% | -3.81% | +1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -8.21% | -8.58% | +0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | — | — |
Current DrawdownCurrent decline from peak | -0.34% | -1.59% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -1.61% | +0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.51% | 1.67% | -1.16% |
Volatility
HFHIX vs. XPRTX - Volatility Comparison
Hartford Floating Rate High Income Fund (HFHIX) has a higher volatility of 0.49% compared to Invesco Senior Loan Fund (XPRTX) at 0.27%. This indicates that HFHIX's price experiences larger fluctuations and is considered to be riskier than XPRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFHIX | XPRTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 0.27% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 1.93% | 2.26% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.51% | 3.30% | -0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.95% | 4.21% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.17% | 4.90% | -0.73% |
HFHIX vs. XPRTX - Expense Ratio Comparison
HFHIX has a 0.80% expense ratio, which is lower than XPRTX's 1.45% expense ratio.
Dividends
HFHIX vs. XPRTX - Dividend Comparison
HFHIX's dividend yield for the trailing twelve months is around 6.61%, more than XPRTX's 4.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFHIX Hartford Floating Rate High Income Fund | 6.61% | 6.70% | 6.73% | 6.60% | 5.21% | 3.30% | 3.86% | 4.75% | 6.55% | 4.24% | 5.01% | 5.58% |
XPRTX Invesco Senior Loan Fund | 4.64% | 6.88% | 9.56% | 9.78% | 9.05% | 4.98% | 4.46% | 4.94% | 5.21% | 2.26% | 0.00% | 0.00% |
Frequently Asked Questions
HFHIX and XPRTX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HFHIX has higher volatility (0.49%) compared to XPRTX (0.27%). In terms of maximum drawdown, HFHIX dropped -23.31% vs XPRTX's -23.63%.
HFHIX currently has the higher Sharpe Ratio (1.63 vs -0.25), 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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