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HFHIX vs. XPRTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFHIX vs. XPRTX - Performance Comparison

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

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HFHIX vs. XPRTX - 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%4.72%
XPRTX
Invesco Senior Loan Fund
-2.31%4.67%7.90%12.08%-2.92%8.46%1.15%7.89%-0.09%2.60%

Returns By Period

In the year-to-date period, HFHIX achieves a -1.29% return, which is significantly higher than XPRTX's -2.31% 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%

XPRTX

1D
0.18%
1M
-0.36%
YTD
-2.31%
6M
-3.21%
1Y
2.88%
3Y*
6.48%
5Y*
4.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFHIX vs. XPRTX - Expense Ratio Comparison

HFHIX has a 0.80% expense ratio, which is lower than XPRTX's 1.45% expense ratio.


Return for Risk

HFHIX vs. XPRTX — 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

XPRTX
XPRTX Risk / Return Rank: 4747
Overall Rank
XPRTX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XPRTX Sortino Ratio Rank: 7171
Sortino Ratio Rank
XPRTX Omega Ratio Rank: 7676
Omega Ratio Rank
XPRTX Calmar Ratio Rank: 2121
Calmar Ratio Rank
XPRTX Martin Ratio Rank: 1616
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. 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.


HFHIXXPRTXDifference

Sharpe ratio

Return per unit of total volatility

1.87

0.96

+0.91

Sortino ratio

Return per unit of downside risk

2.96

1.77

+1.19

Omega ratio

Gain probability vs. loss probability

1.69

1.29

+0.40

Calmar ratio

Return relative to maximum drawdown

2.97

0.63

+2.34

Martin ratio

Return relative to average drawdown

9.83

1.55

+8.28

HFHIX vs. XPRTX - Sharpe Ratio Comparison

The current HFHIX Sharpe Ratio is 1.87, which is higher than the XPRTX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of HFHIX and XPRTX, 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


HFHIXXPRTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

0.96

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.36

1.17

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

0.86

+0.38

Correlation

The correlation between HFHIX and XPRTX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HFHIX vs. XPRTX - Dividend Comparison

HFHIX's dividend yield for the trailing twelve months is around 6.74%, more than XPRTX's 4.77% 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%
XPRTX
Invesco Senior Loan Fund
4.77%6.88%9.56%9.78%9.05%4.98%4.46%4.94%5.21%2.26%0.00%0.00%

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


HFHIXXPRTXDifference

Max Drawdown

Largest 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 (5Y)

Largest decline over 5 years

-8.21%

-8.58%

+0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

Current Drawdown

Current decline from peak

-1.85%

-3.21%

+1.36%

Average Drawdown

Average peak-to-trough decline

-1.35%

-1.60%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

1.43%

-0.87%

Volatility

HFHIX vs. XPRTX - Volatility Comparison

The current volatility for Hartford Floating Rate High Income Fund (HFHIX) is 0.49%, while Invesco Senior Loan Fund (XPRTX) has a volatility of 0.85%. This indicates that HFHIX experiences smaller price fluctuations and is considered to be less risky 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


HFHIXXPRTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

0.85%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

1.88%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

2.95%

4.04%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.90%

4.16%

-1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.18%

4.96%

-0.78%