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HFLYX vs. HHMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HFLYX vs. HHMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Floating Rate Fund (HFLYX) and Hartford Municipal Opportunities Fund (HHMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HFLYX achieves a 1.11% return, which is significantly lower than HHMIX's 1.46% return. Over the past 10 years, HFLYX has outperformed HHMIX with an annualized return of 4.30%, while HHMIX has yielded a comparatively lower 2.29% annualized return.


HFLYX

1D
0.00%
1M
0.51%
YTD
1.11%
6M
1.83%
1Y
4.35%
3Y*
5.79%
5Y*
3.95%
10Y*
4.30%

HHMIX

1D
0.00%
1M
1.25%
YTD
1.46%
6M
1.87%
1Y
6.01%
3Y*
4.28%
5Y*
1.16%
10Y*
2.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HFLYX vs. HHMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HFLYX
Hartford Floating Rate Fund
1.11%4.79%6.50%9.79%-3.40%4.02%1.32%8.56%-0.62%4.94%
HHMIX
Hartford Municipal Opportunities Fund
1.46%5.70%2.14%5.92%-8.97%1.73%4.66%7.89%1.35%5.74%

Correlation

The correlation between HFLYX and HHMIX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since May 31, 2007

0.18

The correlation between HFLYX and HHMIX shifts across timeframes, from 0.18 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HFLYX vs. HHMIX — Risk / Return Rank

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

HFLYX
HFLYX Risk / Return Rank: 5353
Overall Rank
HFLYX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
HFLYX Sortino Ratio Rank: 7979
Sortino Ratio Rank
HFLYX Omega Ratio Rank: 7878
Omega Ratio Rank
HFLYX Calmar Ratio Rank: 4040
Calmar Ratio Rank
HFLYX Martin Ratio Rank: 3434
Martin Ratio Rank

HHMIX
HHMIX Risk / Return Rank: 6767
Overall Rank
HHMIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
HHMIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
HHMIX Omega Ratio Rank: 9393
Omega Ratio Rank
HHMIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
HHMIX Martin Ratio Rank: 3232
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.

HFLYX vs. HHMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Floating Rate Fund (HFLYX) and Hartford Municipal Opportunities Fund (HHMIX). 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.


HFLYXHHMIXDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.46

1.68

-0.22

Calmar ratioReturn relative to maximum drawdown

2.31

2.15

+0.16

Martin ratioReturn relative to average drawdown

7.12

6.86

+0.27

HFLYX vs. HHMIX - Sharpe Ratio Comparison

The current HFLYX Sharpe Ratio is 1.64, which is lower than the HHMIX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of HFLYX and HHMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HFLYX vs. HHMIX - Drawdown Comparison

The maximum HFLYX drawdown since its inception was -33.12%, which is greater than HHMIX's maximum drawdown of -30.49%. Use the drawdown chart below to compare losses from any high point for HFLYX and HHMIX.


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Drawdown Indicators


HFLYXHHMIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.12%

-30.49%

-2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-1.95%

-2.81%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-3.42%

-4.61%

+1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-7.48%

-13.76%

+6.28%

Max Drawdown (10Y)

Largest decline over 10 years

-22.42%

-13.76%

-8.66%

Current Drawdown

Current decline from peak

-0.27%

-0.78%

+0.51%

Average Drawdown

Average peak-to-trough decline

-2.06%

-3.87%

+1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.88%

-0.25%

Volatility

HFLYX vs. HHMIX - Volatility Comparison

Hartford Floating Rate Fund (HFLYX) and Hartford Municipal Opportunities Fund (HHMIX) have volatilities of 0.73% and 0.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFLYXHHMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.74%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

1.92%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

2.75%

2.36%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.99%

3.33%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.09%

3.57%

+0.52%

HFLYX vs. HHMIX - Expense Ratio Comparison

HFLYX has a 0.74% expense ratio, which is higher than HHMIX's 0.44% expense ratio.


Dividends

HFLYX vs. HHMIX - Dividend Comparison

HFLYX's dividend yield for the trailing twelve months is around 7.71%, more than HHMIX's 3.41% yield.


PositionTTM20252024202320222021202020192018201720162015
HFLYX
Hartford Floating Rate Fund
7.71%7.23%6.68%7.20%5.18%3.22%3.68%4.68%6.17%4.23%4.34%4.72%
HHMIX
Hartford Municipal Opportunities Fund
3.41%4.40%2.72%2.41%2.28%1.72%2.17%2.83%2.86%2.98%2.77%3.04%

Frequently Asked Questions


HFLYX and HHMIX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HHMIX has higher volatility (0.74%) compared to HFLYX (0.73%). In terms of maximum drawdown, HFLYX dropped -33.12% vs HHMIX's -30.49%.

HHMIX currently has the higher Sharpe Ratio (2.56 vs 1.64), 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.

Portfolio Optimizer

Find the right allocation for HFLYX and HHMIX

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