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HFSFX vs. HSNIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HFSFX vs. HSNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders International Contrarian Value Fund Class F (HFSFX) and The Hartford Strategic Income Fund (HSNIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HFSFX achieves a 6.83% return, which is significantly higher than HSNIX's 1.20% return.


HFSFX

1D
-0.06%
1M
-0.45%
YTD
6.83%
6M
7.68%
1Y
26.13%
3Y*
5Y*
10Y*

HSNIX

1D
0.13%
1M
1.04%
YTD
1.20%
6M
1.33%
1Y
7.42%
3Y*
7.02%
5Y*
2.09%
10Y*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HFSFX vs. HSNIX - Yearly Performance Comparison


Correlation

The correlation between HFSFX and HSNIX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2025

0.45

The correlation between HFSFX and HSNIX has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.

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Return for Risk

HFSFX vs. HSNIX — Risk / Return Rank

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

HFSFX
HFSFX Risk / Return Rank: 4141
Overall Rank
HFSFX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HFSFX Sortino Ratio Rank: 4444
Sortino Ratio Rank
HFSFX Omega Ratio Rank: 4343
Omega Ratio Rank
HFSFX Calmar Ratio Rank: 3636
Calmar Ratio Rank
HFSFX Martin Ratio Rank: 3838
Martin Ratio Rank

HSNIX
HSNIX Risk / Return Rank: 6161
Overall Rank
HSNIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HSNIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
HSNIX Omega Ratio Rank: 7676
Omega Ratio Rank
HSNIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
HSNIX Martin Ratio Rank: 4848
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.

HFSFX vs. HSNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Contrarian Value Fund Class F (HFSFX) 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.

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.


HFSFXHSNIXDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.33

1.45

-0.12

Calmar ratioReturn relative to maximum drawdown

2.16

2.27

-0.10

Martin ratioReturn relative to average drawdown

7.95

9.39

-1.44

HFSFX vs. HSNIX - Sharpe Ratio Comparison

The current HFSFX Sharpe Ratio is 1.81, which is comparable to the HSNIX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of HFSFX and HSNIX, 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

HFSFX vs. HSNIX - Drawdown Comparison

The maximum HFSFX drawdown since its inception was -14.14%, smaller than the maximum HSNIX drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for HFSFX and HSNIX.


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Drawdown Indicators


HFSFXHSNIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.14%

-23.39%

+9.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-3.35%

-8.43%

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 Drawdown

Current decline from peak

-2.75%

-0.25%

-2.50%

Average Drawdown

Average peak-to-trough decline

-1.88%

-3.12%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

0.81%

+2.39%

Volatility

HFSFX vs. HSNIX - Volatility Comparison

Hartford Schroders International Contrarian Value Fund Class F (HFSFX) has a higher volatility of 3.65% compared to The Hartford Strategic Income Fund (HSNIX) at 1.06%. This indicates that HFSFX'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


HFSFXHSNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

1.06%

+2.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

2.70%

+8.62%

Volatility (1Y)

Calculated over the trailing 1-year period

14.08%

3.40%

+10.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.66%

4.73%

+10.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

4.59%

+11.07%

HFSFX vs. HSNIX - Expense Ratio Comparison

HFSFX has a 0.70% expense ratio, which is higher than HSNIX's 0.64% expense ratio.


Dividends

HFSFX vs. HSNIX - Dividend Comparison

HFSFX's dividend yield for the trailing twelve months is around 6.05%, less than HSNIX's 6.21% yield.


PositionTTM20252024202320222021202020192018201720162015
HFSFX
Hartford Schroders International Contrarian Value Fund Class F
6.05%6.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HSNIX
The Hartford Strategic Income Fund
6.21%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


HFSFX and HSNIX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HFSFX has higher volatility (3.65%) compared to HSNIX (1.06%). In terms of maximum drawdown, HFSFX dropped -14.14% vs HSNIX's -23.39%.

HSNIX currently has the higher Sharpe Ratio (2.24 vs 1.81), 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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