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HFSIX vs. HSNIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HFSIX vs. HSNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders International Contrarian Value Fund Class I (HFSIX) 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, HFSIX achieves a 16.55% return, which is significantly higher than HSNIX's 0.04% return.


HFSIX

1D
1.15%
1M
7.82%
6M
11.63%
YTD
16.55%
1Y
33.09%
3Y*
21.57%
5Y*
10Y*
ALL TIME*
19.58%

HSNIX

1D
-0.01%
1M
-0.64%
6M
-0.57%
YTD
0.04%
1Y
3.69%
3Y*
6.49%
5Y*
1.77%
10Y*
4.08%
ALL TIME*
4.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

HFSIX vs. HSNIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
HFSIX
Hartford Schroders International Contrarian Value Fund Class I
16.55%43.05%6.42%23.53%-3.73%
HSNIX
The Hartford Strategic Income Fund
0.04%8.00%6.81%9.40%-3.20%

Correlation

The correlation between HFSIX and HSNIX is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.52

Correlation (3Y)
Balances recent behavior with more history.

0.40

Correlation (All Time)
Calculated using the full available price history since May 27, 2022

0.37

The correlation between HFSIX and HSNIX shifts across timeframes, from 0.37 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HFSIX vs. HSNIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HFSIX
HFSIX Risk / Return Rank: 8484
Overall Rank
HFSIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HFSIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
HFSIX Omega Ratio Rank: 8484
Omega Ratio Rank
HFSIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
HFSIX Martin Ratio Rank: 7979
Martin Ratio Rank

HSNIX
HSNIX Risk / Return Rank: 4040
Overall Rank
HSNIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HSNIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
HSNIX Omega Ratio Rank: 4747
Omega Ratio Rank
HSNIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
HSNIX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HFSIX vs. HSNIX - Risk-Adjusted Trends Comparison

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


HFSIXHSNIXDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.48

Omega ratioGain probability vs. loss probability

1.41

1.24

+0.18

Calmar ratioReturn relative to maximum drawdown

2.74

1.26

+1.47

Martin ratioReturn relative to average drawdown

9.96

4.85

+5.11

HFSIX vs. HSNIX - Sharpe Ratio Comparison

The current HFSIX Sharpe Ratio is 2.30, which is higher than the HSNIX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of HFSIX 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

HFSIX vs. HSNIX - Drawdown Comparison

The maximum HFSIX drawdown since its inception was -22.64%, roughly equal to the maximum HSNIX drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for HFSIX and HSNIX.


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Drawdown Indicators


HFSIXHSNIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.64%

-23.39%

+0.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-3.35%

-8.41%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-5.13%

-9.00%

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

0.00%

-1.39%

+1.39%

Average Drawdown

Average peak-to-trough decline

-3.78%

-3.11%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

0.87%

+2.36%

Volatility

HFSIX vs. HSNIX - Volatility Comparison

Hartford Schroders International Contrarian Value Fund Class I (HFSIX) has a higher volatility of 4.11% compared to The Hartford Strategic Income Fund (HSNIX) at 0.84%. This indicates that HFSIX'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


HFSIXHSNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

0.84%

+3.27%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

2.78%

+8.94%

Volatility (1Y)

Calculated over the trailing 1-year period

14.08%

3.39%

+10.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

4.75%

+11.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

4.58%

+11.40%

HFSIX vs. HSNIX - Expense Ratio Comparison

HFSIX has a 0.85% expense ratio, which is higher than HSNIX's 0.64% expense ratio.


Dividends

HFSIX vs. HSNIX - Dividend Comparison

HFSIX's dividend yield for the trailing twelve months is around 5.40%, less than HSNIX's 5.80% yield.


PositionTTM20252024202320222021202020192018201720162015
HFSIX
Hartford Schroders International Contrarian Value Fund Class I
5.40%6.30%1.58%1.52%2.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HSNIX
The Hartford Strategic Income Fund
5.80%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


HFSIX 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.

HFSIX has higher volatility (4.11%) compared to HSNIX (0.84%). In terms of maximum drawdown, HFSIX dropped -22.64% vs HSNIX's -23.39%.

HFSIX currently has the higher Sharpe Ratio (2.30 vs 1.25), 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.

Portfolio Optimizer

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