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HIAGX vs. HHMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIAGX vs. HHMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Disciplined Equity HLS Fund (HIAGX) 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, HIAGX achieves a 6.60% return, which is significantly higher than HHMIX's 0.18% return. Over the past 10 years, HIAGX has outperformed HHMIX with an annualized return of 13.55%, while HHMIX has yielded a comparatively lower 2.08% annualized return.


HIAGX

1D
1.44%
1M
-0.56%
6M
5.01%
YTD
6.60%
1Y
14.98%
3Y*
16.95%
5Y*
10.05%
10Y*
13.55%
ALL TIME*
18.04%

HHMIX

1D
-0.24%
1M
-1.66%
6M
-0.81%
YTD
0.18%
1Y
3.83%
3Y*
3.59%
5Y*
0.73%
10Y*
2.08%
ALL TIME*
2.52%
*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

HIAGX vs. HHMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIAGX
Hartford Disciplined Equity HLS Fund
6.60%14.28%25.43%21.25%-19.11%25.57%18.01%33.94%-2.12%21.89%
HHMIX
Hartford Municipal Opportunities Fund
0.18%5.70%2.14%5.92%-8.97%1.73%4.66%7.89%1.35%5.74%

Correlation

The correlation between HIAGX and HHMIX is 0.21, which is low. Their historical price movements had little consistent relationship.


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

0.21

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

0.14

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.11

Correlation (10Y)
Provides a long-term view across more market conditions.

0.03

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

-0.08

The correlation between HIAGX and HHMIX shifts across timeframes, from -0.08 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HIAGX vs. HHMIX — Risk / Return Rank

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

HIAGX
HIAGX Risk / Return Rank: 3333
Overall Rank
HIAGX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HIAGX Sortino Ratio Rank: 3030
Sortino Ratio Rank
HIAGX Omega Ratio Rank: 3030
Omega Ratio Rank
HIAGX Calmar Ratio Rank: 3232
Calmar Ratio Rank
HIAGX Martin Ratio Rank: 4444
Martin Ratio Rank

HHMIX
HHMIX Risk / Return Rank: 6363
Overall Rank
HHMIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HHMIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
HHMIX Omega Ratio Rank: 8787
Omega Ratio Rank
HHMIX Calmar Ratio Rank: 4040
Calmar Ratio Rank
HHMIX 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.

HIAGX vs. HHMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Disciplined Equity HLS Fund (HIAGX) 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.


HIAGXHHMIXDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.19

1.44

-0.25

Calmar ratioReturn relative to maximum drawdown

1.47

1.61

-0.15

Martin ratioReturn relative to average drawdown

6.54

4.74

+1.80

HIAGX vs. HHMIX - Sharpe Ratio Comparison

The current HIAGX Sharpe Ratio is 1.06, which is lower than the HHMIX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of HIAGX 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

HIAGX vs. HHMIX - Drawdown Comparison

The maximum HIAGX drawdown since its inception was -51.67%, which is greater than HHMIX's maximum drawdown of -30.49%. Use the drawdown chart below to compare losses from any high point for HIAGX and HHMIX.


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Drawdown Indicators


HIAGXHHMIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.67%

-30.49%

-21.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-2.81%

-6.18%

Max Drawdown (3Y)

Largest decline over 3 years

-17.14%

-4.03%

-13.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

-13.76%

-11.24%

Max Drawdown (10Y)

Largest decline over 10 years

-33.87%

-13.76%

-20.11%

Current Drawdown

Current decline from peak

-2.06%

-2.02%

-0.04%

Average Drawdown

Average peak-to-trough decline

-11.01%

-3.86%

-7.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

0.95%

+1.06%

Volatility

HIAGX vs. HHMIX - Volatility Comparison

Hartford Disciplined Equity HLS Fund (HIAGX) has a higher volatility of 3.30% compared to Hartford Municipal Opportunities Fund (HHMIX) at 0.82%. This indicates that HIAGX's price experiences larger fluctuations and is considered to be riskier than HHMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIAGXHHMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

0.82%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

2.09%

+7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

12.46%

2.50%

+9.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.44%

3.35%

+13.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.54%

3.58%

+13.96%

HIAGX vs. HHMIX - Expense Ratio Comparison

HIAGX has a 0.60% expense ratio, which is higher than HHMIX's 0.44% expense ratio.


Dividends

HIAGX vs. HHMIX - Dividend Comparison

HIAGX's dividend yield for the trailing twelve months is around 9.92%, more than HHMIX's 3.19% yield.


PositionTTM20252024202320222021202020192018201720162015
HHMIX
Hartford Municipal Opportunities Fund
3.19%4.40%2.72%2.41%2.28%1.72%2.17%2.83%2.86%2.98%2.77%3.04%
HIAGX
Hartford Disciplined Equity HLS Fund
9.92%10.57%4.76%1.39%7.38%4.63%7.60%12.48%12.29%12.00%15.08%44.72%

Frequently Asked Questions


HIAGX and HHMIX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIAGX has higher volatility (3.30%) compared to HHMIX (0.82%). In terms of maximum drawdown, HIAGX dropped -51.67% vs HHMIX's -30.49%.

HHMIX currently has the higher Sharpe Ratio (1.81 vs 1.06), 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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