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HIAHX vs. SHSAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIAHX vs. SHSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Healthcare HLS Fund (HIAHX) and BlackRock Health Sciences Opportunities Portfolio (SHSAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HIAHX achieves a -1.51% return, which is significantly higher than SHSAX's -2.94% return. Over the past 10 years, HIAHX has underperformed SHSAX with an annualized return of 8.40%, while SHSAX has yielded a comparatively higher 9.67% annualized return.


HIAHX

1D
-0.34%
1M
0.51%
YTD
-1.51%
6M
-2.06%
1Y
22.63%
3Y*
5.57%
5Y*
1.76%
10Y*
8.40%

SHSAX

1D
-0.65%
1M
0.38%
YTD
-2.94%
6M
-3.69%
1Y
16.32%
3Y*
6.12%
5Y*
3.78%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIAHX vs. SHSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIAHX
Hartford Healthcare HLS Fund
-1.51%15.99%0.39%4.12%-12.03%10.07%22.38%33.77%-2.79%22.39%
SHSAX
BlackRock Health Sciences Opportunities Portfolio
-2.94%15.85%3.73%3.59%-5.94%11.88%19.44%25.27%7.93%24.74%

Correlation

The correlation between HIAHX and SHSAX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.96

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

0.96

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

0.95

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2000

0.93

The correlation between HIAHX and SHSAX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

HIAHX vs. SHSAX — Risk / Return Rank

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

HIAHX
HIAHX Risk / Return Rank: 2929
Overall Rank
HIAHX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
HIAHX Sortino Ratio Rank: 3232
Sortino Ratio Rank
HIAHX Omega Ratio Rank: 2727
Omega Ratio Rank
HIAHX Calmar Ratio Rank: 3333
Calmar Ratio Rank
HIAHX Martin Ratio Rank: 2525
Martin Ratio Rank

SHSAX
SHSAX Risk / Return Rank: 1818
Overall Rank
SHSAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SHSAX Sortino Ratio Rank: 2020
Sortino Ratio Rank
SHSAX Omega Ratio Rank: 1717
Omega Ratio Rank
SHSAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
SHSAX Martin Ratio Rank: 1515
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.

HIAHX vs. SHSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Healthcare HLS Fund (HIAHX) and BlackRock Health Sciences Opportunities Portfolio (SHSAX). 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.


HIAHXSHSAXDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.25

1.20

+0.06

Calmar ratioReturn relative to maximum drawdown

2.04

1.62

+0.42

Martin ratioReturn relative to average drawdown

5.53

3.91

+1.63

HIAHX vs. SHSAX - Sharpe Ratio Comparison

The current HIAHX Sharpe Ratio is 1.44, which is comparable to the SHSAX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of HIAHX and SHSAX, 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

HIAHX vs. SHSAX - Drawdown Comparison

The maximum HIAHX drawdown since its inception was -42.85%, which is greater than SHSAX's maximum drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for HIAHX and SHSAX.


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Drawdown Indicators


HIAHXSHSAXDifference

Max Drawdown

Largest peak-to-trough decline

-42.85%

-35.49%

-7.36%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-9.87%

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-22.41%

-16.08%

-6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-25.34%

-17.99%

-7.35%

Max Drawdown (10Y)

Largest decline over 10 years

-28.64%

-28.36%

-0.28%

Current Drawdown

Current decline from peak

-4.40%

-5.73%

+1.33%

Average Drawdown

Average peak-to-trough decline

-7.79%

-6.17%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

4.08%

-0.11%

Volatility

HIAHX vs. SHSAX - Volatility Comparison

Hartford Healthcare HLS Fund (HIAHX) and BlackRock Health Sciences Opportunities Portfolio (SHSAX) have volatilities of 5.03% and 4.95%, 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


HIAHXSHSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

4.95%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

10.65%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

14.14%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

14.44%

+1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.68%

16.56%

+1.12%

HIAHX vs. SHSAX - Expense Ratio Comparison

HIAHX has a 0.91% expense ratio, which is lower than SHSAX's 1.09% expense ratio.


Dividends

HIAHX vs. SHSAX - Dividend Comparison

HIAHX's dividend yield for the trailing twelve months is around 5.34%, less than SHSAX's 10.96% yield.


PositionTTM20252024202320222021202020192018201720162015
HIAHX
Hartford Healthcare HLS Fund
5.34%5.26%0.80%1.75%28.95%11.61%19.34%13.63%7.16%16.48%30.28%12.48%
SHSAX
BlackRock Health Sciences Opportunities Portfolio
10.96%10.63%9.18%3.84%7.44%9.20%4.34%3.89%8.56%3.53%2.43%12.58%

Frequently Asked Questions


With a correlation of 0.97, HIAHX and SHSAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

HIAHX has higher volatility (5.03%) compared to SHSAX (4.95%). In terms of maximum drawdown, HIAHX dropped -42.85% vs SHSAX's -35.49%.

HIAHX currently has the higher Sharpe Ratio (1.44 vs 1.13), 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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