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HIAOX vs. HSNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIAOX vs. HSNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford International Opportunities HLS Fund (HIAOX) and The Hartford Strategic Income Fund (HSNIX). The values are adjusted to include any dividend payments, if applicable.

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HIAOX vs. HSNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIAOX
Hartford International Opportunities HLS Fund
-3.99%30.38%8.42%11.72%-18.62%7.83%20.43%23.92%-18.76%25.25%
HSNIX
The Hartford Strategic Income Fund
-1.75%8.00%6.81%9.40%-12.77%0.17%12.54%11.94%-1.57%8.92%

Returns By Period

In the year-to-date period, HIAOX achieves a -3.99% return, which is significantly lower than HSNIX's -1.75% return. Over the past 10 years, HIAOX has outperformed HSNIX with an annualized return of 7.74%, while HSNIX has yielded a comparatively lower 4.46% annualized return.


HIAOX

1D
-0.05%
1M
-11.51%
YTD
-3.99%
6M
0.66%
1Y
17.82%
3Y*
12.86%
5Y*
5.68%
10Y*
7.74%

HSNIX

1D
0.26%
1M
-3.10%
YTD
-1.75%
6M
-0.32%
1Y
5.57%
3Y*
6.37%
5Y*
1.92%
10Y*
4.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIAOX vs. HSNIX - Expense Ratio Comparison

HIAOX has a 0.74% expense ratio, which is higher than HSNIX's 0.64% expense ratio.


Return for Risk

HIAOX vs. HSNIX — Risk / Return Rank

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

HIAOX
HIAOX Risk / Return Rank: 5353
Overall Rank
HIAOX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HIAOX Sortino Ratio Rank: 5252
Sortino Ratio Rank
HIAOX Omega Ratio Rank: 5151
Omega Ratio Rank
HIAOX Calmar Ratio Rank: 5656
Calmar Ratio Rank
HIAOX Martin Ratio Rank: 5353
Martin Ratio Rank

HSNIX
HSNIX Risk / Return Rank: 7575
Overall Rank
HSNIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
HSNIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
HSNIX Omega Ratio Rank: 7676
Omega Ratio Rank
HSNIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
HSNIX Martin Ratio Rank: 7171
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.

HIAOX vs. HSNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford International Opportunities HLS Fund (HIAOX) 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.


HIAOXHSNIXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.41

-0.40

Sortino ratio

Return per unit of downside risk

1.44

1.92

-0.48

Omega ratio

Gain probability vs. loss probability

1.21

1.28

-0.08

Calmar ratio

Return relative to maximum drawdown

1.32

1.59

-0.27

Martin ratio

Return relative to average drawdown

5.16

6.75

-1.59

HIAOX vs. HSNIX - Sharpe Ratio Comparison

The current HIAOX Sharpe Ratio is 1.02, which is comparable to the HSNIX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of HIAOX and HSNIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HIAOXHSNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.41

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.41

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.98

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.93

-0.92

Correlation

The correlation between HIAOX and HSNIX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HIAOX vs. HSNIX - Dividend Comparison

HIAOX's dividend yield for the trailing twelve months is around 2.37%, less than HSNIX's 6.35% yield.


TTM20252024202320222021202020192018201720162015
HIAOX
Hartford International Opportunities HLS Fund
2.37%2.27%1.55%1.14%24.26%1.01%1.62%3.74%2.33%1.35%1.62%1.52%
HSNIX
The Hartford Strategic Income Fund
6.35%5.29%5.31%5.87%4.73%4.40%4.09%4.32%6.82%6.21%5.00%4.65%

Drawdowns

HIAOX vs. HSNIX - Drawdown Comparison

The maximum HIAOX drawdown since its inception was -90.85%, which is greater than HSNIX's maximum drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for HIAOX and HSNIX.


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Drawdown Indicators


HIAOXHSNIXDifference

Max Drawdown

Largest peak-to-trough decline

-90.85%

-23.39%

-67.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-3.68%

-8.03%

Max Drawdown (5Y)

Largest decline over 5 years

-32.42%

-19.44%

-12.98%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

-19.44%

-17.30%

Current Drawdown

Current decline from peak

-11.71%

-3.10%

-8.61%

Average Drawdown

Average peak-to-trough decline

-22.35%

-3.14%

-19.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

0.87%

+2.13%

Volatility

HIAOX vs. HSNIX - Volatility Comparison

Hartford International Opportunities HLS Fund (HIAOX) has a higher volatility of 7.06% compared to The Hartford Strategic Income Fund (HSNIX) at 1.58%. This indicates that HIAOX'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


HIAOXHSNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

1.58%

+5.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.09%

2.33%

+8.76%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

3.97%

+12.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

4.67%

+11.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

4.59%

+12.34%