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HISCX vs. HSNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HISCX vs. HSNIX - Performance Comparison

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

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HISCX vs. HSNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HISCX
Hartford Small Cap Growth HLS Fund
-5.78%6.50%13.13%18.42%-29.00%4.25%33.20%35.53%-11.71%20.07%
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, HISCX achieves a -5.78% return, which is significantly lower than HSNIX's -1.75% return. Over the past 10 years, HISCX has outperformed HSNIX with an annualized return of 8.39%, while HSNIX has yielded a comparatively lower 4.46% annualized return.


HISCX

1D
-2.03%
1M
-10.61%
YTD
-5.78%
6M
-2.85%
1Y
15.12%
3Y*
8.77%
5Y*
-0.47%
10Y*
8.39%

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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HISCX vs. HSNIX - Expense Ratio Comparison

Both HISCX and HSNIX have an expense ratio of 0.64%.


Return for Risk

HISCX vs. HSNIX — Risk / Return Rank

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

HISCX
HISCX Risk / Return Rank: 2525
Overall Rank
HISCX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
HISCX Sortino Ratio Rank: 2525
Sortino Ratio Rank
HISCX Omega Ratio Rank: 2121
Omega Ratio Rank
HISCX Calmar Ratio Rank: 2929
Calmar Ratio Rank
HISCX Martin Ratio Rank: 2828
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.

HISCX vs. HSNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Small Cap Growth HLS Fund (HISCX) 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.


HISCXHSNIXDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.41

-0.83

Sortino ratio

Return per unit of downside risk

0.98

1.92

-0.94

Omega ratio

Gain probability vs. loss probability

1.13

1.28

-0.16

Calmar ratio

Return relative to maximum drawdown

0.82

1.59

-0.76

Martin ratio

Return relative to average drawdown

3.03

6.75

-3.72

HISCX vs. HSNIX - Sharpe Ratio Comparison

The current HISCX Sharpe Ratio is 0.58, which is lower than the HSNIX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of HISCX 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


HISCXHSNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.41

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.41

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.98

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.93

-0.65

Correlation

The correlation between HISCX and HSNIX is 0.13, 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

HISCX vs. HSNIX - Dividend Comparison

HISCX's dividend yield for the trailing twelve months is around 25.66%, more than HSNIX's 6.35% yield.


TTM20252024202320222021202020192018201720162015
HISCX
Hartford Small Cap Growth HLS Fund
25.66%24.18%0.29%0.00%22.03%8.72%2.93%19.12%7.80%0.04%4.39%0.00%
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

HISCX vs. HSNIX - Drawdown Comparison

The maximum HISCX drawdown since its inception was -82.02%, which is greater than HSNIX's maximum drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for HISCX and HSNIX.


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Drawdown Indicators


HISCXHSNIXDifference

Max Drawdown

Largest peak-to-trough decline

-82.02%

-23.39%

-58.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.36%

-3.68%

-10.68%

Max Drawdown (5Y)

Largest decline over 5 years

-39.40%

-19.44%

-19.96%

Max Drawdown (10Y)

Largest decline over 10 years

-40.25%

-19.44%

-20.81%

Current Drawdown

Current decline from peak

-13.26%

-3.10%

-10.16%

Average Drawdown

Average peak-to-trough decline

-32.42%

-3.14%

-29.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

0.87%

+3.04%

Volatility

HISCX vs. HSNIX - Volatility Comparison

Hartford Small Cap Growth HLS Fund (HISCX) has a higher volatility of 7.70% compared to The Hartford Strategic Income Fund (HSNIX) at 1.58%. This indicates that HISCX'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


HISCXHSNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

1.58%

+6.12%

Volatility (6M)

Calculated over the trailing 6-month period

15.48%

2.33%

+13.15%

Volatility (1Y)

Calculated over the trailing 1-year period

24.38%

3.97%

+20.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.58%

4.67%

+18.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.74%

4.59%

+19.15%