HQIFX vs. SABTX
HQIFX (Hartford Equity Income Fund Class F) and SABTX (SA U.S. Value Fund) are both mutual funds - HQIFX is a Dividend fund actively managed by Hartford, while SABTX is a Large Cap Value Equities fund managed by SA Funds. Over the past 5 years, HQIFX returned 9.79%/yr vs 11.87%/yr for SABTX. Their correlation of 0.90 means they have usually moved in the same direction. HQIFX charges 0.64%/yr vs 0.73%/yr for SABTX.
Performance
HQIFX vs. SABTX - Performance Comparison
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Returns By Period
In the year-to-date period, HQIFX achieves a 10.47% return, which is significantly lower than SABTX's 20.61% return.
HQIFX
- 1D
- 0.46%
- 1M
- 1.71%
- 6M
- 6.78%
- YTD
- 10.47%
- 1Y
- 20.43%
- 3Y*
- 12.01%
- 5Y*
- 9.79%
- 10Y*
- —
- ALL TIME*
- 11.34%
SABTX
- 1D
- 0.64%
- 1M
- 1.75%
- 6M
- 14.82%
- YTD
- 20.61%
- 1Y
- 34.63%
- 3Y*
- 17.72%
- 5Y*
- 11.87%
- 10Y*
- 11.51%
- ALL TIME*
- 7.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
SABTX SA U.S. Value Fund | $0.00 | $0.00 | $0.00 |
HQIFX vs. SABTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HQIFX Hartford Equity Income Fund Class F | 10.47% | 14.73% | 9.32% | 7.39% | -0.21% | 25.65% | 4.68% | 35.35% | -7.83% | 12.85% |
SABTX SA U.S. Value Fund | 20.61% | 17.69% | 11.32% | 11.82% | -6.35% | 27.06% | -2.04% | 24.85% | -12.14% | 13.03% |
Correlation
The correlation between HQIFX and SABTX is 0.71, 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. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2017 | 0.90 |
The correlation between HQIFX and SABTX shifts across timeframes, from 0.71 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HQIFX vs. SABTX — Risk / Return Rank
HQIFX
SABTX
HQIFX vs. SABTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Equity Income Fund Class F (HQIFX) and SA U.S. Value Fund (SABTX). 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.
| HQIFX | SABTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.55 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 5.70 | -3.33 |
| Martin ratioReturn relative to average drawdown | 8.59 | 21.31 | -12.72 |
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Drawdowns
HQIFX vs. SABTX - Drawdown Comparison
The maximum HQIFX drawdown since its inception was -34.99%, smaller than the maximum SABTX drawdown of -66.96%. Use the drawdown chart below to compare losses from any high point for HQIFX and SABTX.
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Drawdown Indicators
| HQIFX | SABTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.99% | -66.96% | +31.97% |
Max Drawdown (1Y)Largest decline over 1 year | -7.69% | -6.36% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -13.03% | -16.63% | +3.60% |
Max Drawdown (5Y)Largest decline over 5 years | -13.93% | -20.42% | +6.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.00% | — |
Current DrawdownCurrent decline from peak | -0.45% | -0.77% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -3.60% | -11.26% | +7.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.71% | +0.41% |
Volatility
HQIFX vs. SABTX - Volatility Comparison
Hartford Equity Income Fund Class F (HQIFX) has a higher volatility of 3.21% compared to SA U.S. Value Fund (SABTX) at 2.59%. This indicates that HQIFX's price experiences larger fluctuations and is considered to be riskier than SABTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HQIFX | SABTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 2.59% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 8.45% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.47% | 11.77% | -1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.59% | 16.29% | -2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 19.09% | -2.56% |
HQIFX vs. SABTX - Expense Ratio Comparison
HQIFX has a 0.64% expense ratio, which is lower than SABTX's 0.73% expense ratio.
Dividends
HQIFX vs. SABTX - Dividend Comparison
HQIFX's dividend yield for the trailing twelve months is around 11.75%, more than SABTX's 3.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HQIFX Hartford Equity Income Fund Class F | 11.75% | 13.04% | 10.07% | 7.97% | 13.25% | 9.19% | 3.01% | 15.01% | 11.12% | 7.12% | 0.00% | 0.00% |
SABTX SA U.S. Value Fund | 3.22% | 3.88% | 2.60% | 1.67% | 7.66% | 4.25% | 1.52% | 5.14% | 9.80% | 10.36% | 5.08% | 6.83% |
Frequently Asked Questions
HQIFX and SABTX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HQIFX has higher volatility (3.21%) compared to SABTX (2.59%). In terms of maximum drawdown, HQIFX dropped -34.99% vs SABTX's -66.96%.
SABTX currently has the higher Sharpe Ratio (3.09 vs 1.74), 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.
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