HRLYX vs. LSWWX

Last updated Jun 4, 2026

HRLYX (Hartford Real Asset Fund) and LSWWX (Loomis Sayles Global Allocation Fund) are both Global Allocation funds. Over the past 10 years, HRLYX returned 7.43%/yr vs 9.67%/yr for LSWWX. A 0.66 correlation means they provide meaningful diversification when combined. HRLYX charges 0.90%/yr vs 0.89%/yr for LSWWX.

Performance

HRLYX vs. LSWWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Real Asset Fund (HRLYX) and Loomis Sayles Global Allocation Fund (LSWWX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HRLYX achieves a 13.90% return, which is significantly higher than LSWWX's 6.81% return. Over the past 10 years, HRLYX has underperformed LSWWX with an annualized return of 7.43%, while LSWWX has yielded a comparatively higher 9.67% annualized return.

HRLYX

• 1D: 0.46%
• 1M: -0.36%
• YTD: 13.90%
• 6M: 14.93%
• 1Y: 25.00%
• 3Y*: 11.76%
• 5Y*: 8.36%
• 10Y*: 7.43%

LSWWX

• 1D: 0.11%
• 1M: 2.27%
• YTD: 6.81%
• 6M: 7.41%
• 1Y: 17.87%
• 3Y*: 14.74%
• 5Y*: 6.66%
• 10Y*: 9.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HRLYX vs. LSWWX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HRLYX Hartford Real Asset Fund	13.90%	21.89%	-5.41%	7.44%	0.72%	21.58%	-1.13%	12.34%	-10.11%	9.57%
LSWWX Loomis Sayles Global Allocation Fund	6.81%	12.83%	12.61%	22.39%	-23.13%	14.46%	15.35%	26.81%	-5.10%	22.12%

Correlation

The correlation between HRLYX and LSWWX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (10Y) Calculated over the trailing 10-year period	0.59
Correlation (All Time) Calculated using the full available price history since Jun 2, 2010	0.66

Over the past year, the correlation between HRLYX and LSWWX has dropped to 0.25 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.

Return for Risk

HRLYX vs. LSWWX — Risk / Return Rank

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

HRLYX

HRLYX Risk / Return Rank: 97
HRLYX Sharpe Ratio Rank: 97
HRLYX Sortino Ratio Rank: 96
HRLYX Omega Ratio Rank: 94
HRLYX Calmar Ratio Rank: 98
HRLYX Martin Ratio Rank: 98

LSWWX

LSWWX Risk / Return Rank: 50
LSWWX Sharpe Ratio Rank: 46
LSWWX Sortino Ratio Rank: 50
LSWWX Omega Ratio Rank: 44
LSWWX Calmar Ratio Rank: 53
LSWWX Martin Ratio Rank: 58

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.

HRLYX vs. LSWWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Real Asset Fund (HRLYX) and Loomis Sayles Global Allocation Fund (LSWWX). 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.

	HRLYX	LSWWX	Difference
Sharpe ratio Return per unit of total volatility	3.74	2.00	+1.74
Sortino ratio Return per unit of downside risk	5.33	2.98	+2.35
Omega ratio Gain probability vs. loss probability	1.74	1.36	+0.38
Calmar ratio Return relative to maximum drawdown	7.86	2.79	+5.07
Martin ratio Return relative to average drawdown	35.41	11.51	+23.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HRLYX vs. LSWWX - Sharpe Ratio Comparison

The current HRLYX Sharpe Ratio is 3.74, which is higher than the LSWWX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of HRLYX and LSWWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HRLYX	LSWWX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.74	2.00	+1.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.46	+0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.71	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.73	-0.43

Drawdowns

HRLYX vs. LSWWX - Drawdown Comparison

The maximum HRLYX drawdown since its inception was -45.58%, smaller than the maximum LSWWX drawdown of -48.31%. Use the drawdown chart below to compare losses from any high point for HRLYX and LSWWX.

Drawdown Indicators

	HRLYX	LSWWX	Difference
Max Drawdown Largest peak-to-trough decline	-45.58%	-48.31%	+2.73%
Max Drawdown (1Y) Largest decline over 1 year	-3.18%	-7.94%	+4.76%
Max Drawdown (3Y) Largest decline over 3 years	-11.17%	-16.82%	+5.65%
Max Drawdown (5Y) Largest decline over 5 years	-16.86%	-30.80%	+13.94%
Max Drawdown (10Y) Largest decline over 10 years	-36.82%	-30.80%	-6.02%
Current Drawdown Current decline from peak	-0.72%	0.00%	-0.72%
Average Drawdown Average peak-to-trough decline	-14.38%	-7.33%	-7.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.70%	2.10%	-1.40%

Volatility

HRLYX vs. LSWWX - Volatility Comparison

The current volatility for Hartford Real Asset Fund (HRLYX) is 1.71%, while Loomis Sayles Global Allocation Fund (LSWWX) has a volatility of 3.20%. This indicates that HRLYX experiences smaller price fluctuations and is considered to be less risky than LSWWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HRLYX	LSWWX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.71%	3.20%	-1.49%
Volatility (6M) Calculated over the trailing 6-month period	5.24%	9.14%	-3.90%
Volatility (1Y) Calculated over the trailing 1-year period	6.73%	11.10%	-4.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.82%	15.13%	-4.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.73%	13.92%	-1.19%

HRLYX vs. LSWWX - Expense Ratio Comparison

HRLYX has a 0.90% expense ratio, which is higher than LSWWX's 0.89% expense ratio.

Dividends

HRLYX vs. LSWWX - Dividend Comparison

HRLYX's dividend yield for the trailing twelve months is around 3.47%, less than LSWWX's 7.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HRLYX Hartford Real Asset Fund	3.47%	3.95%	0.00%	4.36%	4.79%	19.52%	3.10%	3.11%	2.49%	3.62%	0.76%	1.33%
LSWWX Loomis Sayles Global Allocation Fund	7.31%	7.81%	7.53%	4.01%	10.19%	7.66%	6.21%	2.93%	4.80%	2.37%	1.53%	5.76%

Frequently Asked Questions

Can I hold both HRLYX and LSWWX in my portfolio?

HRLYX and LSWWX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HRLYX or LSWWX?

LSWWX has higher volatility (3.20%) compared to HRLYX (1.71%). In terms of maximum drawdown, HRLYX dropped -45.58% vs LSWWX's -48.31%.

Which has better risk-adjusted returns?

HRLYX currently has the higher Sharpe Ratio (3.74 vs 2.00), 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.