HRLYX vs. SGHIX

Last updated Jun 6, 2026

HRLYX (Hartford Real Asset Fund) and SGHIX (Sextant Global High Income Fund) are both Global Allocation funds. Their correlation of 0.82 suggests significant overlap in exposure. HRLYX charges 0.90%/yr vs 0.75%/yr for SGHIX.

Performance

HRLYX vs. SGHIX - Performance Comparison

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

Returns By Period

HRLYX

• 1D: 0.00%
• 1M: -0.54%
• YTD: 13.59%
• 6M: 15.08%
• 1Y: 24.66%
• 3Y*: 11.71%
• 5Y*: 8.17%
• 10Y*: 7.27%

SGHIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

HRLYX vs. SGHIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HRLYX Hartford Real Asset Fund	13.59%	21.89%	-5.41%	7.44%	0.72%	21.58%	-1.13%	12.34%	-10.11%	9.57%
SGHIX Sextant Global High Income Fund	1.23%	18.52%	3.12%	10.05%	-7.80%	10.61%	-2.72%	11.47%	-1.22%	15.44%

Correlation

The correlation between HRLYX and SGHIX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013	0.82

Over the past year, the correlation between HRLYX and SGHIX has dropped to 0.54 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

Return for Risk

HRLYX vs. SGHIX — 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: 98
HRLYX Sortino Ratio Rank: 96
HRLYX Omega Ratio Rank: 94
HRLYX Calmar Ratio Rank: 98
HRLYX Martin Ratio Rank: 98

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. SGHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Real Asset Fund (HRLYX) and Sextant Global High Income Fund (SGHIX). 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	SGHIX	Difference
Sharpe ratio: Return per unit of total volatility	3.70	—	—
Sortino ratio: Return per unit of downside risk	5.28	—	—
Omega ratio: Gain probability vs. loss probability	1.73	—	—
Calmar ratio: Return relative to maximum drawdown	7.79	—	—
Martin ratio: Return relative to average drawdown	34.85	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	HRLYX	SGHIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.70	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	—	—

Drawdowns

Drawdown Indicators

	HRLYX	SGHIX	Difference
Max Drawdown Largest peak-to-trough decline	-45.58%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-3.18%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-11.17%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.86%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.82%	—	—
Current Drawdown Current decline from peak	-0.99%	—	—
Average Drawdown Average peak-to-trough decline	-14.37%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.71%	—	—

Volatility

Volatility by Period

	HRLYX	SGHIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.71%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.24%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.69%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.81%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.73%	—	—

HRLYX vs. SGHIX - Expense Ratio Comparison

HRLYX has a 0.90% expense ratio, which is higher than SGHIX's 0.75% expense ratio.

Dividends

HRLYX vs. SGHIX - Dividend Comparison

HRLYX's dividend yield for the trailing twelve months is around 3.48%, less than SGHIX's 5.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HRLYX Hartford Real Asset Fund	3.48%	3.95%	0.00%	4.36%	4.79%	19.52%	3.10%	3.11%	2.49%	3.62%	0.76%	1.33%
SGHIX Sextant Global High Income Fund	5.01%	3.92%	3.13%	4.21%	3.51%	1.97%	3.56%	8.54%	3.75%	2.82%	4.51%	4.35%

Frequently Asked Questions

Can I hold both HRLYX and SGHIX in my portfolio?

HRLYX and SGHIX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.