HSNIX vs. HDVYX
HSNIX (The Hartford Strategic Income Fund) and HDVYX (Hartford International Equity Fund) are both mutual funds - HSNIX is a Multisector Bonds fund managed by Hartford, while HDVYX is a Foreign Large Cap Equities fund managed by Hartford. Over the past 10 years, HSNIX returned 4.47%/yr vs 10.12%/yr for HDVYX. At a 0.29 correlation, their price movements are largely independent. HSNIX charges 0.64%/yr vs 0.63%/yr for HDVYX.
Performance
HSNIX vs. HDVYX - Performance Comparison
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Returns By Period
In the year-to-date period, HSNIX achieves a 0.94% return, which is significantly lower than HDVYX's 15.05% return. Over the past 10 years, HSNIX has underperformed HDVYX with an annualized return of 4.47%, while HDVYX has yielded a comparatively higher 10.12% annualized return.
HSNIX
- 1D
- -0.25%
- 1M
- 0.78%
- YTD
- 0.94%
- 6M
- 1.07%
- 1Y
- 6.88%
- 3Y*
- 6.93%
- 5Y*
- 2.02%
- 10Y*
- 4.47%
HDVYX
- 1D
- 0.35%
- 1M
- 3.76%
- YTD
- 15.05%
- 6M
- 15.14%
- 1Y
- 31.65%
- 3Y*
- 19.36%
- 5Y*
- 8.95%
- 10Y*
- 10.12%
HSNIX vs. HDVYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HSNIX The Hartford Strategic Income Fund | 0.94% | 8.00% | 6.81% | 9.40% | -12.77% | 0.17% | 12.54% | 11.94% | -1.57% | 8.92% |
HDVYX Hartford International Equity Fund | 15.05% | 33.23% | 4.70% | 15.24% | -14.14% | 6.81% | 9.72% | 20.78% | -16.30% | 29.04% |
Correlation
The correlation between HSNIX and HDVYX is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2008 | 0.29 |
Over the past year, HSNIX and HDVYX have become more correlated (0.53) than their long-term average of 0.29, meaning their price movements have been converging.
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Return for Risk
HSNIX vs. HDVYX — Risk / Return Rank
HSNIX
HDVYX
HSNIX vs. HDVYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Hartford Strategic Income Fund (HSNIX) and Hartford International Equity Fund (HDVYX). 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.
| HSNIX | HDVYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.39 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.77 | -0.63 |
| Martin ratioReturn relative to average drawdown | 8.88 | 10.77 | -1.89 |
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Drawdowns
HSNIX vs. HDVYX - Drawdown Comparison
The maximum HSNIX drawdown since its inception was -23.39%, smaller than the maximum HDVYX drawdown of -54.86%. Use the drawdown chart below to compare losses from any high point for HSNIX and HDVYX.
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Drawdown Indicators
| HSNIX | HDVYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.39% | -54.86% | +31.47% |
Max Drawdown (1Y)Largest decline over 1 year | -3.35% | -11.70% | +8.35% |
Max Drawdown (3Y)Largest decline over 3 years | -5.13% | -13.28% | +8.15% |
Max Drawdown (5Y)Largest decline over 5 years | -19.44% | -30.37% | +10.93% |
Max Drawdown (10Y)Largest decline over 10 years | -19.44% | -37.42% | +17.98% |
Current DrawdownCurrent decline from peak | -0.50% | 0.00% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -10.80% | +7.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 3.01% | -2.20% |
Volatility
HSNIX vs. HDVYX - Volatility Comparison
The current volatility for The Hartford Strategic Income Fund (HSNIX) is 1.01%, while Hartford International Equity Fund (HDVYX) has a volatility of 6.13%. This indicates that HSNIX experiences smaller price fluctuations and is considered to be less risky than HDVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSNIX | HDVYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 6.13% | -5.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.71% | 13.38% | -10.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.41% | 15.55% | -12.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.73% | 15.06% | -10.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.59% | 15.71% | -11.12% |
HSNIX vs. HDVYX - Expense Ratio Comparison
HSNIX has a 0.64% expense ratio, which is higher than HDVYX's 0.63% expense ratio.
Dividends
HSNIX vs. HDVYX - Dividend Comparison
HSNIX's dividend yield for the trailing twelve months is around 6.23%, less than HDVYX's 6.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDVYX Hartford International Equity Fund | 6.35% | 7.30% | 2.27% | 2.32% | 3.04% | 3.63% | 1.29% | 2.52% | 0.64% | 3.43% | 2.23% | 3.05% |
HSNIX The Hartford Strategic Income Fund | 6.23% | 5.29% | 5.31% | 5.87% | 4.73% | 4.40% | 4.09% | 4.32% | 6.82% | 6.21% | 5.00% | 4.65% |
Frequently Asked Questions
HSNIX and HDVYX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HDVYX has higher volatility (6.13%) compared to HSNIX (1.01%). In terms of maximum drawdown, HSNIX dropped -23.39% vs HDVYX's -54.86%.
HSNIX currently has the higher Sharpe Ratio (2.11 vs 2.09), 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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