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HSNIX vs. HGXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSNIX vs. HGXIX - Performance Comparison

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

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HSNIX vs. HGXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSNIX
The Hartford Strategic Income Fund
-1.75%8.00%6.81%9.40%-12.77%0.17%12.54%11.94%-1.57%5.86%
HGXIX
Hartford Global Impact Fund
-4.00%9.62%7.78%13.19%-22.53%10.86%31.37%27.97%-10.10%23.00%

Returns By Period

In the year-to-date period, HSNIX achieves a -1.75% return, which is significantly higher than HGXIX's -4.00% return.


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%

HGXIX

1D
-0.68%
1M
-9.90%
YTD
-4.00%
6M
-6.82%
1Y
5.93%
3Y*
7.33%
5Y*
1.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSNIX vs. HGXIX - Expense Ratio Comparison

HSNIX has a 0.64% expense ratio, which is lower than HGXIX's 0.89% expense ratio.


Return for Risk

HSNIX vs. HGXIX — Risk / Return Rank

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

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

HGXIX
HGXIX Risk / Return Rank: 1414
Overall Rank
HGXIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
HGXIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
HGXIX Omega Ratio Rank: 1313
Omega Ratio Rank
HGXIX Calmar Ratio Rank: 1515
Calmar Ratio Rank
HGXIX Martin Ratio Rank: 1414
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.

HSNIX vs. HGXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Strategic Income Fund (HSNIX) and Hartford Global Impact Fund (HGXIX). 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.


HSNIXHGXIXDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.36

+1.05

Sortino ratio

Return per unit of downside risk

1.92

0.61

+1.31

Omega ratio

Gain probability vs. loss probability

1.28

1.08

+0.20

Calmar ratio

Return relative to maximum drawdown

1.59

0.43

+1.16

Martin ratio

Return relative to average drawdown

6.75

1.28

+5.47

HSNIX vs. HGXIX - Sharpe Ratio Comparison

The current HSNIX Sharpe Ratio is 1.41, which is higher than the HGXIX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of HSNIX and HGXIX, 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


HSNIXHGXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.36

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.11

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.47

+0.46

Correlation

The correlation between HSNIX and HGXIX is 0.35, 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

HSNIX vs. HGXIX - Dividend Comparison

HSNIX's dividend yield for the trailing twelve months is around 6.35%, more than HGXIX's 0.56% yield.


TTM20252024202320222021202020192018201720162015
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%
HGXIX
Hartford Global Impact Fund
0.56%0.54%0.00%0.97%0.78%2.85%0.69%0.71%14.85%4.04%0.00%0.00%

Drawdowns

HSNIX vs. HGXIX - Drawdown Comparison

The maximum HSNIX drawdown since its inception was -23.39%, smaller than the maximum HGXIX drawdown of -36.01%. Use the drawdown chart below to compare losses from any high point for HSNIX and HGXIX.


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Drawdown Indicators


HSNIXHGXIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.39%

-36.01%

+12.62%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-10.67%

+6.99%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

-32.08%

+12.64%

Max Drawdown (10Y)

Largest decline over 10 years

-19.44%

Current Drawdown

Current decline from peak

-3.10%

-10.61%

+7.51%

Average Drawdown

Average peak-to-trough decline

-3.14%

-9.04%

+5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

3.55%

-2.68%

Volatility

HSNIX vs. HGXIX - Volatility Comparison

The current volatility for The Hartford Strategic Income Fund (HSNIX) is 1.58%, while Hartford Global Impact Fund (HGXIX) has a volatility of 5.51%. This indicates that HSNIX experiences smaller price fluctuations and is considered to be less risky than HGXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSNIXHGXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

5.51%

-3.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

9.99%

-7.66%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

16.53%

-12.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.67%

16.39%

-11.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.59%

17.37%

-12.78%