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HSNIX vs. NSTLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSNIX vs. NSTLX - Performance Comparison

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

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Returns By Period

In the year-to-date period, HSNIX achieves a 1.20% return, which is significantly higher than NSTLX's 0.56% return. Over the past 10 years, HSNIX has outperformed NSTLX with an annualized return of 4.48%, while NSTLX has yielded a comparatively lower 4.05% annualized return.


HSNIX

1D
0.13%
1M
1.04%
YTD
1.20%
6M
1.33%
1Y
7.42%
3Y*
7.02%
5Y*
2.09%
10Y*
4.48%

NSTLX

1D
0.10%
1M
0.86%
YTD
0.56%
6M
1.22%
1Y
6.08%
3Y*
7.22%
5Y*
2.75%
10Y*
4.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSNIX vs. NSTLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSNIX
The Hartford Strategic Income Fund
1.20%8.00%6.81%9.40%-12.77%0.17%12.54%11.94%-1.57%8.92%
NSTLX
Neuberger Berman Strategic Income Fund
0.56%9.44%6.02%10.07%-11.81%2.94%7.78%10.55%-2.34%7.00%

Correlation

The correlation between HSNIX and NSTLX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since May 31, 2007

0.72

The correlation between HSNIX and NSTLX shifts across timeframes, from 0.72 (all time) to 0.83 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

HSNIX vs. NSTLX — Risk / Return Rank

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

HSNIX
HSNIX Risk / Return Rank: 6161
Overall Rank
HSNIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HSNIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
HSNIX Omega Ratio Rank: 7676
Omega Ratio Rank
HSNIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
HSNIX Martin Ratio Rank: 4848
Martin Ratio Rank

NSTLX
NSTLX Risk / Return Rank: 3838
Overall Rank
NSTLX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
NSTLX Sortino Ratio Rank: 4545
Sortino Ratio Rank
NSTLX Omega Ratio Rank: 4343
Omega Ratio Rank
NSTLX Calmar Ratio Rank: 2929
Calmar Ratio Rank
NSTLX Martin Ratio Rank: 3131
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. NSTLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Strategic Income Fund (HSNIX) and Neuberger Berman Strategic Income Fund (NSTLX). 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.


HSNIXNSTLXDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.45

1.33

+0.12

Calmar ratioReturn relative to maximum drawdown

2.27

1.89

+0.38

Martin ratioReturn relative to average drawdown

9.39

6.65

+2.74

HSNIX vs. NSTLX - Sharpe Ratio Comparison

The current HSNIX Sharpe Ratio is 2.24, which is higher than the NSTLX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of HSNIX and NSTLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HSNIX vs. NSTLX - Drawdown Comparison

The maximum HSNIX drawdown since its inception was -23.39%, which is greater than NSTLX's maximum drawdown of -19.00%. Use the drawdown chart below to compare losses from any high point for HSNIX and NSTLX.


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Drawdown Indicators


HSNIXNSTLXDifference

Max Drawdown

Largest peak-to-trough decline

-23.39%

-19.00%

-4.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.35%

-3.30%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.13%

-4.85%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

-16.65%

-2.79%

Max Drawdown (10Y)

Largest decline over 10 years

-19.44%

-19.00%

-0.44%

Current Drawdown

Current decline from peak

-0.25%

-1.06%

+0.81%

Average Drawdown

Average peak-to-trough decline

-3.12%

-2.70%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.93%

-0.12%

Volatility

HSNIX vs. NSTLX - Volatility Comparison

The current volatility for The Hartford Strategic Income Fund (HSNIX) is 1.06%, while Neuberger Berman Strategic Income Fund (NSTLX) has a volatility of 1.26%. This indicates that HSNIX experiences smaller price fluctuations and is considered to be less risky than NSTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSNIXNSTLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.26%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

2.97%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

3.66%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.73%

5.08%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.59%

4.99%

-0.40%

HSNIX vs. NSTLX - Expense Ratio Comparison

HSNIX has a 0.64% expense ratio, which is higher than NSTLX's 0.59% expense ratio.


Dividends

HSNIX vs. NSTLX - Dividend Comparison

HSNIX's dividend yield for the trailing twelve months is around 6.21%, more than NSTLX's 5.55% yield.


PositionTTM20252024202320222021202020192018201720162015
HSNIX
The Hartford Strategic Income Fund
6.21%5.29%5.31%5.87%4.73%4.40%4.09%4.32%6.82%6.21%5.00%4.65%
NSTLX
Neuberger Berman Strategic Income Fund
5.55%5.46%5.31%5.38%3.92%6.29%3.81%4.02%4.33%3.64%3.54%4.09%

Frequently Asked Questions


HSNIX and NSTLX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NSTLX has higher volatility (1.26%) compared to HSNIX (1.06%). In terms of maximum drawdown, HSNIX dropped -23.39% vs NSTLX's -19.00%.

HSNIX currently has the higher Sharpe Ratio (2.24 vs 1.70), 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.

Portfolio Optimizer

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