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HSNIX vs. SIDNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSNIX vs. SIDNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Strategic Income Fund (HSNIX) and Hartford Schroders International Multi-Cap Value Fund (SIDNX). 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 0.04% return, which is significantly lower than SIDNX's 18.91% return. Over the past 10 years, HSNIX has underperformed SIDNX with an annualized return of 4.08%, while SIDNX has yielded a comparatively higher 10.14% annualized return.


HSNIX

1D
-0.01%
1M
-0.64%
6M
-0.57%
YTD
0.04%
1Y
3.69%
3Y*
6.49%
5Y*
1.77%
10Y*
4.08%
ALL TIME*
4.21%

SIDNX

1D
2.70%
1M
2.50%
6M
11.51%
YTD
18.91%
1Y
39.17%
3Y*
22.76%
5Y*
13.11%
10Y*
10.14%
ALL TIME*
7.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

HSNIX vs. SIDNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSNIX
The Hartford Strategic Income Fund
0.04%8.00%6.81%9.40%-12.77%0.17%12.54%11.94%-1.57%8.92%
SIDNX
Hartford Schroders International Multi-Cap Value Fund
18.91%45.41%5.93%13.72%-11.75%13.87%1.04%18.58%-15.43%23.29%

Correlation

The correlation between HSNIX and SIDNX is 0.50, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.50

Correlation (3Y)
Balances recent behavior with more history.

0.39

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.36

Correlation (10Y)
Provides a long-term view across more market conditions.

0.34

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

0.28

Over the past year, HSNIX and SIDNX have become more correlated (0.50) than their long-term average of 0.28, meaning their price movements have been converging.

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Return for Risk

HSNIX vs. SIDNX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HSNIX
HSNIX Risk / Return Rank: 4040
Overall Rank
HSNIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HSNIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
HSNIX Omega Ratio Rank: 4747
Omega Ratio Rank
HSNIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
HSNIX Martin Ratio Rank: 3333
Martin Ratio Rank

SIDNX
SIDNX Risk / Return Rank: 9191
Overall Rank
SIDNX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SIDNX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SIDNX Omega Ratio Rank: 8888
Omega Ratio Rank
SIDNX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SIDNX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HSNIX vs. SIDNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Strategic Income Fund (HSNIX) and Hartford Schroders International Multi-Cap Value Fund (SIDNX). 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.


HSNIXSIDNXDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.56

Omega ratioGain probability vs. loss probability

1.24

1.47

-0.23

Calmar ratioReturn relative to maximum drawdown

1.26

3.49

-2.23

Martin ratioReturn relative to average drawdown

4.85

13.05

-8.19

HSNIX vs. SIDNX - Sharpe Ratio Comparison

The current HSNIX Sharpe Ratio is 1.25, which is lower than the SIDNX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of HSNIX and SIDNX, 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. SIDNX - Drawdown Comparison

The maximum HSNIX drawdown since its inception was -23.39%, smaller than the maximum SIDNX drawdown of -62.41%. Use the drawdown chart below to compare losses from any high point for HSNIX and SIDNX.


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Drawdown Indicators


HSNIXSIDNXDifference

Max Drawdown

Largest peak-to-trough decline

-23.39%

-62.41%

+39.02%

Max Drawdown (1Y)

Largest decline over 1 year

-3.35%

-10.95%

+7.60%

Max Drawdown (3Y)

Largest decline over 3 years

-5.13%

-13.45%

+8.32%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

-26.59%

+7.15%

Max Drawdown (10Y)

Largest decline over 10 years

-19.44%

-41.11%

+21.67%

Current Drawdown

Current decline from peak

-1.39%

0.00%

-1.39%

Average Drawdown

Average peak-to-trough decline

-3.11%

-11.06%

+7.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

2.92%

-2.05%

Volatility

HSNIX vs. SIDNX - Volatility Comparison

The current volatility for The Hartford Strategic Income Fund (HSNIX) is 0.84%, while Hartford Schroders International Multi-Cap Value Fund (SIDNX) has a volatility of 4.94%. This indicates that HSNIX experiences smaller price fluctuations and is considered to be less risky than SIDNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSNIXSIDNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

4.94%

-4.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

13.30%

-10.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

15.11%

-11.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.75%

14.80%

-10.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.58%

15.46%

-10.88%

HSNIX vs. SIDNX - Expense Ratio Comparison

HSNIX has a 0.64% expense ratio, which is lower than SIDNX's 0.84% expense ratio.


Dividends

HSNIX vs. SIDNX - Dividend Comparison

HSNIX's dividend yield for the trailing twelve months is around 5.80%, more than SIDNX's 5.61% yield.


PositionTTM20252024202320222021202020192018201720162015
HSNIX
The Hartford Strategic Income Fund
5.80%5.29%5.31%5.87%4.73%4.40%4.09%4.32%6.82%6.21%5.00%4.65%
SIDNX
Hartford Schroders International Multi-Cap Value Fund
5.61%6.65%2.06%2.92%4.14%2.67%2.24%3.29%5.86%3.31%1.30%3.22%

Frequently Asked Questions


HSNIX and SIDNX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIDNX has higher volatility (4.94%) compared to HSNIX (0.84%). In terms of maximum drawdown, HSNIX dropped -23.39% vs SIDNX's -62.41%.

SIDNX currently has the higher Sharpe Ratio (2.53 vs 1.25), 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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