PortfoliosLab logoPortfoliosLab logo
HWDIX vs. TNBMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWDIX vs. TNBMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford World Bond Fund (HWDIX) and T. Rowe Price International Bond Fund (USD Hedged) (TNBMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HWDIX vs. TNBMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HWDIX
The Hartford World Bond Fund
-1.10%4.05%2.13%4.23%-3.83%-0.96%1.79%3.96%4.05%0.49%
TNBMX
T. Rowe Price International Bond Fund (USD Hedged)
-0.20%6.87%3.84%10.32%-12.30%-1.63%5.73%10.77%1.72%1.35%

Returns By Period

In the year-to-date period, HWDIX achieves a -1.10% return, which is significantly lower than TNBMX's -0.20% return.


HWDIX

1D
0.41%
1M
-2.38%
YTD
-1.10%
6M
-1.07%
1Y
2.90%
3Y*
2.25%
5Y*
0.87%
10Y*
1.63%

TNBMX

1D
0.24%
1M
-1.97%
YTD
-0.20%
6M
1.34%
1Y
6.09%
3Y*
5.79%
5Y*
1.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HWDIX vs. TNBMX - Expense Ratio Comparison

HWDIX has a 0.71% expense ratio, which is higher than TNBMX's 0.53% expense ratio.


Return for Risk

HWDIX vs. TNBMX — Risk / Return Rank

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

HWDIX
HWDIX Risk / Return Rank: 4242
Overall Rank
HWDIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
HWDIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
HWDIX Omega Ratio Rank: 4545
Omega Ratio Rank
HWDIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
HWDIX Martin Ratio Rank: 4040
Martin Ratio Rank

TNBMX
TNBMX Risk / Return Rank: 9494
Overall Rank
TNBMX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TNBMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TNBMX Omega Ratio Rank: 9595
Omega Ratio Rank
TNBMX Calmar Ratio Rank: 9191
Calmar Ratio Rank
TNBMX Martin Ratio Rank: 9494
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.

HWDIX vs. TNBMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford World Bond Fund (HWDIX) and T. Rowe Price International Bond Fund (USD Hedged) (TNBMX). 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.


HWDIXTNBMXDifference

Sharpe ratio

Return per unit of total volatility

1.00

2.32

-1.32

Sortino ratio

Return per unit of downside risk

1.41

3.57

-2.16

Omega ratio

Gain probability vs. loss probability

1.21

1.55

-0.34

Calmar ratio

Return relative to maximum drawdown

1.05

2.85

-1.81

Martin ratio

Return relative to average drawdown

4.59

12.61

-8.03

HWDIX vs. TNBMX - Sharpe Ratio Comparison

The current HWDIX Sharpe Ratio is 1.00, which is lower than the TNBMX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of HWDIX and TNBMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HWDIXTNBMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

2.32

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.39

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.86

+0.01

Correlation

The correlation between HWDIX and TNBMX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HWDIX vs. TNBMX - Dividend Comparison

HWDIX's dividend yield for the trailing twelve months is around 4.50%, less than TNBMX's 6.71% yield.


TTM20252024202320222021202020192018201720162015
HWDIX
The Hartford World Bond Fund
4.50%4.45%2.93%3.12%0.22%1.71%0.82%3.06%4.31%0.01%0.28%3.61%
TNBMX
T. Rowe Price International Bond Fund (USD Hedged)
6.71%6.29%3.15%2.85%10.20%2.84%1.90%4.65%8.20%0.64%0.00%0.00%

Drawdowns

HWDIX vs. TNBMX - Drawdown Comparison

The maximum HWDIX drawdown since its inception was -8.33%, smaller than the maximum TNBMX drawdown of -15.78%. Use the drawdown chart below to compare losses from any high point for HWDIX and TNBMX.


Loading graphics...

Drawdown Indicators


HWDIXTNBMXDifference

Max Drawdown

Largest peak-to-trough decline

-8.33%

-15.78%

+7.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-2.32%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-8.33%

-15.48%

+7.15%

Max Drawdown (10Y)

Largest decline over 10 years

-8.33%

Current Drawdown

Current decline from peak

-2.48%

-2.09%

-0.39%

Average Drawdown

Average peak-to-trough decline

-1.24%

-3.16%

+1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.52%

+0.14%

Volatility

HWDIX vs. TNBMX - Volatility Comparison

The Hartford World Bond Fund (HWDIX) has a higher volatility of 1.58% compared to T. Rowe Price International Bond Fund (USD Hedged) (TNBMX) at 1.15%. This indicates that HWDIX's price experiences larger fluctuations and is considered to be riskier than TNBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HWDIXTNBMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

1.15%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

1.94%

1.80%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.01%

2.71%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

3.60%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.61%

3.33%

-0.72%