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HWDIX vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWDIX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford World Bond Fund (HWDIX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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HWDIX vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HWDIX
The Hartford World Bond Fund
-1.51%4.05%2.13%4.23%-3.83%-0.96%1.79%3.96%4.05%2.54%
VTI
Vanguard Total Stock Market ETF
-4.01%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Returns By Period

In the year-to-date period, HWDIX achieves a -1.51% return, which is significantly higher than VTI's -4.01% return. Over the past 10 years, HWDIX has underperformed VTI with an annualized return of 1.59%, while VTI has yielded a comparatively higher 13.60% annualized return.


HWDIX

1D
0.00%
1M
-2.87%
YTD
-1.51%
6M
-1.47%
1Y
2.59%
3Y*
2.11%
5Y*
0.77%
10Y*
1.59%

VTI

1D
2.93%
1M
-5.00%
YTD
-4.01%
6M
-1.66%
1Y
18.11%
3Y*
17.84%
5Y*
10.46%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWDIX vs. VTI - Expense Ratio Comparison

HWDIX has a 0.71% expense ratio, which is higher than VTI's 0.03% expense ratio.


Return for Risk

HWDIX vs. VTI — Risk / Return Rank

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

HWDIX
HWDIX Risk / Return Rank: 4141
Overall Rank
HWDIX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
HWDIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
HWDIX Omega Ratio Rank: 4040
Omega Ratio Rank
HWDIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
HWDIX Martin Ratio Rank: 4545
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6565
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6262
Sortino Ratio Rank
VTI Omega Ratio Rank: 6565
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford World Bond Fund (HWDIX) and Vanguard Total Stock Market ETF (VTI). 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.


HWDIXVTIDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.96

-0.09

Sortino ratio

Return per unit of downside risk

1.22

1.48

-0.26

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.05

Calmar ratio

Return relative to maximum drawdown

1.01

1.52

-0.51

Martin ratio

Return relative to average drawdown

4.55

7.26

-2.71

HWDIX vs. VTI - Sharpe Ratio Comparison

The current HWDIX Sharpe Ratio is 0.87, which is comparable to the VTI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of HWDIX and VTI, 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


HWDIXVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.96

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.60

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.75

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.48

+0.38

Correlation

The correlation between HWDIX and VTI is 0.07, 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

HWDIX vs. VTI - Dividend Comparison

HWDIX's dividend yield for the trailing twelve months is around 4.52%, more than VTI's 1.17% yield.


TTM20252024202320222021202020192018201720162015
HWDIX
The Hartford World Bond Fund
4.52%4.45%2.93%3.12%0.22%1.71%0.82%3.06%4.31%0.01%0.28%3.61%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Drawdowns

HWDIX vs. VTI - Drawdown Comparison

The maximum HWDIX drawdown since its inception was -8.33%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for HWDIX and VTI.


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Drawdown Indicators


HWDIXVTIDifference

Max Drawdown

Largest peak-to-trough decline

-8.33%

-55.45%

+47.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-12.30%

+9.43%

Max Drawdown (5Y)

Largest decline over 5 years

-8.33%

-25.36%

+17.03%

Max Drawdown (10Y)

Largest decline over 10 years

-8.33%

-35.00%

+26.67%

Current Drawdown

Current decline from peak

-2.87%

-6.25%

+3.38%

Average Drawdown

Average peak-to-trough decline

-1.24%

-8.08%

+6.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

2.58%

-1.94%

Volatility

HWDIX vs. VTI - Volatility Comparison

The current volatility for The Hartford World Bond Fund (HWDIX) is 1.49%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.45%. This indicates that HWDIX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWDIXVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

5.45%

-3.96%

Volatility (6M)

Calculated over the trailing 6-month period

1.90%

9.73%

-7.83%

Volatility (1Y)

Calculated over the trailing 1-year period

2.99%

19.01%

-16.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

17.42%

-14.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.61%

18.29%

-15.68%