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NWQIX vs. HCVAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NWQIX vs. HCVAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Flexible Income Fund (NWQIX) and Hartford Conservative Allocation Fund (HCVAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NWQIX achieves a 5.71% return, which is significantly higher than HCVAX's 4.44% return. Over the past 10 years, NWQIX has outperformed HCVAX with an annualized return of 5.69%, while HCVAX has yielded a comparatively lower 5.38% annualized return.


NWQIX

1D
0.25%
1M
1.61%
YTD
5.71%
6M
6.17%
1Y
14.70%
3Y*
10.64%
5Y*
4.46%
10Y*
5.69%

HCVAX

1D
0.48%
1M
0.97%
YTD
4.44%
6M
4.52%
1Y
12.08%
3Y*
9.59%
5Y*
4.10%
10Y*
5.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NWQIX vs. HCVAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWQIX
Nuveen Flexible Income Fund
5.71%11.74%6.03%11.61%-13.64%4.94%5.54%18.57%-4.07%9.18%
HCVAX
Hartford Conservative Allocation Fund
4.44%11.09%8.52%9.63%-13.42%5.38%8.75%13.79%-3.78%10.07%

Correlation

The correlation between NWQIX and HCVAX is 0.80, 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

0.80

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

0.81

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

0.81

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

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2010

0.72

The correlation between NWQIX and HCVAX has been stable across timeframes, ranging from 0.72 to 0.81 - a consistent structural relationship.

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Return for Risk

NWQIX vs. HCVAX — Risk / Return Rank

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

NWQIX
NWQIX Risk / Return Rank: 9797
Overall Rank
NWQIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NWQIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
NWQIX Omega Ratio Rank: 9696
Omega Ratio Rank
NWQIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
NWQIX Martin Ratio Rank: 9797
Martin Ratio Rank

HCVAX
HCVAX Risk / Return Rank: 5858
Overall Rank
HCVAX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
HCVAX Sortino Ratio Rank: 5959
Sortino Ratio Rank
HCVAX Omega Ratio Rank: 6363
Omega Ratio Rank
HCVAX Calmar Ratio Rank: 5050
Calmar Ratio Rank
HCVAX Martin Ratio Rank: 6262
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.

NWQIX vs. HCVAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Flexible Income Fund (NWQIX) and Hartford Conservative Allocation Fund (HCVAX). 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.


NWQIXHCVAXDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+3.04

Omega ratioGain probability vs. loss probability

1.84

1.40

+0.43

Calmar ratioReturn relative to maximum drawdown

5.06

2.58

+2.49

Martin ratioReturn relative to average drawdown

23.89

11.55

+12.34

NWQIX vs. HCVAX - Sharpe Ratio Comparison

The current NWQIX Sharpe Ratio is 3.75, which is higher than the HCVAX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of NWQIX and HCVAX, 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

NWQIX vs. HCVAX - Drawdown Comparison

The maximum NWQIX drawdown since its inception was -23.89%, smaller than the maximum HCVAX drawdown of -31.09%. Use the drawdown chart below to compare losses from any high point for NWQIX and HCVAX.


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Drawdown Indicators


NWQIXHCVAXDifference

Max Drawdown

Largest peak-to-trough decline

-23.89%

-31.09%

+7.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-4.67%

+1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-4.59%

-6.41%

+1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-17.75%

-18.45%

+0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-23.89%

-18.45%

-5.44%

Current Drawdown

Current decline from peak

0.00%

-0.24%

+0.24%

Average Drawdown

Average peak-to-trough decline

-3.00%

-3.72%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

1.04%

-0.42%

Volatility

NWQIX vs. HCVAX - Volatility Comparison

The current volatility for Nuveen Flexible Income Fund (NWQIX) is 1.25%, while Hartford Conservative Allocation Fund (HCVAX) has a volatility of 2.33%. This indicates that NWQIX experiences smaller price fluctuations and is considered to be less risky than HCVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWQIXHCVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

2.33%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

4.84%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

5.85%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

6.98%

-1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.33%

6.75%

-0.42%

NWQIX vs. HCVAX - Expense Ratio Comparison

NWQIX has a 0.70% expense ratio, which is higher than HCVAX's 0.59% expense ratio.


Dividends

NWQIX vs. HCVAX - Dividend Comparison

NWQIX's dividend yield for the trailing twelve months is around 5.49%, more than HCVAX's 3.05% yield.


PositionTTM20252024202320222021202020192018201720162015
HCVAX
Hartford Conservative Allocation Fund
3.05%3.19%2.95%2.54%2.52%4.72%1.51%2.52%3.22%3.01%1.35%1.66%
NWQIX
Nuveen Flexible Income Fund
5.49%6.09%5.20%7.84%7.02%4.39%4.82%5.71%6.23%5.67%5.52%5.70%

Frequently Asked Questions


NWQIX and HCVAX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HCVAX has higher volatility (2.33%) compared to NWQIX (1.25%). In terms of maximum drawdown, NWQIX dropped -23.89% vs HCVAX's -31.09%.

NWQIX currently has the higher Sharpe Ratio (3.75 vs 2.06), 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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