SIDNX vs. HSNIX
SIDNX (Hartford Schroders International Multi-Cap Value Fund) and HSNIX (The Hartford Strategic Income Fund) are both mutual funds - SIDNX is a Foreign Large Cap Equities fund managed by Hartford, while HSNIX is a Multisector Bonds fund managed by Hartford. Over the past 10 years, SIDNX returned 10.43%/yr vs 4.48%/yr for HSNIX. At a 0.27 correlation, their price movements are largely independent. SIDNX charges 0.84%/yr vs 0.64%/yr for HSNIX.
Performance
SIDNX vs. HSNIX - Performance Comparison
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Returns By Period
In the year-to-date period, SIDNX achieves a 18.79% return, which is significantly higher than HSNIX's 1.20% return. Over the past 10 years, SIDNX has outperformed HSNIX with an annualized return of 10.43%, while HSNIX has yielded a comparatively lower 4.48% annualized return.
SIDNX
- 1D
- 1.00%
- 1M
- 6.68%
- YTD
- 18.79%
- 6M
- 22.65%
- 1Y
- 43.54%
- 3Y*
- 25.34%
- 5Y*
- 12.46%
- 10Y*
- 10.43%
HSNIX
- 1D
- 0.13%
- 1M
- 1.04%
- YTD
- 1.20%
- 6M
- 1.45%
- 1Y
- 8.39%
- 3Y*
- 7.30%
- 5Y*
- 2.18%
- 10Y*
- 4.48%
SIDNX vs. HSNIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIDNX Hartford Schroders International Multi-Cap Value Fund | 18.79% | 45.41% | 5.93% | 13.72% | -11.75% | 13.87% | 1.04% | 18.58% | -15.43% | 23.29% |
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% |
Correlation
The correlation between SIDNX and HSNIX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.27 |
The correlation between SIDNX and HSNIX shifts across timeframes, from 0.27 (all time) to 0.45 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SIDNX vs. HSNIX — Risk / Return Rank
SIDNX
HSNIX
SIDNX vs. HSNIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Multi-Cap Value Fund (SIDNX) and The Hartford Strategic Income Fund (HSNIX). 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.
| SIDNX | HSNIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.11 | 2.51 | +0.60 |
Sortino ratioReturn per unit of downside risk | 4.07 | 3.69 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.58 | 1.51 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.92 | 2.56 | +1.36 |
Martin ratioReturn relative to average drawdown | 15.12 | 10.67 | +4.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SIDNX | HSNIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.11 | 2.51 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.46 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.98 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.96 | -0.57 |
Drawdowns
SIDNX vs. HSNIX - Drawdown Comparison
The maximum SIDNX drawdown since its inception was -62.41%, which is greater than HSNIX's maximum drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for SIDNX and HSNIX.
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Drawdown Indicators
| SIDNX | HSNIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.41% | -23.39% | -39.02% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -3.35% | -7.60% |
Max Drawdown (3Y)Largest decline over 3 years | -13.45% | -5.13% | -8.32% |
Max Drawdown (5Y)Largest decline over 5 years | -26.59% | -19.44% | -7.15% |
Max Drawdown (10Y)Largest decline over 10 years | -41.11% | -19.44% | -21.67% |
Current DrawdownCurrent decline from peak | 0.00% | -0.20% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -11.14% | -3.13% | -8.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 0.80% | +2.03% |
Volatility
SIDNX vs. HSNIX - Volatility Comparison
Hartford Schroders International Multi-Cap Value Fund (SIDNX) has a higher volatility of 4.71% compared to The Hartford Strategic Income Fund (HSNIX) at 1.21%. This indicates that SIDNX's price experiences larger fluctuations and is considered to be riskier than HSNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIDNX | HSNIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 1.21% | +3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 2.63% | +8.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 3.41% | +10.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.56% | 4.72% | +9.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 4.60% | +10.97% |
SIDNX vs. HSNIX - Expense Ratio Comparison
SIDNX has a 0.84% expense ratio, which is higher than HSNIX's 0.64% expense ratio.
Dividends
SIDNX vs. HSNIX - Dividend Comparison
SIDNX's dividend yield for the trailing twelve months is around 5.59%, less than HSNIX's 6.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SIDNX Hartford Schroders International Multi-Cap Value Fund | 5.59% | 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
SIDNX and HSNIX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIDNX has higher volatility (4.71%) compared to HSNIX (1.21%). In terms of maximum drawdown, SIDNX dropped -62.41% vs HSNIX's -23.39%.
SIDNX currently has the higher Sharpe Ratio (3.11 vs 2.51), 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.
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