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SIDNX vs. HSNIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIDNX vs. HSNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders International Multi-Cap Value Fund (SIDNX) and The Hartford Strategic Income Fund (HSNIX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIDNX vs. HSNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

SIDNX
SIDNX Risk / Return Rank: 8585
Overall Rank
SIDNX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SIDNX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SIDNX Omega Ratio Rank: 8585
Omega Ratio Rank
SIDNX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SIDNX Martin Ratio Rank: 8080
Martin Ratio Rank

HSNIX
HSNIX Risk / Return Rank: 6666
Overall Rank
HSNIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
HSNIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
HSNIX Omega Ratio Rank: 7878
Omega Ratio Rank
HSNIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
HSNIX Martin Ratio Rank: 5252
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.

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.


SIDNXHSNIXDifference

Sharpe ratio

Return per unit of total volatility

3.11

2.51

+0.60

Sortino ratio

Return per unit of downside risk

4.07

3.69

+0.38

Omega ratio

Gain probability vs. loss probability

1.58

1.51

+0.07

Calmar ratio

Return relative to maximum drawdown

3.92

2.56

+1.36

Martin ratio

Return relative to average drawdown

15.12

10.67

+4.45

SIDNX vs. HSNIX - Sharpe Ratio Comparison

The current SIDNX Sharpe Ratio is 3.11, which is comparable to the HSNIX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of SIDNX and HSNIX, 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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Sharpe Ratios by Period


SIDNXHSNIXDifference

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


SIDNXHSNIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.20%

+0.20%

Average Drawdown

Average peak-to-trough decline

-11.14%

-3.13%

-8.01%

Ulcer Index

Depth 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


SIDNXHSNIXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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