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STWTX vs. RIBIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STWTX vs. RIBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders Tax-Aware Bond Fund (STWTX) and RBC Impact Bond Fund (RIBIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STWTX achieves a -0.25% return, which is significantly higher than RIBIX's -3.09% return.


STWTX

1D
-0.11%
1M
-1.41%
6M
-0.59%
YTD
-0.25%
1Y
5.05%
3Y*
2.01%
5Y*
-0.06%
10Y*
1.55%
ALL TIME*
2.79%

RIBIX

1D
0.00%
1M
-1.20%
6M
-2.96%
YTD
-3.09%
1Y
-1.68%
3Y*
2.28%
5Y*
-1.57%
10Y*
ALL TIME*
0.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

STWTX vs. RIBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STWTX
Hartford Schroders Tax-Aware Bond Fund
-0.25%1.67%1.33%6.86%-8.46%0.01%6.01%7.59%0.34%0.09%
RIBIX
RBC Impact Bond Fund
-3.09%5.95%1.11%5.50%-14.47%-1.86%7.98%7.53%-0.60%0.00%

Correlation

The correlation between STWTX and RIBIX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.65

Correlation (3Y)
Balances recent behavior with more history.

0.69

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.67

Correlation (All Time)
Calculated using the full available price history since Dec 29, 2017

0.64

The correlation between STWTX and RIBIX has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.

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Return for Risk

STWTX vs. RIBIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

STWTX
STWTX Risk / Return Rank: 6464
Overall Rank
STWTX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
STWTX Sortino Ratio Rank: 8080
Sortino Ratio Rank
STWTX Omega Ratio Rank: 8484
Omega Ratio Rank
STWTX Calmar Ratio Rank: 4646
Calmar Ratio Rank
STWTX Martin Ratio Rank: 3434
Martin Ratio Rank

RIBIX
RIBIX Risk / Return Rank: 33
Overall Rank
RIBIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RIBIX Sortino Ratio Rank: 33
Sortino Ratio Rank
RIBIX Omega Ratio Rank: 33
Omega Ratio Rank
RIBIX Calmar Ratio Rank: 33
Calmar Ratio Rank
RIBIX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

STWTX vs. RIBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders Tax-Aware Bond Fund (STWTX) and RBC Impact Bond Fund (RIBIX). 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.


STWTXRIBIXDifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+2.91

Omega ratioGain probability vs. loss probability

1.40

0.98

+0.42

Calmar ratioReturn relative to maximum drawdown

1.78

-0.13

+1.91

Martin ratioReturn relative to average drawdown

4.97

-0.34

+5.31

STWTX vs. RIBIX - Sharpe Ratio Comparison

The current STWTX Sharpe Ratio is 1.86, which is higher than the RIBIX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of STWTX and RIBIX, 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

STWTX vs. RIBIX - Drawdown Comparison

The maximum STWTX drawdown since its inception was -14.44%, smaller than the maximum RIBIX drawdown of -19.37%. Use the drawdown chart below to compare losses from any high point for STWTX and RIBIX.


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Drawdown Indicators


STWTXRIBIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.44%

-19.37%

+4.93%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-4.09%

+0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-8.27%

-5.25%

-3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-14.44%

-18.98%

+4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-14.44%

Current Drawdown

Current decline from peak

-2.46%

-8.34%

+5.88%

Average Drawdown

Average peak-to-trough decline

-2.59%

-6.45%

+3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

1.59%

-0.40%

Volatility

STWTX vs. RIBIX - Volatility Comparison

The current volatility for Hartford Schroders Tax-Aware Bond Fund (STWTX) is 0.85%, while RBC Impact Bond Fund (RIBIX) has a volatility of 1.00%. This indicates that STWTX experiences smaller price fluctuations and is considered to be less risky than RIBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STWTXRIBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

1.00%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

3.05%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

3.20%

4.14%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.97%

5.97%

-1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.94%

5.16%

-1.22%

STWTX vs. RIBIX - Expense Ratio Comparison

STWTX has a 0.49% expense ratio, which is lower than RIBIX's 0.73% expense ratio.


Dividends

STWTX vs. RIBIX - Dividend Comparison

STWTX's dividend yield for the trailing twelve months is around 3.12%, less than RIBIX's 3.40% yield.


PositionTTM20252024202320222021202020192018201720162015
RIBIX
RBC Impact Bond Fund
3.40%4.02%3.35%2.50%2.10%1.94%3.28%3.91%2.44%0.05%0.00%0.00%
STWTX
Hartford Schroders Tax-Aware Bond Fund
3.12%2.90%3.20%3.01%2.20%2.61%2.90%4.34%3.47%2.03%2.85%2.91%

Frequently Asked Questions


STWTX and RIBIX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RIBIX has higher volatility (1.00%) compared to STWTX (0.85%). In terms of maximum drawdown, STWTX dropped -14.44% vs RIBIX's -19.37%.

STWTX currently has the higher Sharpe Ratio (1.86 vs -0.13), 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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