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WOBDX vs. HAFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WOBDX and HAFIX is 0.19, 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.


-0.50.00.51.00.2

Performance

WOBDX vs. HAFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Core Bond Fund (WOBDX) and Hartford AARP Balanced Retirement Fund (HAFIX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.63%
4.69%
WOBDX
HAFIX

Key characteristics

Sharpe Ratio

WOBDX:

1.12

HAFIX:

1.72

Sortino Ratio

WOBDX:

1.66

HAFIX:

2.46

Omega Ratio

WOBDX:

1.20

HAFIX:

1.35

Calmar Ratio

WOBDX:

0.48

HAFIX:

1.38

Martin Ratio

WOBDX:

3.58

HAFIX:

8.15

Ulcer Index

WOBDX:

1.72%

HAFIX:

1.11%

Daily Std Dev

WOBDX:

5.48%

HAFIX:

5.24%

Max Drawdown

WOBDX:

-18.25%

HAFIX:

-17.48%

Current Drawdown

WOBDX:

-6.81%

HAFIX:

-1.57%

Returns By Period

In the year-to-date period, WOBDX achieves a 3.86% return, which is significantly lower than HAFIX's 5.63% return. Over the past 10 years, WOBDX has underperformed HAFIX with an annualized return of 1.40%, while HAFIX has yielded a comparatively higher 4.03% annualized return.


WOBDX

YTD

3.86%

1M

1.02%

6M

4.63%

1Y

6.68%

5Y (annualized)

-0.07%

10Y (annualized)

1.40%

HAFIX

YTD

5.63%

1M

0.00%

6M

4.68%

1Y

9.41%

5Y (annualized)

3.24%

10Y (annualized)

4.03%

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WOBDX vs. HAFIX - Expense Ratio Comparison

WOBDX has a 0.50% expense ratio, which is lower than HAFIX's 0.56% expense ratio.


HAFIX
Hartford AARP Balanced Retirement Fund
Expense ratio chart for HAFIX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for WOBDX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

WOBDX vs. HAFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Bond Fund (WOBDX) and Hartford AARP Balanced Retirement Fund (HAFIX). 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.


Sharpe ratio
The chart of Sharpe ratio for WOBDX, currently valued at 1.12, compared to the broader market-1.000.001.002.003.004.005.001.121.72
The chart of Sortino ratio for WOBDX, currently valued at 1.66, compared to the broader market-2.000.002.004.006.008.0010.0012.001.662.46
The chart of Omega ratio for WOBDX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.35
The chart of Calmar ratio for WOBDX, currently valued at 0.48, compared to the broader market0.005.0010.0015.000.481.38
The chart of Martin ratio for WOBDX, currently valued at 3.58, compared to the broader market0.0020.0040.0060.0080.003.588.15
WOBDX
HAFIX

The current WOBDX Sharpe Ratio is 1.12, which is lower than the HAFIX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of WOBDX and HAFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.12
1.72
WOBDX
HAFIX

Dividends

WOBDX vs. HAFIX - Dividend Comparison

WOBDX's dividend yield for the trailing twelve months is around 3.88%, more than HAFIX's 1.93% yield.


TTM20232022202120202019201820172016201520142013
WOBDX
JPMorgan Core Bond Fund
3.88%3.49%2.68%2.07%2.36%2.77%2.80%2.66%2.47%2.34%2.53%2.76%
HAFIX
Hartford AARP Balanced Retirement Fund
1.93%2.88%5.62%2.51%2.17%3.79%7.49%5.36%4.70%5.50%3.25%0.00%

Drawdowns

WOBDX vs. HAFIX - Drawdown Comparison

The maximum WOBDX drawdown since its inception was -18.25%, roughly equal to the maximum HAFIX drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for WOBDX and HAFIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.81%
-1.57%
WOBDX
HAFIX

Volatility

WOBDX vs. HAFIX - Volatility Comparison

JPMorgan Core Bond Fund (WOBDX) has a higher volatility of 1.33% compared to Hartford AARP Balanced Retirement Fund (HAFIX) at 0.00%. This indicates that WOBDX's price experiences larger fluctuations and is considered to be riskier than HAFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.33%
0
WOBDX
HAFIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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