HCIIX Performance — The Core Fixed Income Portfolio
Data updated: 2026-09-10
HCIIX returned +0.41% year to date and +3.01% over one year to Jun 2026. Annualised returns are +3.95% over 3 years and −0.24% over 5 years. The fund trailed its Alternative category average: $100 invested three years ago grew to $112, against $170 for the category, and to $103 over one year, against $110. Volatility over the past three years was 4.98% a year. In the 12 months to Jun 2026 the fund took in a net $2.1B, and assets reached $2.12B.
HCIIX Growth of $100
What $100 invested in The Core Fixed Income Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | HCIIX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $103 | $110 |
| 3 years (Jul 2023 – Jun 2026) | $112 | $170 |
| 5 years (Jul 2021 – Jun 2026) | $99 | $159 |
| Since data start (Jul 2019 – Jun 2026) | $108 | $190 |
HCIIX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +0.41% |
| 1 year | +3.01% |
| 3 years (annualised) | +3.95% |
| 5 years (annualised) | −0.24% |
HCIIX Annual Returns
Calendar-year total returns of The Core Fixed Income Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +0.41% |
| 2025 | +7.03% |
| 2024 | +1.22% |
| 2023 | +5.22% |
| 2022 | −13.44% |
| 2021 | −1.75% |
| 2020 | +7.87% |
| 2019 (Jul–Dec) | +2.49% |
HCIIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.1% | +1.9% | −2.0% | 0.0% | +0.2% | +0.3% | — | — | — | — | — | — |
| 2025 | +0.5% | +2.1% | +0.3% | +0.8% | −0.9% | +1.5% | −0.4% | +1.2% | +0.9% | +0.5% | +0.6% | −0.4% |
| 2024 | −0.1% | −1.2% | +0.6% | −2.2% | +1.5% | +0.9% | +2.3% | +1.2% | +1.2% | −2.5% | +0.9% | −1.4% |
| 2023 | +2.3% | −1.8% | +2.2% | +0.4% | −0.8% | −0.3% | +0.1% | −0.4% | −2.0% | −1.3% | +3.7% | +3.2% |
| 2022 | −2.4% | −1.4% | −2.7% | −4.3% | +0.7% | −1.8% | +2.2% | −2.1% | −3.8% | −0.5% | +2.4% | −0.5% |
| 2021 | −0.7% | −1.5% | −1.3% | +0.9% | +0.2% | +1.0% | +1.1% | −0.2% | −0.9% | −0.1% | +0.2% | −0.4% |
| 2020 | +2.2% | +1.7% | −1.7% | +2.4% | +0.7% | +1.0% | +1.7% | −1.0% | 0.0% | −0.5% | +1.3% | +0.1% |
| 2019 | — | — | — | — | — | — | +0.4% | +2.5% | −0.6% | +0.3% | 0.0% | −0.1% |
HCIIX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 4.98%
- 3-year Sharpe ratio: -0.11 (vs 4.5% risk-free rate)
- Best month: +3.73% (Nov 2023)
- Worst month: −2.45% (Oct 2024)
HCIIX Fund Flows
Monthly money in and out of The Core Fixed Income Portfolio, from SEC Form N-PORT.
- 12-month net flow: $2.1B
- 12-month gross sales (incl. reinvestments): $2.1B
- Sales ÷ redemptions: 27.34×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $26.0M | $6.4M | $19.6M |
| May 2026 | $34.9M | $3.0M | $31.9M |
| Apr 2026 | $201.6M | $14.4M | $187.3M |
| Mar 2026 | $27.2M | $17.7M | $9.5M |
| Feb 2026 | $26.8M | $31.6M | −$4.8M |
| Jan 2026 | $1.8B | $60K | $1.8B |
| Dec 2025 | $5.2M | $894K | $4.3M |
| Nov 2025 | $4.0M | $417K | $3.6M |
| Oct 2025 | $3.6M | $2.9M | $714K |
| Sep 2025 | $1.2M | $351K | $857K |
| Aug 2025 | $1.2M | $515K | $720K |
| Jul 2025 | $2.9M | $186K | $2.7M |
HCIIX Assets Under Management
Net assets of The Core Fixed Income Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $2.12B |
| 2026-03-31 | $1.89B |
| 2025-12-31 | $110.50M |
| 2025-09-30 | $102.17M |
| 2025-06-30 | $97.06M |
| 2025-03-31 | $94.69M |
| 2024-12-31 | $90.27M |
| 2024-09-30 | $89.00M |
| 2024-06-30 | $82.44M |
| 2024-03-31 | $78.87M |
| 2023-12-31 | $75.42M |
| 2023-09-30 | $69.95M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.