PortfoliosLab logoPortfoliosLab logo

HFAHX's Sortino Ratio of 2.26 indicates that for each unit of downside volatility, it generates 2.26 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 1, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

HFAHX Sortino Ratio Rank


HFAHX Sortino Ratio Rank: 43.644
Average

HFAHX ranks above 43.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Returns are proportional to downside risk—neither strong nor weak
  • Evaluate whether downside volatility aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

HFAHX Sortino Ratio Market Positioning

The chart shows HFAHX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.


  • Red zone (bottom 25%): 1.72 or lower
  • Yellow zone (middle 50%): 1.72 to 2.95
  • Green zone (top 25%): 2.95 or higher
  • Top 1%: 8.73+
  • Median: 2.39 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Hartford Schroders International Contrarian Value Fund Class Y's Sortino Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how HFAHX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 1, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
SWRLXTouchstone International Equity Fund3.84
SAHMXSA International Value Fund3.75
GTMIXGMO Tax-Managed International Equities Fund3.71
THOIXThornburg Global Opportunities Fund3.43
DCINXDunham International Stock Fund3.38
TIVFXAmerican Beacon Tocqueville International Value Fund3.29
PTSIXPIMCO RAE PLUS International Fund3.29
GIOTXGMO International Developed Equity Allocation Fund3.25
SIDNXHartford Schroders International Multi-Cap Value Fund3.20
EISIXCarillon ClariVest International Stock Fund3.20
HFAHXHartford Schroders International Contrarian Value Fund Class Y2.26

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows HFAHX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when HFAHX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


Loading charts...

Sortino Ratio Calculator

IHow does HFAHX fit in your portfolio?

Add your other holdings to see your portfolio's Sortino Ratio and find out.

Analyze Your Portfolio