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Hartford International Opportunities HLS Fund (HIA...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US4165286026
Issuer
Hartford
Inception Date
Jul 2, 1990
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Hartford International Opportunities HLS Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Hartford International Opportunities HLS Fund (HIAOX) has returned -3.99% so far this year and 17.82% over the past 12 months. Over the last ten years, HIAOX has returned 7.74% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Hartford International Opportunities HLS Fund

1D
-0.05%
1M
-11.51%
YTD
-3.99%
6M
0.66%
1Y
17.82%
3Y*
12.86%
5Y*
5.68%
10Y*
7.74%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 29, 1990, HIAOX's average daily return is +3.40%, while the average monthly return is +2.66%. At this rate, your investment would double in approximately 2.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Jan 1991 with a return of +934.5%, while the worst month was Oct 2008 at -18.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, HIAOX closed higher 46% of trading days. The best single day was Dec 31, 1993 with a return of +994.6%, while the worst single day was Aug 1, 1991 at -90.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.33%4.01%-11.51%-3.99%
20254.58%2.25%-0.64%2.97%5.03%3.18%-2.61%4.29%3.26%0.71%1.42%2.64%30.38%
2024-1.39%3.08%3.90%-1.25%4.63%-0.61%1.65%3.45%0.59%-4.09%1.34%-2.77%8.42%
20238.53%-4.70%1.97%1.04%-3.01%4.66%2.76%-5.47%-3.37%-1.75%7.77%3.91%11.72%
2022-4.64%-3.26%-0.47%-7.45%1.63%-8.75%4.01%-4.98%-9.22%2.94%13.78%-1.72%-18.62%
2021-1.43%2.95%-0.55%3.34%2.20%-0.67%-0.34%3.02%-3.84%3.85%-3.94%3.41%7.83%

Benchmark Metrics

Hartford International Opportunities HLS Fund has an annualized alpha of 432303.49%, beta of 0.53, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 02, 1990.

  • This fund captured 108.33% of S&P 500 Index gains but only 94.08% of its losses — a favorable profile for investors.
  • Beta of 0.53 may look defensive, but with R² of 0.00 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R² of 0.00 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
432,303.49%
Beta
0.53
0.00
Upside Capture
108.33%
Downside Capture
94.08%

Expense Ratio

HIAOX has an expense ratio of 0.74%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HIAOX ranks 51 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


HIAOX Risk / Return Rank: 5151
Overall Rank
HIAOX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
HIAOX Sortino Ratio Rank: 4949
Sortino Ratio Rank
HIAOX Omega Ratio Rank: 4949
Omega Ratio Rank
HIAOX Calmar Ratio Rank: 5353
Calmar Ratio Rank
HIAOX 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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Hartford International Opportunities HLS Fund (HIAOX) and compare them to a chosen benchmark (S&P 500 Index).


HIAOXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.90

+0.12

Sortino ratio

Return per unit of downside risk

1.44

1.39

+0.05

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.32

1.40

-0.08

Martin ratio

Return relative to average drawdown

5.16

6.61

-1.45

Explore HIAOX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Hartford International Opportunities HLS Fund provided a 2.37% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.47$0.47$0.25$0.17$3.33$0.21$0.32$0.62$0.32$0.23$0.23$0.22

Dividend yield

2.37%2.27%1.55%1.14%24.26%1.01%1.62%3.74%2.33%1.35%1.62%1.52%

Monthly Dividends

The table displays the monthly dividend distributions for Hartford International Opportunities HLS Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.00$0.00$0.00$0.00$0.47
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.25
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.17
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.33$0.00$0.00$0.00$0.00$3.33
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.00$0.21

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Hartford International Opportunities HLS Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Hartford International Opportunities HLS Fund was 90.85%, occurring on Nov 2, 1992. Recovery took 124 trading sessions.

The current Hartford International Opportunities HLS Fund drawdown is 11.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.85%Jun 1, 1992109Nov 2, 1992124Apr 30, 1993233
-90.81%Mar 1, 199185Jul 1, 1991127Dec 31, 1991212
-90.37%Nov 1, 199322Dec 1, 199321Dec 31, 199343
-90.34%Jan 2, 199264Apr 1, 199240May 29, 1992104
-90.31%Jun 1, 199323Jul 1, 199320Jul 30, 199343

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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