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Hartford International Growth Fund (HNCYX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US4166468003
CUSIP
416646800
Issuer
Hartford
Inception Date
Apr 29, 2001
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

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 Growth 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 Growth Fund (HNCYX) has returned -10.22% so far this year and 12.65% over the past 12 months. Over the last ten years, HNCYX has returned 7.05% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Hartford International Growth Fund

1D
-0.69%
1M
-13.48%
YTD
-10.22%
6M
-7.90%
1Y
12.65%
3Y*
8.61%
5Y*
1.37%
10Y*
7.05%

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 Apr 30, 2001, HNCYX's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, your investment would double in approximately 10.3 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +16.8%, while the worst month was Oct 2008 at -22.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, HNCYX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +9.7%, while the worst single day was Sep 29, 2008 at -10.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.72%0.04%-13.48%-10.22%
20254.33%1.56%-4.35%3.44%7.89%5.02%-3.17%2.89%4.76%3.81%-2.93%1.80%27.17%
2024-0.18%5.90%2.53%-3.30%3.47%-1.12%0.74%3.82%-0.49%-3.48%2.08%-1.55%8.24%
202312.52%-3.43%5.46%0.56%-3.48%4.95%2.94%-6.49%-5.41%-3.23%10.01%4.97%18.79%
2022-7.35%-6.56%-1.83%-8.83%1.52%-13.18%8.15%-6.92%-11.89%6.75%16.75%-4.41%-27.84%
2021-0.00%3.00%-0.15%3.58%1.78%0.34%-0.68%2.24%-5.86%2.83%-5.07%2.35%3.91%

Benchmark Metrics

Hartford International Growth Fund has an annualized alpha of -0.31%, beta of 0.87, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since May 01, 2001.

  • This fund participated in 107.37% of S&P 500 Index downside but only 100.23% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.87 and R² of 0.69, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.31%
Beta
0.87
0.69
Upside Capture
100.23%
Downside Capture
107.37%

Expense Ratio

HNCYX has a high expense ratio of 0.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

HNCYX ranks 19 for risk / return — in the bottom 19% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


HNCYX Risk / Return Rank: 1919
Overall Rank
HNCYX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HNCYX Sortino Ratio Rank: 1919
Sortino Ratio Rank
HNCYX Omega Ratio Rank: 1818
Omega Ratio Rank
HNCYX Calmar Ratio Rank: 2020
Calmar Ratio Rank
HNCYX Martin Ratio Rank: 2222
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 Growth Fund (HNCYX) and compare them to a chosen benchmark (S&P 500 Index).


HNCYXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.90

-0.37

Sortino ratio

Return per unit of downside risk

0.85

1.39

-0.53

Omega ratio

Gain probability vs. loss probability

1.12

1.21

-0.10

Calmar ratio

Return relative to maximum drawdown

0.62

1.40

-0.78

Martin ratio

Return relative to average drawdown

2.40

6.61

-4.21

Explore HNCYX 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 Growth Fund provided a 1.44% dividend yield over the last twelve months, with an annual payout of $0.29 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.29$0.29$0.07$0.13$0.15$0.16$0.62$0.13$1.11$0.13$0.19$0.14

Dividend yield

1.44%1.30%0.39%0.76%1.07%0.83%3.27%0.85%8.81%0.81%1.57%1.11%

Monthly Dividends

The table displays the monthly dividend distributions for Hartford International Growth 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$0.00$0.00$0.00$0.00$0.29$0.29
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16

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 Growth 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 Growth Fund was 68.17%, occurring on Mar 9, 2009. Recovery took 2142 trading sessions.

The current Hartford International Growth Fund drawdown is 15.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.17%Nov 1, 2007339Mar 9, 20092142Sep 8, 20172481
-43.89%Sep 3, 2021281Oct 14, 2022665Jun 11, 2025946
-38.68%May 3, 2001359Oct 9, 2002290Dec 3, 2003649
-30.97%Jan 21, 202044Mar 23, 202079Jul 15, 2020123
-23.7%Jan 29, 2018229Dec 24, 2018250Dec 20, 2019479

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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