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Hartford Schroders International Multi-Cap Value F...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US41665H4175
CUSIP
41665H417
Issuer
Hartford
Inception Date
Aug 29, 2006
Min. Investment
$2,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Hartford Schroders International Multi-Cap Value 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 Schroders International Multi-Cap Value Fund (SIDNX) has returned 1.99% so far this year and 35.16% over the past 12 months. Over the last ten years, SIDNX has returned 9.06% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Hartford Schroders International Multi-Cap Value Fund

1D
0.14%
1M
-10.65%
YTD
1.99%
6M
9.58%
1Y
35.16%
3Y*
18.99%
5Y*
10.59%
10Y*
9.06%

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 Aug 31, 2006, SIDNX's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, your investment would double in approximately 8.9 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2009 with a return of +17.3%, while the worst month was Oct 2008 at -24.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SIDNX 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 Mar 12, 2020 at -9.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.63%7.05%-10.65%1.99%
20254.01%3.28%2.15%3.29%5.57%4.10%0.08%5.37%3.05%1.35%2.22%3.70%45.41%
2024-0.94%3.05%3.98%-1.28%4.19%-1.92%2.47%2.50%1.74%-4.17%-0.58%-2.82%5.93%
20237.92%-2.77%1.04%1.41%-4.29%5.21%3.98%-3.73%-1.75%-4.07%6.77%4.25%13.72%
20220.29%-1.07%-0.52%-5.15%4.07%-10.39%1.58%-3.67%-10.12%4.27%12.67%-2.18%-11.75%
20210.54%4.40%3.41%2.99%3.00%-0.59%-1.24%0.29%-2.40%2.08%-4.07%5.10%13.87%

Benchmark Metrics

Hartford Schroders International Multi-Cap Value Fund has an annualized alpha of -0.06%, beta of 0.80, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since September 01, 2006.

  • This fund participated in 97.94% of S&P 500 Index downside but only 88.99% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-0.06%
Beta
0.80
0.72
Upside Capture
88.99%
Downside Capture
97.94%

Expense Ratio

SIDNX has an expense ratio of 0.84%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SIDNX ranks 93 for risk / return — in the top 93% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


SIDNX Risk / Return Rank: 9393
Overall Rank
SIDNX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SIDNX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SIDNX Omega Ratio Rank: 9292
Omega Ratio Rank
SIDNX Calmar Ratio Rank: 9393
Calmar Ratio Rank
SIDNX Martin Ratio Rank: 9393
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 Schroders International Multi-Cap Value Fund (SIDNX) and compare them to a chosen benchmark (S&P 500 Index).


SIDNXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.23

0.90

+1.33

Sortino ratio

Return per unit of downside risk

2.75

1.39

+1.37

Omega ratio

Gain probability vs. loss probability

1.45

1.21

+0.24

Calmar ratio

Return relative to maximum drawdown

2.90

1.40

+1.50

Martin ratio

Return relative to average drawdown

11.47

6.61

+4.86

Explore SIDNX 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 Schroders International Multi-Cap Value Fund provided a 6.52% dividend yield over the last twelve months, with an annual payout of $0.90 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.90$0.90$0.21$0.28$0.36$0.27$0.21$0.31$0.48$0.34$0.11$0.26

Dividend yield

6.52%6.65%2.06%2.92%4.14%2.67%2.24%3.29%5.86%3.31%1.30%3.22%

Monthly Dividends

The table displays the monthly dividend distributions for Hartford Schroders International Multi-Cap Value 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$0.14$0.00$0.00$0.04$0.00$0.00$0.72$0.90
2024$0.00$0.00$0.04$0.00$0.00$0.11$0.00$0.00$0.05$0.00$0.00$0.00$0.21
2023$0.00$0.00$0.04$0.00$0.00$0.09$0.00$0.00$0.06$0.00$0.00$0.09$0.28
2022$0.00$0.00$0.05$0.00$0.00$0.10$0.00$0.00$0.05$0.00$0.00$0.16$0.36
2021$0.00$0.00$0.03$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.11$0.27

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 Schroders International Multi-Cap Value 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 Schroders International Multi-Cap Value Fund was 62.41%, occurring on Mar 9, 2009. Recovery took 1046 trading sessions.

The current Hartford Schroders International Multi-Cap Value Fund drawdown is 10.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.41%Nov 1, 2007339Mar 9, 20091046May 3, 20131385
-41.11%Jan 29, 2018541Mar 23, 2020223Feb 9, 2021764
-26.59%Jan 18, 2022186Oct 12, 2022350Mar 6, 2024536
-24.91%Jul 7, 2014389Jan 20, 2016317Apr 24, 2017706
-13.45%Mar 20, 202514Apr 8, 202515Apr 30, 202529

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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