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FDKFX vs. HIAOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDKFX and HIAOX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

FDKFX vs. HIAOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Discovery K6 Fund (FDKFX) and Hartford International Opportunities HLS Fund (HIAOX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FDKFX:

0.72

HIAOX:

0.74

Sortino Ratio

FDKFX:

1.13

HIAOX:

1.08

Omega Ratio

FDKFX:

1.16

HIAOX:

1.15

Calmar Ratio

FDKFX:

0.95

HIAOX:

0.47

Martin Ratio

FDKFX:

3.23

HIAOX:

3.28

Ulcer Index

FDKFX:

4.30%

HIAOX:

3.75%

Daily Std Dev

FDKFX:

18.71%

HIAOX:

17.15%

Max Drawdown

FDKFX:

-36.63%

HIAOX:

-65.79%

Current Drawdown

FDKFX:

-0.53%

HIAOX:

-10.64%

Returns By Period

The year-to-date returns for both stocks are quite close, with FDKFX having a 14.58% return and HIAOX slightly lower at 14.11%.


FDKFX

YTD

14.58%

1M

10.45%

6M

14.11%

1Y

13.37%

3Y*

11.71%

5Y*

10.70%

10Y*

N/A

HIAOX

YTD

14.11%

1M

10.02%

6M

13.62%

1Y

12.56%

3Y*

3.71%

5Y*

7.40%

10Y*

3.22%

*Annualized

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FDKFX vs. HIAOX - Expense Ratio Comparison

FDKFX has a 0.60% expense ratio, which is lower than HIAOX's 0.74% expense ratio.


Risk-Adjusted Performance

FDKFX vs. HIAOX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDKFX
The Risk-Adjusted Performance Rank of FDKFX is 7575
Overall Rank
The Sharpe Ratio Rank of FDKFX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FDKFX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FDKFX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FDKFX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FDKFX is 7777
Martin Ratio Rank

HIAOX
The Risk-Adjusted Performance Rank of HIAOX is 6969
Overall Rank
The Sharpe Ratio Rank of HIAOX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of HIAOX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of HIAOX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of HIAOX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of HIAOX is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDKFX vs. HIAOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery K6 Fund (FDKFX) and Hartford International Opportunities HLS Fund (HIAOX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current FDKFX Sharpe Ratio is 0.72, which is comparable to the HIAOX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FDKFX and HIAOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FDKFX vs. HIAOX - Dividend Comparison

FDKFX's dividend yield for the trailing twelve months is around 3.54%, more than HIAOX's 1.36% yield.


TTM20242023202220212020201920182017201620152014
FDKFX
Fidelity International Discovery K6 Fund
3.54%4.06%1.62%0.99%1.90%0.60%0.39%0.00%0.00%0.00%0.00%0.00%
HIAOX
Hartford International Opportunities HLS Fund
1.36%1.56%1.14%24.26%1.01%1.62%5.57%2.33%1.35%1.62%1.52%2.37%

Drawdowns

FDKFX vs. HIAOX - Drawdown Comparison

The maximum FDKFX drawdown since its inception was -36.63%, smaller than the maximum HIAOX drawdown of -65.79%. Use the drawdown chart below to compare losses from any high point for FDKFX and HIAOX. For additional features, visit the drawdowns tool.


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Volatility

FDKFX vs. HIAOX - Volatility Comparison

Fidelity International Discovery K6 Fund (FDKFX) and Hartford International Opportunities HLS Fund (HIAOX) have volatilities of 2.82% and 2.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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