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GQJPX vs. HSWYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GQJPX vs. HSWYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG Partners International Quality Dividend Income Fund (GQJPX) and Hartford Schroders International Stock Fund Class Y (HSWYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GQJPX achieves a 4.09% return, which is significantly lower than HSWYX's 5.94% return.


GQJPX

1D
0.25%
1M
-4.22%
YTD
4.09%
6M
4.16%
1Y
11.71%
3Y*
15.52%
5Y*
10Y*

HSWYX

1D
-2.25%
1M
0.26%
YTD
5.94%
6M
6.03%
1Y
14.46%
3Y*
14.57%
5Y*
6.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GQJPX vs. HSWYX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GQJPX
GQG Partners International Quality Dividend Income Fund
4.09%24.88%7.39%18.06%-10.50%1.05%
HSWYX
Hartford Schroders International Stock Fund Class Y
5.94%25.99%7.35%17.00%-18.76%0.78%

Correlation

The correlation between GQJPX and HSWYX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2021

0.71

The correlation between GQJPX and HSWYX shifts across timeframes, from 0.54 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GQJPX vs. HSWYX — Risk / Return Rank

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

GQJPX
GQJPX Risk / Return Rank: 2222
Overall Rank
GQJPX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GQJPX Sortino Ratio Rank: 2222
Sortino Ratio Rank
GQJPX Omega Ratio Rank: 2424
Omega Ratio Rank
GQJPX Calmar Ratio Rank: 2222
Calmar Ratio Rank
GQJPX Martin Ratio Rank: 1919
Martin Ratio Rank

HSWYX
HSWYX Risk / Return Rank: 1818
Overall Rank
HSWYX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HSWYX Sortino Ratio Rank: 1717
Sortino Ratio Rank
HSWYX Omega Ratio Rank: 1818
Omega Ratio Rank
HSWYX Calmar Ratio Rank: 1818
Calmar Ratio Rank
HSWYX 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.

GQJPX vs. HSWYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners International Quality Dividend Income Fund (GQJPX) and Hartford Schroders International Stock Fund Class Y (HSWYX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GQJPXHSWYXDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratioReturn relative to maximum drawdown

1.52

1.33

+0.19

Martin ratioReturn relative to average drawdown

4.31

4.73

-0.42

GQJPX vs. HSWYX - Sharpe Ratio Comparison

The current GQJPX Sharpe Ratio is 1.24, which is comparable to the HSWYX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of GQJPX and HSWYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GQJPX vs. HSWYX - Drawdown Comparison

The maximum GQJPX drawdown since its inception was -21.83%, smaller than the maximum HSWYX drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for GQJPX and HSWYX.


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Drawdown Indicators


GQJPXHSWYXDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-33.12%

+11.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

-12.23%

+3.67%

Max Drawdown (3Y)

Largest decline over 3 years

-9.45%

-13.59%

+4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-33.12%

Current Drawdown

Current decline from peak

-7.08%

-2.79%

-4.29%

Average Drawdown

Average peak-to-trough decline

-5.52%

-6.98%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.43%

-0.43%

Volatility

GQJPX vs. HSWYX - Volatility Comparison

The current volatility for GQG Partners International Quality Dividend Income Fund (GQJPX) is 3.03%, while Hartford Schroders International Stock Fund Class Y (HSWYX) has a volatility of 5.96%. This indicates that GQJPX experiences smaller price fluctuations and is considered to be less risky than HSWYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GQJPXHSWYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

5.96%

-2.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

13.48%

-4.95%

Volatility (1Y)

Calculated over the trailing 1-year period

10.46%

16.02%

-5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.94%

16.79%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.94%

17.22%

-4.28%

GQJPX vs. HSWYX - Expense Ratio Comparison

GQJPX has a 0.91% expense ratio, which is higher than HSWYX's 0.82% expense ratio.


Dividends

GQJPX vs. HSWYX - Dividend Comparison

GQJPX's dividend yield for the trailing twelve months is around 3.99%, more than HSWYX's 2.56% yield.


PositionTTM202520242023202220212020201920182017
GQJPX
GQG Partners International Quality Dividend Income Fund
3.99%3.22%3.35%4.50%5.59%1.75%0.00%0.00%0.00%0.00%
HSWYX
Hartford Schroders International Stock Fund Class Y
2.56%2.72%1.36%1.23%1.37%1.95%0.32%1.08%8.65%1.25%

Frequently Asked Questions


GQJPX and HSWYX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HSWYX has higher volatility (5.96%) compared to GQJPX (3.03%). In terms of maximum drawdown, GQJPX dropped -21.83% vs HSWYX's -33.12%.

GQJPX currently has the higher Sharpe Ratio (1.24 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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