HAOYX vs. FAOSX
HAOYX (The Hartford International Opportunities Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, HAOYX returned 7.69%/yr vs 2.86%/yr for FAOSX. Their correlation of 0.87 means they have usually moved in the same direction. HAOYX charges 0.77%/yr vs 1.02%/yr for FAOSX.
Performance
HAOYX vs. FAOSX - Performance Comparison
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Returns By Period
HAOYX
- 1D
- 2.91%
- 1M
- 0.35%
- 6M
- 4.99%
- YTD
- 9.60%
- 1Y
- 24.03%
- 3Y*
- 15.90%
- 5Y*
- 7.69%
- 10Y*
- 9.06%
- ALL TIME*
- 6.58%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.96%
- 5Y*
- 2.86%
- 10Y*
- —
- ALL TIME*
- 8.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HAOYX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HAOYX The Hartford International Opportunities Fund | 9.60% | 30.27% | 8.39% | 11.84% | -17.99% | 7.63% | 20.63% | 26.17% | -18.73% | 20.53% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 19.42% | 15.17% | 27.96% | -14.73% | 26.25% |
Correlation
The correlation between HAOYX and FAOSX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.87 |
Over the past year, the correlation between HAOYX and FAOSX has dropped to 0.44 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
HAOYX vs. FAOSX — Risk / Return Rank
HAOYX
FAOSX
HAOYX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Hartford International Opportunities Fund (HAOYX) and Fidelity Advisor Overseas Fund Class Z (FAOSX). 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.
| HAOYX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.93 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | -0.32 | +2.24 |
| Martin ratioReturn relative to average drawdown | 7.00 | -0.48 | +7.49 |
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Drawdowns
HAOYX vs. FAOSX - Drawdown Comparison
The maximum HAOYX drawdown since its inception was -58.08%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for HAOYX and FAOSX.
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Drawdown Indicators
| HAOYX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.08% | -36.24% | -21.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.72% | -7.26% | -4.46% |
Max Drawdown (3Y)Largest decline over 3 years | -14.10% | -13.96% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -31.72% | -36.24% | +4.52% |
Max Drawdown (10Y)Largest decline over 10 years | -35.16% | — | — |
Current DrawdownCurrent decline from peak | -2.94% | -5.86% | +2.92% |
Average DrawdownAverage peak-to-trough decline | -13.67% | -7.90% | -5.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 4.48% | -1.27% |
Volatility
HAOYX vs. FAOSX - Volatility Comparison
The Hartford International Opportunities Fund (HAOYX) has a higher volatility of 5.70% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that HAOYX's price experiences larger fluctuations and is considered to be riskier than FAOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAOYX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 0.00% | +5.70% |
Volatility (6M)Calculated over the trailing 6-month period | 14.66% | 0.00% | +14.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.81% | 7.68% | +9.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 16.65% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 16.56% | +0.20% |
HAOYX vs. FAOSX - Expense Ratio Comparison
HAOYX has a 0.77% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
HAOYX vs. FAOSX - Dividend Comparison
HAOYX's dividend yield for the trailing twelve months is around 7.23%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOSX Fidelity Advisor Overseas Fund Class Z | 8.67% | 8.67% | 1.80% | 1.12% | 0.85% | 2.07% | 0.00% | 1.70% | 5.30% | 3.93% | 0.00% | 0.00% |
HAOYX The Hartford International Opportunities Fund | 7.23% | 7.92% | 1.54% | 1.59% | 0.89% | 10.25% | 0.64% | 1.57% | 4.24% | 4.94% | 1.48% | 2.69% |
Frequently Asked Questions
HAOYX and FAOSX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HAOYX has higher volatility (5.70%) compared to FAOSX (0.00%). In terms of maximum drawdown, HAOYX dropped -58.08% vs FAOSX's -36.24%.
HAOYX currently has the higher Sharpe Ratio (1.34 vs -0.30), 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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