HAOYX vs. FSOSX

Last updated Jun 24, 2026

HAOYX (The Hartford International Opportunities Fund) and FSOSX (Fidelity Series Overseas Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, HAOYX returned 8.09%/yr vs 7.40%/yr for FSOSX. Their correlation of 0.92 suggests significant overlap in exposure. HAOYX charges 0.77%/yr vs 0.01%/yr for FSOSX.

Performance

HAOYX vs. FSOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford International Opportunities Fund (HAOYX) and Fidelity Series Overseas Fund (FSOSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HAOYX achieves a 12.40% return, which is significantly higher than FSOSX's 9.78% return.

HAOYX

• 1D: 0.38%
• 1M: 2.96%
• YTD: 12.40%
• 6M: 12.57%
• 1Y: 26.97%
• 3Y*: 18.62%
• 5Y*: 8.09%
• 10Y*: 10.11%

FSOSX

• 1D: 0.61%
• 1M: 5.33%
• YTD: 9.78%
• 6M: 9.27%
• 1Y: 14.49%
• 3Y*: 14.96%
• 5Y*: 7.40%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HAOYX vs. FSOSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
HAOYX The Hartford International Opportunities Fund	12.40%	30.27%	8.39%	11.84%	-17.99%	7.63%	20.63%	6.84%
FSOSX Fidelity Series Overseas Fund	9.78%	21.29%	5.87%	21.49%	-23.25%	19.59%	16.36%	7.78%

Correlation

The correlation between HAOYX and FSOSX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jun 28, 2019	0.92

The correlation between HAOYX and FSOSX has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

Return for Risk

HAOYX vs. FSOSX — Risk / Return Rank

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

HAOYX

HAOYX Risk / Return Rank: 42
HAOYX Sharpe Ratio Rank: 42
HAOYX Sortino Ratio Rank: 38
HAOYX Omega Ratio Rank: 42
HAOYX Calmar Ratio Rank: 42
HAOYX Martin Ratio Rank: 46

FSOSX

FSOSX Risk / Return Rank: 14
FSOSX Sharpe Ratio Rank: 12
FSOSX Sortino Ratio Rank: 13
FSOSX Omega Ratio Rank: 12
FSOSX Calmar Ratio Rank: 15
FSOSX Martin Ratio Rank: 18

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.

HAOYX vs. FSOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford International Opportunities Fund (HAOYX) and Fidelity Series Overseas Fund (FSOSX). 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	FSOSX	Difference
Sharpe ratio: Return per unit of total volatility	1.75	0.88	+0.87
Sortino ratio: Return per unit of downside risk	2.40	1.35	+1.04
Omega ratio: Gain probability vs. loss probability	1.32	1.17	+0.16
Calmar ratio: Return relative to maximum drawdown	2.37	1.25	+1.12
Martin ratio: Return relative to average drawdown	9.12	4.43	+4.69

HAOYX vs. FSOSX - Sharpe Ratio Comparison

The current HAOYX Sharpe Ratio is 1.75, which is higher than the FSOSX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of HAOYX and FSOSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

HAOYX vs. FSOSX - Drawdown Comparison

The maximum HAOYX drawdown since its inception was -58.08%, which is greater than FSOSX's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for HAOYX and FSOSX.

Drawdown Indicators

	HAOYX	FSOSX	Difference
Max Drawdown Largest peak-to-trough decline	-58.08%	-35.36%	-22.72%
Max Drawdown (1Y) Largest decline over 1 year	-11.72%	-12.39%	+0.67%
Max Drawdown (3Y) Largest decline over 3 years	-14.10%	-14.07%	-0.03%
Max Drawdown (5Y) Largest decline over 5 years	-31.72%	-35.36%	+3.64%
Max Drawdown (10Y) Largest decline over 10 years	-35.16%	—	—
Current Drawdown Current decline from peak	-0.46%	0.00%	-0.46%
Average Drawdown Average peak-to-trough decline	-13.71%	-7.74%	-5.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	3.49%	-0.45%

Volatility

HAOYX vs. FSOSX - Volatility Comparison

The Hartford International Opportunities Fund (HAOYX) and Fidelity Series Overseas Fund (FSOSX) have volatilities of 6.48% and 6.30%, 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.

Volatility by Period

	HAOYX	FSOSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.48%	6.30%	+0.18%
Volatility (6M) Calculated over the trailing 6-month period	13.60%	15.32%	-1.72%
Volatility (1Y) Calculated over the trailing 1-year period	15.89%	17.64%	-1.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.21%	17.85%	-1.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.91%	19.10%	-2.19%

HAOYX vs. FSOSX - Expense Ratio Comparison

HAOYX has a 0.77% expense ratio, which is higher than FSOSX's 0.01% expense ratio.

Dividends

HAOYX vs. FSOSX - Dividend Comparison

HAOYX's dividend yield for the trailing twelve months is around 7.05%, less than FSOSX's 8.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSOSX Fidelity Series Overseas Fund	8.33%	9.15%	2.25%	1.63%	1.80%	2.92%	1.12%	0.37%	0.00%	0.00%	0.00%	0.00%
HAOYX The Hartford International Opportunities Fund	7.05%	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

Can I hold both HAOYX and FSOSX in my portfolio?

With a correlation of 0.92, HAOYX and FSOSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, HAOYX or FSOSX?

HAOYX has higher volatility (6.48%) compared to FSOSX (6.30%). In terms of maximum drawdown, HAOYX dropped -58.08% vs FSOSX's -35.36%.

Which has better risk-adjusted returns?

HAOYX currently has the higher Sharpe Ratio (1.75 vs 0.88), 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.