HFAHX vs. FIGSX

Last updated Jun 23, 2026

HFAHX (Hartford Schroders International Contrarian Value Fund Class Y) and FIGSX (Fidelity Series International Growth Fund) are both Foreign Large Cap Equities funds. Over the past year, HFAHX returned 26.00% vs 24.07% for FIGSX. A 0.71 correlation means they provide meaningful diversification when combined. HFAHX charges 0.80%/yr vs 0.01%/yr for FIGSX.

Performance

HFAHX vs. FIGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders International Contrarian Value Fund Class Y (HFAHX) and Fidelity Series International Growth Fund (FIGSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HFAHX achieves a 6.70% return, which is significantly lower than FIGSX's 13.29% return.

HFAHX

• 1D: -0.06%
• 1M: -0.51%
• YTD: 6.70%
• 6M: 7.57%
• 1Y: 26.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FIGSX

• 1D: 2.32%
• 1M: 6.81%
• YTD: 13.29%
• 6M: 13.23%
• 1Y: 24.07%
• 3Y*: 14.58%
• 5Y*: 7.47%
• 10Y*: 10.95%

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

HFAHX vs. FIGSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
HFAHX Hartford Schroders International Contrarian Value Fund Class Y	6.70%	43.12%	6.42%	7.14%
FIGSX Fidelity Series International Growth Fund	13.29%	19.12%	5.93%	12.29%

Correlation

The correlation between HFAHX and FIGSX is 0.78, 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	0.78
Correlation (All Time) Calculated using the full available price history since Nov 8, 2023	0.71

The correlation between HFAHX and FIGSX has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.

Return for Risk

HFAHX vs. FIGSX — Risk / Return Rank

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

HFAHX

HFAHX Risk / Return Rank: 41
HFAHX Sharpe Ratio Rank: 44
HFAHX Sortino Ratio Rank: 43
HFAHX Omega Ratio Rank: 43
HFAHX Calmar Ratio Rank: 36
HFAHX Martin Ratio Rank: 38

FIGSX

FIGSX Risk / Return Rank: 23
FIGSX Sharpe Ratio Rank: 21
FIGSX Sortino Ratio Rank: 22
FIGSX Omega Ratio Rank: 21
FIGSX Calmar Ratio Rank: 24
FIGSX Martin Ratio Rank: 28

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.

HFAHX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Contrarian Value Fund Class Y (HFAHX) and Fidelity Series International Growth Fund (FIGSX). 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.

	HFAHX	FIGSX	Difference
Sharpe ratio: Return per unit of total volatility	1.80	1.21	+0.59
Sortino ratio: Return per unit of downside risk	2.55	1.81	+0.74
Omega ratio: Gain probability vs. loss probability	1.33	1.23	+0.10
Calmar ratio: Return relative to maximum drawdown	2.15	1.68	+0.47
Martin ratio: Return relative to average drawdown	7.90	6.18	+1.72

HFAHX vs. FIGSX - Sharpe Ratio Comparison

The current HFAHX Sharpe Ratio is 1.80, which is higher than the FIGSX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of HFAHX and FIGSX, 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

HFAHX vs. FIGSX - Drawdown Comparison

The maximum HFAHX drawdown since its inception was -14.13%, smaller than the maximum FIGSX drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for HFAHX and FIGSX.

Drawdown Indicators

	HFAHX	FIGSX	Difference
Max Drawdown Largest peak-to-trough decline	-14.13%	-34.47%	+20.34%
Max Drawdown (1Y) Largest decline over 1 year	-11.77%	-13.89%	+2.12%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.29%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.47%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.47%	—
Current Drawdown Current decline from peak	-2.81%	0.00%	-2.81%
Average Drawdown Average peak-to-trough decline	-2.48%	-6.45%	+3.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.21%	3.78%	-0.57%

Volatility

HFAHX vs. FIGSX - Volatility Comparison

The current volatility for Hartford Schroders International Contrarian Value Fund Class Y (HFAHX) is 3.67%, while Fidelity Series International Growth Fund (FIGSX) has a volatility of 7.43%. This indicates that HFAHX experiences smaller price fluctuations and is considered to be less risky than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HFAHX	FIGSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.67%	7.43%	-3.76%
Volatility (6M) Calculated over the trailing 6-month period	11.36%	17.12%	-5.76%
Volatility (1Y) Calculated over the trailing 1-year period	14.10%	19.32%	-5.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.22%	18.28%	-4.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.22%	17.91%	-3.69%

HFAHX vs. FIGSX - Expense Ratio Comparison

HFAHX has a 0.80% expense ratio, which is higher than FIGSX's 0.01% expense ratio.

Dividends

HFAHX vs. FIGSX - Dividend Comparison

HFAHX's dividend yield for the trailing twelve months is around 5.95%, less than FIGSX's 7.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FIGSX Fidelity Series International Growth Fund	7.65%	8.67%	4.29%	1.27%	3.53%	8.33%	16.24%	3.64%	7.47%	3.14%	2.54%	3.54%
HFAHX Hartford Schroders International Contrarian Value Fund Class Y	5.95%	6.35%	1.58%	0.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HFAHX and FIGSX in my portfolio?

HFAHX and FIGSX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HFAHX or FIGSX?

FIGSX has higher volatility (7.43%) compared to HFAHX (3.67%). In terms of maximum drawdown, HFAHX dropped -14.13% vs FIGSX's -34.47%.

Which has better risk-adjusted returns?

HFAHX currently has the higher Sharpe Ratio (1.80 vs 1.21), 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.