HFSIX vs. FAOIX
HFSIX (Hartford Schroders International Contrarian Value Fund Class I) and FAOIX (Fidelity Advisor Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 3 years, HFSIX returned 21.00%/yr vs 8.90%/yr for FAOIX. A 0.74 correlation means they provide meaningful diversification when combined. HFSIX charges 0.85%/yr vs 1.12%/yr for FAOIX.
Performance
HFSIX vs. FAOIX - Performance Comparison
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Returns By Period
HFSIX
- 1D
- 0.51%
- 1M
- -1.00%
- YTD
- 7.19%
- 6M
- 10.25%
- 1Y
- 24.75%
- 3Y*
- 21.00%
- 5Y*
- —
- 10Y*
- —
FAOIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- -2.31%
- 3Y*
- 8.90%
- 5Y*
- 3.50%
- 10Y*
- 7.35%
HFSIX vs. FAOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HFSIX Hartford Schroders International Contrarian Value Fund Class I | 7.19% | 43.05% | 6.42% | 23.53% | -3.73% |
FAOIX Fidelity Advisor Overseas Fund Class I | 0.00% | 15.25% | 4.92% | 20.35% | -6.01% |
Correlation
The correlation between HFSIX and FAOIX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since May 31, 2022 | 0.74 |
Over the past year, the correlation between HFSIX and FAOIX has dropped to 0.48 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
HFSIX vs. FAOIX — Risk / Return Rank
HFSIX
FAOIX
HFSIX vs. FAOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Contrarian Value Fund Class I (HFSIX) and Fidelity Advisor Overseas Fund Class I (FAOIX). 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.
| HFSIX | FAOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +2.85 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.95 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | -0.34 | +2.48 |
| Martin ratioReturn relative to average drawdown | 7.91 | -0.59 | +8.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HFSIX | FAOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | -0.27 | +2.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.22 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.32 | +0.81 |
Drawdowns
HFSIX vs. FAOIX - Drawdown Comparison
The maximum HFSIX drawdown since its inception was -22.64%, smaller than the maximum FAOIX drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for HFSIX and FAOIX.
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Drawdown Indicators
| HFSIX | FAOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.64% | -59.86% | +37.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -7.28% | -4.48% |
Max Drawdown (3Y)Largest decline over 3 years | -14.13% | -13.98% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.33% | — |
Current DrawdownCurrent decline from peak | -2.42% | -5.85% | +3.43% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -14.20% | +10.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 4.00% | -0.83% |
Volatility
HFSIX vs. FAOIX - Volatility Comparison
Hartford Schroders International Contrarian Value Fund Class I (HFSIX) has a higher volatility of 4.39% compared to Fidelity Advisor Overseas Fund Class I (FAOIX) at 0.00%. This indicates that HFSIX's price experiences larger fluctuations and is considered to be riskier than FAOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFSIX | FAOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 0.00% | +4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 3.97% | +7.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.96% | 9.14% | +4.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 16.73% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 16.69% | -0.65% |
HFSIX vs. FAOIX - Expense Ratio Comparison
HFSIX has a 0.85% expense ratio, which is lower than FAOIX's 1.12% expense ratio.
Dividends
HFSIX vs. FAOIX - Dividend Comparison
HFSIX's dividend yield for the trailing twelve months is around 5.87%, less than FAOIX's 8.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOIX Fidelity Advisor Overseas Fund Class I | 8.49% | 8.49% | 1.66% | 0.96% | 0.63% | 2.06% | 0.00% | 1.35% | 5.09% | 3.79% | 1.49% | 0.63% |
HFSIX Hartford Schroders International Contrarian Value Fund Class I | 5.87% | 6.30% | 1.58% | 1.52% | 2.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HFSIX and FAOIX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HFSIX has higher volatility (4.39%) compared to FAOIX (0.00%). In terms of maximum drawdown, HFSIX dropped -22.64% vs FAOIX's -59.86%.
HFSIX currently has the higher Sharpe Ratio (1.80 vs -0.27), 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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