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HHMIX vs. SCIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HHMIX vs. SCIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Municipal Opportunities Fund (HHMIX) and Hartford Schroders International Stock Fund Class I (SCIEX). The values are adjusted to include any dividend payments, if applicable.

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HHMIX vs. SCIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HHMIX
Hartford Municipal Opportunities Fund
-0.62%5.70%2.14%5.92%-8.97%1.73%4.66%7.89%1.35%5.74%
SCIEX
Hartford Schroders International Stock Fund Class I
-6.34%25.98%5.89%17.02%-18.76%11.38%24.91%25.18%-12.38%29.69%

Returns By Period

In the year-to-date period, HHMIX achieves a -0.62% return, which is significantly higher than SCIEX's -6.34% return. Over the past 10 years, HHMIX has underperformed SCIEX with an annualized return of 2.28%, while SCIEX has yielded a comparatively higher 9.17% annualized return.


HHMIX

1D
0.00%
1M
-2.81%
YTD
-0.62%
6M
0.70%
1Y
3.97%
3Y*
3.52%
5Y*
1.07%
10Y*
2.28%

SCIEX

1D
0.10%
1M
-12.11%
YTD
-6.34%
6M
-3.91%
1Y
10.89%
3Y*
9.70%
5Y*
4.89%
10Y*
9.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HHMIX vs. SCIEX - Expense Ratio Comparison

HHMIX has a 0.44% expense ratio, which is lower than SCIEX's 0.79% expense ratio.


Return for Risk

HHMIX vs. SCIEX — Risk / Return Rank

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

HHMIX
HHMIX Risk / Return Rank: 6868
Overall Rank
HHMIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HHMIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
HHMIX Omega Ratio Rank: 8585
Omega Ratio Rank
HHMIX Calmar Ratio Rank: 5858
Calmar Ratio Rank
HHMIX Martin Ratio Rank: 5454
Martin Ratio Rank

SCIEX
SCIEX Risk / Return Rank: 2424
Overall Rank
SCIEX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SCIEX Sortino Ratio Rank: 2323
Sortino Ratio Rank
SCIEX Omega Ratio Rank: 2222
Omega Ratio Rank
SCIEX Calmar Ratio Rank: 2424
Calmar Ratio Rank
SCIEX Martin Ratio Rank: 2525
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.

HHMIX vs. SCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Municipal Opportunities Fund (HHMIX) and Hartford Schroders International Stock Fund Class I (SCIEX). 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.


HHMIXSCIEXDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.59

+0.67

Sortino ratio

Return per unit of downside risk

1.73

0.90

+0.83

Omega ratio

Gain probability vs. loss probability

1.35

1.12

+0.23

Calmar ratio

Return relative to maximum drawdown

1.37

0.71

+0.66

Martin ratio

Return relative to average drawdown

5.23

2.67

+2.56

HHMIX vs. SCIEX - Sharpe Ratio Comparison

The current HHMIX Sharpe Ratio is 1.26, which is higher than the SCIEX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of HHMIX and SCIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HHMIXSCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.59

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.30

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.54

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.35

+0.33

Correlation

The correlation between HHMIX and SCIEX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

HHMIX vs. SCIEX - Dividend Comparison

HHMIX's dividend yield for the trailing twelve months is around 3.41%, more than SCIEX's 2.92% yield.


TTM20252024202320222021202020192018201720162015
HHMIX
Hartford Municipal Opportunities Fund
3.41%4.40%2.72%2.41%2.28%1.72%2.17%2.83%2.86%2.98%2.77%3.04%
SCIEX
Hartford Schroders International Stock Fund Class I
2.92%2.74%0.00%1.27%1.37%1.95%0.32%1.22%8.64%1.18%1.77%1.24%

Drawdowns

HHMIX vs. SCIEX - Drawdown Comparison

The maximum HHMIX drawdown since its inception was -30.49%, smaller than the maximum SCIEX drawdown of -60.26%. Use the drawdown chart below to compare losses from any high point for HHMIX and SCIEX.


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Drawdown Indicators


HHMIXSCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-30.49%

-60.26%

+29.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.59%

-12.23%

+8.64%

Max Drawdown (5Y)

Largest decline over 5 years

-13.76%

-33.07%

+19.31%

Max Drawdown (10Y)

Largest decline over 10 years

-13.76%

-33.07%

+19.31%

Current Drawdown

Current decline from peak

-2.81%

-12.15%

+9.34%

Average Drawdown

Average peak-to-trough decline

-3.90%

-12.39%

+8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

3.25%

-2.31%

Volatility

HHMIX vs. SCIEX - Volatility Comparison

The current volatility for Hartford Municipal Opportunities Fund (HHMIX) is 0.92%, while Hartford Schroders International Stock Fund Class I (SCIEX) has a volatility of 7.24%. This indicates that HHMIX experiences smaller price fluctuations and is considered to be less risky than SCIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HHMIXSCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

7.24%

-6.32%

Volatility (6M)

Calculated over the trailing 6-month period

1.60%

11.27%

-9.67%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

16.97%

-13.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.29%

16.45%

-13.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.56%

17.01%

-13.45%