HIAOX vs. FDKFX
HIAOX (Hartford International Opportunities HLS Fund) and FDKFX (Fidelity International Discovery K6 Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, HIAOX returned 7.54%/yr vs 7.02%/yr for FDKFX. Their correlation of 0.95 means they have usually moved in the same direction. HIAOX charges 0.74%/yr vs 0.60%/yr for FDKFX.
Performance
HIAOX vs. FDKFX - Performance Comparison
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Returns By Period
In the year-to-date period, HIAOX achieves a 9.53% return, which is significantly lower than FDKFX's 11.08% return.
HIAOX
- 1D
- 2.88%
- 1M
- 0.36%
- 6M
- 4.99%
- YTD
- 9.53%
- 1Y
- 24.00%
- 3Y*
- 15.88%
- 5Y*
- 7.54%
- 10Y*
- 8.82%
- ALL TIME*
- 11.79%
FDKFX
- 1D
- 2.87%
- 1M
- -1.51%
- 6M
- 4.17%
- YTD
- 11.08%
- 1Y
- 23.06%
- 3Y*
- 17.40%
- 5Y*
- 7.02%
- 10Y*
- —
- ALL TIME*
- 10.79%
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 |
HIAOX vs. FDKFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HIAOX Hartford International Opportunities HLS Fund | 9.53% | 30.38% | 8.42% | 11.72% | -18.62% | 7.83% | 20.43% | 7.80% |
FDKFX Fidelity International Discovery K6 Fund | 11.08% | 29.31% | 11.14% | 14.40% | -24.74% | 11.20% | 21.50% | 11.81% |
Correlation
The correlation between HIAOX and FDKFX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2019 | 0.95 |
The correlation between HIAOX and FDKFX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
HIAOX vs. FDKFX — Risk / Return Rank
HIAOX
FDKFX
HIAOX vs. FDKFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford International Opportunities HLS Fund (HIAOX) and Fidelity International Discovery K6 Fund (FDKFX). 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.
| HIAOX | FDKFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.61 | +0.31 |
| Martin ratioReturn relative to average drawdown | 6.99 | 5.91 | +1.08 |
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Drawdowns
HIAOX vs. FDKFX - Drawdown Comparison
The maximum HIAOX drawdown since its inception was -65.82%, which is greater than FDKFX's maximum drawdown of -36.63%. Use the drawdown chart below to compare losses from any high point for HIAOX and FDKFX.
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Drawdown Indicators
| HIAOX | FDKFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.82% | -36.63% | -29.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -13.12% | +1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -14.16% | -14.64% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -32.42% | -36.63% | +4.21% |
Max Drawdown (10Y)Largest decline over 10 years | -36.74% | — | — |
Current DrawdownCurrent decline from peak | -2.93% | -3.39% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -15.61% | -9.37% | -6.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 3.56% | -0.34% |
Volatility
HIAOX vs. FDKFX - Volatility Comparison
The current volatility for Hartford International Opportunities HLS Fund (HIAOX) is 5.71%, while Fidelity International Discovery K6 Fund (FDKFX) has a volatility of 6.03%. This indicates that HIAOX experiences smaller price fluctuations and is considered to be less risky than FDKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HIAOX | FDKFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 6.03% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 14.64% | 16.36% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.81% | 18.95% | -2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 17.47% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 18.93% | -2.04% |
HIAOX vs. FDKFX - Expense Ratio Comparison
HIAOX has a 0.74% expense ratio, which is higher than FDKFX's 0.60% expense ratio.
Dividends
HIAOX vs. FDKFX - Dividend Comparison
HIAOX's dividend yield for the trailing twelve months is around 2.07%, less than FDKFX's 2.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDKFX Fidelity International Discovery K6 Fund | 2.77% | 3.07% | 4.06% | 1.62% | 0.99% | 1.90% | 0.60% | 0.80% | 0.00% | 0.00% | 0.00% | 0.00% |
HIAOX Hartford International Opportunities HLS Fund | 2.07% | 2.27% | 1.55% | 1.14% | 24.26% | 1.01% | 1.62% | 3.74% | 2.33% | 1.35% | 1.62% | 1.52% |
Frequently Asked Questions
With a correlation of 0.94, HIAOX and FDKFX 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.
FDKFX has higher volatility (6.03%) compared to HIAOX (5.71%). In terms of maximum drawdown, HIAOX dropped -65.82% vs FDKFX's -36.63%.
HIAOX currently has the higher Sharpe Ratio (1.34 vs 1.11), 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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