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HIAOX vs. FIKCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HIAOX and FIKCX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

HIAOX vs. FIKCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford International Opportunities HLS Fund (HIAOX) and Fidelity Advisor Health Care Fund Class Z (FIKCX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HIAOX:

0.75

FIKCX:

-0.65

Sortino Ratio

HIAOX:

1.17

FIKCX:

-0.75

Omega Ratio

HIAOX:

1.16

FIKCX:

0.89

Calmar Ratio

HIAOX:

0.52

FIKCX:

-0.46

Martin Ratio

HIAOX:

3.57

FIKCX:

-1.11

Ulcer Index

HIAOX:

3.75%

FIKCX:

11.82%

Daily Std Dev

HIAOX:

17.14%

FIKCX:

20.06%

Max Drawdown

HIAOX:

-65.79%

FIKCX:

-33.17%

Current Drawdown

HIAOX:

-10.21%

FIKCX:

-25.20%

Returns By Period

In the year-to-date period, HIAOX achieves a 14.67% return, which is significantly higher than FIKCX's -4.53% return.


HIAOX

YTD

14.67%

1M

10.36%

6M

14.03%

1Y

12.77%

3Y*

3.88%

5Y*

7.33%

10Y*

3.27%

FIKCX

YTD

-4.53%

1M

1.64%

6M

-16.05%

1Y

-13.04%

3Y*

0.99%

5Y*

-0.90%

10Y*

N/A

*Annualized

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HIAOX vs. FIKCX - Expense Ratio Comparison

HIAOX has a 0.74% expense ratio, which is higher than FIKCX's 0.59% expense ratio.


Risk-Adjusted Performance

HIAOX vs. FIKCX — Risk-Adjusted Performance Rank

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

HIAOX
The Risk-Adjusted Performance Rank of HIAOX is 7171
Overall Rank
The Sharpe Ratio Rank of HIAOX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of HIAOX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of HIAOX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of HIAOX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of HIAOX is 7979
Martin Ratio Rank

FIKCX
The Risk-Adjusted Performance Rank of FIKCX is 22
Overall Rank
The Sharpe Ratio Rank of FIKCX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of FIKCX is 22
Sortino Ratio Rank
The Omega Ratio Rank of FIKCX is 22
Omega Ratio Rank
The Calmar Ratio Rank of FIKCX is 11
Calmar Ratio Rank
The Martin Ratio Rank of FIKCX is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HIAOX vs. FIKCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford International Opportunities HLS Fund (HIAOX) and Fidelity Advisor Health Care Fund Class Z (FIKCX). 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.


The current HIAOX Sharpe Ratio is 0.75, which is higher than the FIKCX Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of HIAOX and FIKCX, 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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Dividends

HIAOX vs. FIKCX - Dividend Comparison

HIAOX's dividend yield for the trailing twelve months is around 1.35%, less than FIKCX's 11.38% yield.


TTM20242023202220212020201920182017201620152014
HIAOX
Hartford International Opportunities HLS Fund
1.35%1.55%1.14%2.11%1.01%1.62%1.83%2.33%1.35%1.63%1.52%2.37%
FIKCX
Fidelity Advisor Health Care Fund Class Z
11.38%10.86%0.00%0.00%5.71%5.86%0.61%4.65%0.00%0.00%0.00%0.00%

Drawdowns

HIAOX vs. FIKCX - Drawdown Comparison

The maximum HIAOX drawdown since its inception was -65.79%, which is greater than FIKCX's maximum drawdown of -33.17%. Use the drawdown chart below to compare losses from any high point for HIAOX and FIKCX. For additional features, visit the drawdowns tool.


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Volatility

HIAOX vs. FIKCX - Volatility Comparison

The current volatility for Hartford International Opportunities HLS Fund (HIAOX) is 2.83%, while Fidelity Advisor Health Care Fund Class Z (FIKCX) has a volatility of 6.84%. This indicates that HIAOX experiences smaller price fluctuations and is considered to be less risky than FIKCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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