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HIAOX vs. GQJPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIAOX vs. GQJPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford International Opportunities HLS Fund (HIAOX) and GQG Partners International Quality Dividend Income Fund (GQJPX). The values are adjusted to include any dividend payments, if applicable.

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HIAOX vs. GQJPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HIAOX
Hartford International Opportunities HLS Fund
-3.99%30.38%8.42%11.72%-18.62%1.85%
GQJPX
GQG Partners International Quality Dividend Income Fund
3.87%24.88%7.39%18.06%-10.50%1.05%

Returns By Period

In the year-to-date period, HIAOX achieves a -3.99% return, which is significantly lower than GQJPX's 3.87% return.


HIAOX

1D
-0.05%
1M
-11.51%
YTD
-3.99%
6M
0.66%
1Y
17.82%
3Y*
12.86%
5Y*
5.68%
10Y*
7.74%

GQJPX

1D
-0.32%
1M
-7.07%
YTD
3.87%
6M
9.04%
1Y
17.20%
3Y*
17.59%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIAOX vs. GQJPX - Expense Ratio Comparison

HIAOX has a 0.74% expense ratio, which is lower than GQJPX's 0.91% expense ratio.


Return for Risk

HIAOX vs. GQJPX — Risk / Return Rank

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

HIAOX
HIAOX Risk / Return Rank: 5353
Overall Rank
HIAOX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HIAOX Sortino Ratio Rank: 5252
Sortino Ratio Rank
HIAOX Omega Ratio Rank: 5151
Omega Ratio Rank
HIAOX Calmar Ratio Rank: 5656
Calmar Ratio Rank
HIAOX Martin Ratio Rank: 5353
Martin Ratio Rank

GQJPX
GQJPX Risk / Return Rank: 7474
Overall Rank
GQJPX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
GQJPX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GQJPX Omega Ratio Rank: 7474
Omega Ratio Rank
GQJPX Calmar Ratio Rank: 7474
Calmar Ratio Rank
GQJPX Martin Ratio Rank: 6969
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.

HIAOX vs. GQJPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford International Opportunities HLS Fund (HIAOX) and GQG Partners International Quality Dividend Income Fund (GQJPX). 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.


HIAOXGQJPXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.39

-0.38

Sortino ratio

Return per unit of downside risk

1.44

1.81

-0.37

Omega ratio

Gain probability vs. loss probability

1.21

1.28

-0.07

Calmar ratio

Return relative to maximum drawdown

1.32

1.71

-0.39

Martin ratio

Return relative to average drawdown

5.16

6.57

-1.41

HIAOX vs. GQJPX - Sharpe Ratio Comparison

The current HIAOX Sharpe Ratio is 1.02, which is comparable to the GQJPX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of HIAOX and GQJPX, 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


HIAOXGQJPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.39

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.68

-0.67

Correlation

The correlation between HIAOX and GQJPX is 0.78, 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.


Dividends

HIAOX vs. GQJPX - Dividend Comparison

HIAOX's dividend yield for the trailing twelve months is around 2.37%, less than GQJPX's 3.10% yield.


TTM20252024202320222021202020192018201720162015
HIAOX
Hartford International Opportunities HLS Fund
2.37%2.27%1.55%1.14%24.26%1.01%1.62%3.74%2.33%1.35%1.62%1.52%
GQJPX
GQG Partners International Quality Dividend Income Fund
3.10%3.22%3.35%4.50%5.59%1.75%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HIAOX vs. GQJPX - Drawdown Comparison

The maximum HIAOX drawdown since its inception was -90.85%, which is greater than GQJPX's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for HIAOX and GQJPX.


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Drawdown Indicators


HIAOXGQJPXDifference

Max Drawdown

Largest peak-to-trough decline

-90.85%

-21.83%

-69.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-8.78%

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-32.42%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

Current Drawdown

Current decline from peak

-11.71%

-7.28%

-4.43%

Average Drawdown

Average peak-to-trough decline

-22.35%

-5.58%

-16.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.46%

+0.54%

Volatility

HIAOX vs. GQJPX - Volatility Comparison

Hartford International Opportunities HLS Fund (HIAOX) has a higher volatility of 7.06% compared to GQG Partners International Quality Dividend Income Fund (GQJPX) at 5.40%. This indicates that HIAOX's price experiences larger fluctuations and is considered to be riskier than GQJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIAOXGQJPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

5.40%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

11.09%

8.01%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

12.39%

+4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

13.05%

+2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

13.05%

+3.88%