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HMVYX vs. FASOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HMVYX vs. FASOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford MidCap Value Fund (HMVYX) and Fidelity Advisor Value Strategies Fund Class I (FASOX). The values are adjusted to include any dividend payments, if applicable.

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HMVYX vs. FASOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HMVYX
Hartford MidCap Value Fund
0.56%4.58%10.25%16.17%-7.77%28.41%0.51%33.72%-14.61%13.37%
FASOX
Fidelity Advisor Value Strategies Fund Class I
3.45%8.28%-2.00%20.51%-7.38%33.31%8.21%34.49%-16.90%17.40%

Returns By Period

In the year-to-date period, HMVYX achieves a 0.56% return, which is significantly lower than FASOX's 3.45% return. Over the past 10 years, HMVYX has underperformed FASOX with an annualized return of 8.92%, while FASOX has yielded a comparatively higher 9.77% annualized return.


HMVYX

1D
-0.50%
1M
-7.77%
YTD
0.56%
6M
2.41%
1Y
9.32%
3Y*
9.19%
5Y*
7.12%
10Y*
8.92%

FASOX

1D
-0.87%
1M
-8.92%
YTD
3.45%
6M
8.18%
1Y
21.59%
3Y*
9.32%
5Y*
6.93%
10Y*
9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HMVYX vs. FASOX - Expense Ratio Comparison

Both HMVYX and FASOX have an expense ratio of 0.88%.


Return for Risk

HMVYX vs. FASOX — Risk / Return Rank

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

HMVYX
HMVYX Risk / Return Rank: 2121
Overall Rank
HMVYX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
HMVYX Sortino Ratio Rank: 2121
Sortino Ratio Rank
HMVYX Omega Ratio Rank: 2020
Omega Ratio Rank
HMVYX Calmar Ratio Rank: 2222
Calmar Ratio Rank
HMVYX Martin Ratio Rank: 2323
Martin Ratio Rank

FASOX
FASOX Risk / Return Rank: 5151
Overall Rank
FASOX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FASOX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FASOX Omega Ratio Rank: 4545
Omega Ratio Rank
FASOX Calmar Ratio Rank: 5353
Calmar Ratio Rank
FASOX Martin Ratio Rank: 5353
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.

HMVYX vs. FASOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford MidCap Value Fund (HMVYX) and Fidelity Advisor Value Strategies Fund Class I (FASOX). 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.


HMVYXFASOXDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.97

-0.43

Sortino ratio

Return per unit of downside risk

0.88

1.50

-0.62

Omega ratio

Gain probability vs. loss probability

1.12

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

0.64

1.29

-0.65

Martin ratio

Return relative to average drawdown

2.47

5.24

-2.77

HMVYX vs. FASOX - Sharpe Ratio Comparison

The current HMVYX Sharpe Ratio is 0.54, which is lower than the FASOX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of HMVYX and FASOX, 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


HMVYXFASOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.97

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.34

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.45

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.40

+0.01

Correlation

The correlation between HMVYX and FASOX is 0.94, 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

HMVYX vs. FASOX - Dividend Comparison

HMVYX's dividend yield for the trailing twelve months is around 4.27%, less than FASOX's 8.73% yield.


TTM20252024202320222021202020192018201720162015
HMVYX
Hartford MidCap Value Fund
4.27%4.30%11.36%6.44%10.05%6.82%0.57%5.05%12.94%2.53%7.04%8.09%
FASOX
Fidelity Advisor Value Strategies Fund Class I
8.73%9.03%0.00%2.74%2.34%7.97%0.91%5.21%15.65%7.00%20.89%1.24%

Drawdowns

HMVYX vs. FASOX - Drawdown Comparison

The maximum HMVYX drawdown since its inception was -62.75%, smaller than the maximum FASOX drawdown of -69.86%. Use the drawdown chart below to compare losses from any high point for HMVYX and FASOX.


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Drawdown Indicators


HMVYXFASOXDifference

Max Drawdown

Largest peak-to-trough decline

-62.75%

-69.86%

+7.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-15.25%

+1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-22.52%

-34.34%

+11.82%

Max Drawdown (10Y)

Largest decline over 10 years

-44.47%

-47.97%

+3.50%

Current Drawdown

Current decline from peak

-8.43%

-9.79%

+1.36%

Average Drawdown

Average peak-to-trough decline

-9.03%

-9.75%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

3.75%

-0.29%

Volatility

HMVYX vs. FASOX - Volatility Comparison

The current volatility for Hartford MidCap Value Fund (HMVYX) is 4.90%, while Fidelity Advisor Value Strategies Fund Class I (FASOX) has a volatility of 5.25%. This indicates that HMVYX experiences smaller price fluctuations and is considered to be less risky than FASOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HMVYXFASOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

5.25%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

12.53%

-2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

22.48%

-3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.18%

20.60%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.59%

21.95%

-1.36%