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HNCYX vs. FAOCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HNCYX vs. FAOCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford International Growth Fund (HNCYX) and Fidelity Advisor Overseas Fund Class C (FAOCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, HNCYX has outperformed FAOCX with an annualized return of 9.71%, while FAOCX has yielded a comparatively lower 7.17% annualized return.


HNCYX

1D
-4.19%
1M
3.32%
YTD
11.65%
6M
11.64%
1Y
22.13%
3Y*
16.94%
5Y*
4.42%
10Y*
9.71%

FAOCX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
-2.34%
3Y*
8.24%
5Y*
2.39%
10Y*
7.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HNCYX vs. FAOCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HNCYX
Hartford International Growth Fund
11.65%27.17%8.24%18.79%-27.84%3.91%23.50%27.87%-14.37%33.55%
FAOCX
Fidelity Advisor Overseas Fund Class C
0.00%14.19%3.86%19.03%-25.22%17.97%13.77%26.37%-15.77%28.58%

Correlation

The correlation between HNCYX and FAOCX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2001

0.91

Over the past year, the correlation between HNCYX and FAOCX has dropped to 0.47 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.

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Return for Risk

HNCYX vs. FAOCX — Risk / Return Rank

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

HNCYX
HNCYX Risk / Return Rank: 2323
Overall Rank
HNCYX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
HNCYX Sortino Ratio Rank: 2020
Sortino Ratio Rank
HNCYX Omega Ratio Rank: 2222
Omega Ratio Rank
HNCYX Calmar Ratio Rank: 2626
Calmar Ratio Rank
HNCYX Martin Ratio Rank: 3030
Martin Ratio Rank

FAOCX
FAOCX Risk / Return Rank: 22
Overall Rank
FAOCX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FAOCX Sortino Ratio Rank: 22
Sortino Ratio Rank
FAOCX Omega Ratio Rank: 22
Omega Ratio Rank
FAOCX Calmar Ratio Rank: 22
Calmar Ratio Rank
FAOCX Martin Ratio Rank: 22
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.

HNCYX vs. FAOCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford International Growth Fund (HNCYX) and Fidelity Advisor Overseas Fund Class C (FAOCX). 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.


HNCYXFAOCXDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.72

Omega ratioGain probability vs. loss probability

1.21

0.98

+0.23

Calmar ratioReturn relative to maximum drawdown

1.64

-0.16

+1.80

Martin ratioReturn relative to average drawdown

6.07

-0.26

+6.33

HNCYX vs. FAOCX - Sharpe Ratio Comparison

The current HNCYX Sharpe Ratio is 1.10, which is higher than the FAOCX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of HNCYX and FAOCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HNCYX vs. FAOCX - Drawdown Comparison

The maximum HNCYX drawdown since its inception was -68.17%, which is greater than FAOCX's maximum drawdown of -60.45%. Use the drawdown chart below to compare losses from any high point for HNCYX and FAOCX.


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Drawdown Indicators


HNCYXFAOCXDifference

Max Drawdown

Largest peak-to-trough decline

-68.17%

-60.45%

-7.72%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-7.33%

-7.80%

Max Drawdown (3Y)

Largest decline over 3 years

-19.38%

-14.05%

-5.33%

Max Drawdown (5Y)

Largest decline over 5 years

-43.89%

-36.96%

-6.93%

Max Drawdown (10Y)

Largest decline over 10 years

-43.89%

-36.96%

-6.93%

Current Drawdown

Current decline from peak

-4.19%

-5.90%

+1.71%

Average Drawdown

Average peak-to-trough decline

-18.41%

-15.61%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

4.19%

-0.12%

Volatility

HNCYX vs. FAOCX - Volatility Comparison

Hartford International Growth Fund (HNCYX) has a higher volatility of 11.22% compared to Fidelity Advisor Overseas Fund Class C (FAOCX) at 0.00%. This indicates that HNCYX's price experiences larger fluctuations and is considered to be riskier than FAOCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HNCYXFAOCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.22%

0.00%

+11.22%

Volatility (6M)

Calculated over the trailing 6-month period

19.71%

3.64%

+16.07%

Volatility (1Y)

Calculated over the trailing 1-year period

22.59%

8.75%

+13.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.77%

16.71%

+4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

16.37%

+2.71%

HNCYX vs. FAOCX - Expense Ratio Comparison

HNCYX has a 0.95% expense ratio, which is lower than FAOCX's 2.25% expense ratio.


Dividends

HNCYX vs. FAOCX - Dividend Comparison

HNCYX's dividend yield for the trailing twelve months is around 1.16%, less than FAOCX's 8.26% yield.


PositionTTM20252024202320222021202020192018201720162015
FAOCX
Fidelity Advisor Overseas Fund Class C
8.26%8.26%0.40%0.00%0.00%2.22%0.00%0.51%3.72%3.07%0.12%0.00%
HNCYX
Hartford International Growth Fund
1.16%1.30%0.39%0.76%1.07%0.83%3.27%0.85%8.81%0.81%1.57%1.11%

Frequently Asked Questions


HNCYX and FAOCX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HNCYX has higher volatility (11.22%) compared to FAOCX (0.00%). In terms of maximum drawdown, HNCYX dropped -68.17% vs FAOCX's -60.45%.

HNCYX currently has the higher Sharpe Ratio (1.10 vs -0.13), 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.

Portfolio Optimizer

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