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HNCYX vs. FIGSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HNCYX vs. FIGSX - Performance Comparison

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

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Returns By Period

In the year-to-date period, HNCYX achieves a 6.10% return, which is significantly lower than FIGSX's 8.01% return. Over the past 10 years, HNCYX has underperformed FIGSX with an annualized return of 8.37%, while FIGSX has yielded a comparatively higher 10.10% annualized return.


HNCYX

1D
4.23%
1M
-4.36%
6M
2.29%
YTD
6.10%
1Y
18.46%
3Y*
13.02%
5Y*
3.78%
10Y*
8.37%
ALL TIME*
5.70%

FIGSX

1D
3.82%
1M
-2.55%
6M
2.43%
YTD
8.01%
1Y
15.72%
3Y*
12.52%
5Y*
5.66%
10Y*
10.10%
ALL TIME*
8.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

HNCYX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HNCYX
Hartford International Growth Fund
6.10%27.17%8.24%18.79%-27.84%3.91%23.50%27.87%-14.37%33.55%
FIGSX
Fidelity Series International Growth Fund
8.01%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%

Correlation

The correlation between HNCYX and FIGSX is 0.91, 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.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.91

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2009

0.94

The correlation between HNCYX and FIGSX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

HNCYX vs. FIGSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HNCYX
HNCYX Risk / Return Rank: 1919
Overall Rank
HNCYX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
HNCYX Sortino Ratio Rank: 1717
Sortino Ratio Rank
HNCYX Omega Ratio Rank: 1818
Omega Ratio Rank
HNCYX Calmar Ratio Rank: 2121
Calmar Ratio Rank
HNCYX Martin Ratio Rank: 2323
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 2222
Overall Rank
FIGSX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 2121
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 2323
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HNCYX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford International Growth Fund (HNCYX) and Fidelity Series International Growth Fund (FIGSX). 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.


HNCYXFIGSXDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.13

1.14

-0.01

Calmar ratioReturn relative to maximum drawdown

1.03

1.04

-0.01

Martin ratioReturn relative to average drawdown

3.42

3.57

-0.16

HNCYX vs. FIGSX - Sharpe Ratio Comparison

The current HNCYX Sharpe Ratio is 0.65, which is comparable to the FIGSX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of HNCYX and FIGSX, 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. FIGSX - Drawdown Comparison

The maximum HNCYX drawdown since its inception was -68.17%, which is greater than FIGSX's maximum drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for HNCYX and FIGSX.


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Drawdown Indicators


HNCYXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-68.17%

-34.47%

-33.70%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-13.89%

-1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-19.38%

-16.29%

-3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-43.89%

-34.47%

-9.42%

Max Drawdown (10Y)

Largest decline over 10 years

-43.89%

-34.47%

-9.42%

Current Drawdown

Current decline from peak

-8.96%

-4.75%

-4.21%

Average Drawdown

Average peak-to-trough decline

-18.36%

-6.43%

-11.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.56%

4.04%

+0.52%

Volatility

HNCYX vs. FIGSX - Volatility Comparison

Hartford International Growth Fund (HNCYX) has a higher volatility of 8.42% compared to Fidelity Series International Growth Fund (FIGSX) at 6.92%. This indicates that HNCYX's price experiences larger fluctuations and is considered to be riskier than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HNCYXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.42%

6.92%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

21.15%

18.37%

+2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

23.91%

20.68%

+3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.03%

18.57%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.21%

17.91%

+1.30%

HNCYX vs. FIGSX - Expense Ratio Comparison

HNCYX has a 0.95% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Dividends

HNCYX vs. FIGSX - Dividend Comparison

HNCYX's dividend yield for the trailing twelve months is around 1.22%, less than FIGSX's 8.03% yield.


PositionTTM20252024202320222021202020192018201720162015
FIGSX
Fidelity Series International Growth Fund
8.03%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%
HNCYX
Hartford International Growth Fund
1.22%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


With a correlation of 0.91, HNCYX and FIGSX 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.

HNCYX has higher volatility (8.42%) compared to FIGSX (6.92%). In terms of maximum drawdown, HNCYX dropped -68.17% vs FIGSX's -34.47%.

FIGSX currently has the higher Sharpe Ratio (0.70 vs 0.65), 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

Find the right allocation for HNCYX and FIGSX

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