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HSHIX vs. CHILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HSHIX and CHILX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

HSHIX vs. CHILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders China A Fund (HSHIX) and BlackRock China A Opportunities Fund (CHILX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HSHIX:

0.33

CHILX:

0.33

Sortino Ratio

HSHIX:

0.66

CHILX:

0.65

Omega Ratio

HSHIX:

1.09

CHILX:

1.09

Calmar Ratio

HSHIX:

0.15

CHILX:

0.17

Martin Ratio

HSHIX:

0.73

CHILX:

0.69

Ulcer Index

HSHIX:

11.01%

CHILX:

11.33%

Daily Std Dev

HSHIX:

25.22%

CHILX:

24.75%

Max Drawdown

HSHIX:

-55.30%

CHILX:

-47.73%

Current Drawdown

HSHIX:

-41.58%

CHILX:

-32.07%

Returns By Period

In the year-to-date period, HSHIX achieves a 2.96% return, which is significantly higher than CHILX's 2.55% return.


HSHIX

YTD

2.96%

1M

4.81%

6M

-0.37%

1Y

7.13%

3Y*

-3.75%

5Y*

-1.03%

10Y*

N/A

CHILX

YTD

2.55%

1M

7.00%

6M

1.09%

1Y

7.58%

3Y*

-1.33%

5Y*

2.21%

10Y*

N/A

*Annualized

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Hartford Schroders China A Fund

HSHIX vs. CHILX - Expense Ratio Comparison

HSHIX has a 1.15% expense ratio, which is higher than CHILX's 0.99% expense ratio.


Risk-Adjusted Performance

HSHIX vs. CHILX — Risk-Adjusted Performance Rank

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

HSHIX
The Risk-Adjusted Performance Rank of HSHIX is 3535
Overall Rank
The Sharpe Ratio Rank of HSHIX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of HSHIX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of HSHIX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of HSHIX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of HSHIX is 3131
Martin Ratio Rank

CHILX
The Risk-Adjusted Performance Rank of CHILX is 3636
Overall Rank
The Sharpe Ratio Rank of CHILX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of CHILX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of CHILX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of CHILX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of CHILX is 3131
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.

HSHIX vs. CHILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders China A Fund (HSHIX) and BlackRock China A Opportunities Fund (CHILX). 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 HSHIX Sharpe Ratio is 0.33, which is comparable to the CHILX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of HSHIX and CHILX, 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

HSHIX vs. CHILX - Dividend Comparison

HSHIX's dividend yield for the trailing twelve months is around 0.67%, less than CHILX's 2.06% yield.


TTM202420232022202120202019
HSHIX
Hartford Schroders China A Fund
0.67%0.69%0.35%0.58%0.00%0.33%0.00%
CHILX
BlackRock China A Opportunities Fund
2.06%2.11%2.02%0.92%1.19%3.64%12.77%

Drawdowns

HSHIX vs. CHILX - Drawdown Comparison

The maximum HSHIX drawdown since its inception was -55.30%, which is greater than CHILX's maximum drawdown of -47.73%. Use the drawdown chart below to compare losses from any high point for HSHIX and CHILX. For additional features, visit the drawdowns tool.


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Volatility

HSHIX vs. CHILX - Volatility Comparison

Hartford Schroders China A Fund (HSHIX) and BlackRock China A Opportunities Fund (CHILX) have volatilities of 3.52% and 3.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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