HSWYX vs. FAOIX
HSWYX (Hartford Schroders International Stock Fund Class Y) and FAOIX (Fidelity Advisor Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 5 years, HSWYX returned 7.36%/yr vs 2.49%/yr for FAOIX. Their correlation of 0.89 means they have usually moved in the same direction. HSWYX charges 0.82%/yr vs 1.12%/yr for FAOIX.
Performance
HSWYX vs. FAOIX - Performance Comparison
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Returns By Period
HSWYX
- 1D
- 0.17%
- 1M
- 1.83%
- 6M
- 7.23%
- YTD
- 10.09%
- 1Y
- 19.87%
- 3Y*
- 16.09%
- 5Y*
- 7.36%
- 10Y*
- —
- ALL TIME*
- 11.29%
FAOIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -1.79%
- 3Y*
- 8.91%
- 5Y*
- 2.49%
- 10Y*
- 7.64%
- ALL TIME*
- 5.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HSWYX vs. FAOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HSWYX Hartford Schroders International Stock Fund Class Y | 10.09% | 25.99% | 7.35% | 17.00% | -18.76% | 11.34% | 24.91% | 25.27% | -12.42% | 28.98% |
FAOIX Fidelity Advisor Overseas Fund Class I | 0.00% | 15.25% | 4.92% | 20.35% | -24.38% | 19.23% | 15.08% | 27.82% | -14.85% | 30.05% |
Correlation
The correlation between HSWYX and FAOIX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.89 |
Over the past year, the correlation between HSWYX and FAOIX has dropped to 0.43 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
HSWYX vs. FAOIX — Risk / Return Rank
HSWYX
FAOIX
HSWYX vs. FAOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Stock Fund Class Y (HSWYX) and Fidelity Advisor Overseas Fund Class I (FAOIX). 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.
| HSWYX | FAOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.00 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | -0.04 | +1.79 |
| Martin ratioReturn relative to average drawdown | 6.21 | -0.06 | +6.28 |
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Drawdowns
HSWYX vs. FAOIX - Drawdown Comparison
The maximum HSWYX drawdown since its inception was -33.12%, smaller than the maximum FAOIX drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for HSWYX and FAOIX.
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Drawdown Indicators
| HSWYX | FAOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.12% | -59.86% | +26.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -7.28% | -4.95% |
Max Drawdown (3Y)Largest decline over 3 years | -13.59% | -13.98% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -33.12% | -36.33% | +3.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.33% | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.85% | +5.85% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -14.16% | +7.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 4.51% | -1.08% |
Volatility
HSWYX vs. FAOIX - Volatility Comparison
Hartford Schroders International Stock Fund Class Y (HSWYX) has a higher volatility of 4.09% compared to Fidelity Advisor Overseas Fund Class I (FAOIX) at 0.00%. This indicates that HSWYX's price experiences larger fluctuations and is considered to be riskier than FAOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSWYX | FAOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 0.00% | +4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 13.66% | 0.00% | +13.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 7.54% | +8.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 16.67% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 16.29% | +0.88% |
HSWYX vs. FAOIX - Expense Ratio Comparison
HSWYX has a 0.82% expense ratio, which is lower than FAOIX's 1.12% expense ratio.
Dividends
HSWYX vs. FAOIX - Dividend Comparison
HSWYX's dividend yield for the trailing twelve months is around 2.47%, less than FAOIX's 8.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOIX Fidelity Advisor Overseas Fund Class I | 8.49% | 8.49% | 1.66% | 0.96% | 0.63% | 2.06% | 0.00% | 1.35% | 5.09% | 3.79% | 1.49% | 0.63% |
HSWYX Hartford Schroders International Stock Fund Class Y | 2.47% | 2.72% | 1.36% | 1.23% | 1.37% | 1.95% | 0.32% | 1.08% | 8.65% | 1.25% | 0.00% | 0.00% |
Frequently Asked Questions
HSWYX and FAOIX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HSWYX has higher volatility (4.09%) compared to FAOIX (0.00%). In terms of maximum drawdown, HSWYX dropped -33.12% vs FAOIX's -59.86%.
HSWYX currently has the higher Sharpe Ratio (1.33 vs -0.04), 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.
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