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HSWYX vs. MIEIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HSWYX and MIEIX is 0.92, 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.


-0.50.00.51.00.9

Performance

HSWYX vs. MIEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders International Stock Fund Class Y (HSWYX) and MFS International Equity Fund Class R6 (MIEIX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
4.38%
3.12%
HSWYX
MIEIX

Key characteristics

Sharpe Ratio

HSWYX:

1.19

MIEIX:

1.09

Sortino Ratio

HSWYX:

1.71

MIEIX:

1.58

Omega Ratio

HSWYX:

1.20

MIEIX:

1.19

Calmar Ratio

HSWYX:

1.76

MIEIX:

1.33

Martin Ratio

HSWYX:

4.49

MIEIX:

3.17

Ulcer Index

HSWYX:

3.36%

MIEIX:

4.10%

Daily Std Dev

HSWYX:

12.71%

MIEIX:

11.94%

Max Drawdown

HSWYX:

-33.64%

MIEIX:

-50.56%

Current Drawdown

HSWYX:

0.00%

MIEIX:

-1.51%

Returns By Period

In the year-to-date period, HSWYX achieves a 8.76% return, which is significantly higher than MIEIX's 8.19% return.


HSWYX

YTD

8.76%

1M

6.65%

6M

4.38%

1Y

14.16%

5Y*

9.07%

10Y*

N/A

MIEIX

YTD

8.19%

1M

6.12%

6M

3.12%

1Y

11.58%

5Y*

7.03%

10Y*

6.76%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HSWYX vs. MIEIX - Expense Ratio Comparison

HSWYX has a 0.82% expense ratio, which is higher than MIEIX's 0.68% expense ratio.


HSWYX
Hartford Schroders International Stock Fund Class Y
Expense ratio chart for HSWYX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for MIEIX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

HSWYX vs. MIEIX — Risk-Adjusted Performance Rank

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

HSWYX
The Risk-Adjusted Performance Rank of HSWYX is 6060
Overall Rank
The Sharpe Ratio Rank of HSWYX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of HSWYX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of HSWYX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of HSWYX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of HSWYX is 5656
Martin Ratio Rank

MIEIX
The Risk-Adjusted Performance Rank of MIEIX is 5353
Overall Rank
The Sharpe Ratio Rank of MIEIX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of MIEIX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of MIEIX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of MIEIX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of MIEIX is 4343
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.

HSWYX vs. MIEIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Stock Fund Class Y (HSWYX) and MFS International Equity Fund Class R6 (MIEIX). 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.


Sharpe ratio
The chart of Sharpe ratio for HSWYX, currently valued at 1.19, compared to the broader market-1.000.001.002.003.004.001.191.09
The chart of Sortino ratio for HSWYX, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.0012.001.711.58
The chart of Omega ratio for HSWYX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.19
The chart of Calmar ratio for HSWYX, currently valued at 1.76, compared to the broader market0.005.0010.0015.0020.001.761.33
The chart of Martin ratio for HSWYX, currently valued at 4.49, compared to the broader market0.0020.0040.0060.0080.004.493.17
HSWYX
MIEIX

The current HSWYX Sharpe Ratio is 1.19, which is comparable to the MIEIX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of HSWYX and MIEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.19
1.09
HSWYX
MIEIX

Dividends

HSWYX vs. MIEIX - Dividend Comparison

HSWYX's dividend yield for the trailing twelve months is around 1.25%, less than MIEIX's 1.36% yield.


TTM20242023202220212020201920182017201620152014
HSWYX
Hartford Schroders International Stock Fund Class Y
1.25%1.36%1.23%1.37%1.16%0.32%1.09%1.63%1.25%1.79%0.00%0.00%
MIEIX
MFS International Equity Fund Class R6
1.36%1.47%1.67%0.86%2.06%0.79%2.26%1.48%1.85%1.78%1.65%4.89%

Drawdowns

HSWYX vs. MIEIX - Drawdown Comparison

The maximum HSWYX drawdown since its inception was -33.64%, smaller than the maximum MIEIX drawdown of -50.56%. Use the drawdown chart below to compare losses from any high point for HSWYX and MIEIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-1.51%
HSWYX
MIEIX

Volatility

HSWYX vs. MIEIX - Volatility Comparison

The current volatility for Hartford Schroders International Stock Fund Class Y (HSWYX) is 3.41%, while MFS International Equity Fund Class R6 (MIEIX) has a volatility of 3.64%. This indicates that HSWYX experiences smaller price fluctuations and is considered to be less risky than MIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.41%
3.64%
HSWYX
MIEIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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