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HSWYX vs. PTSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSWYX vs. PTSIX - Performance Comparison

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

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HSWYX vs. PTSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSWYX
Hartford Schroders International Stock Fund Class Y
-6.31%25.99%7.35%17.00%-18.76%11.34%24.91%25.27%-12.42%28.98%
PTSIX
PIMCO RAE PLUS International Fund
7.77%35.74%2.54%18.35%-11.35%-56.03%0.48%18.29%-16.33%28.22%

Returns By Period

In the year-to-date period, HSWYX achieves a -6.31% return, which is significantly lower than PTSIX's 7.77% return.


HSWYX

1D
0.10%
1M
-12.07%
YTD
-6.31%
6M
-3.86%
1Y
10.95%
3Y*
10.20%
5Y*
5.18%
10Y*

PTSIX

1D
0.52%
1M
-7.19%
YTD
7.77%
6M
16.86%
1Y
36.40%
3Y*
18.32%
5Y*
-8.79%
10Y*
0.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSWYX vs. PTSIX - Expense Ratio Comparison

Both HSWYX and PTSIX have an expense ratio of 0.82%.


Return for Risk

HSWYX vs. PTSIX — Risk / Return Rank

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

HSWYX
HSWYX Risk / Return Rank: 2323
Overall Rank
HSWYX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
HSWYX Sortino Ratio Rank: 2222
Sortino Ratio Rank
HSWYX Omega Ratio Rank: 2121
Omega Ratio Rank
HSWYX Calmar Ratio Rank: 2424
Calmar Ratio Rank
HSWYX Martin Ratio Rank: 2525
Martin Ratio Rank

PTSIX
PTSIX Risk / Return Rank: 9292
Overall Rank
PTSIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PTSIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PTSIX Omega Ratio Rank: 9292
Omega Ratio Rank
PTSIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PTSIX Martin Ratio Rank: 9393
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.

HSWYX vs. PTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Stock Fund Class Y (HSWYX) and PIMCO RAE PLUS International Fund (PTSIX). 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.


HSWYXPTSIXDifference

Sharpe ratio

Return per unit of total volatility

0.59

2.25

-1.66

Sortino ratio

Return per unit of downside risk

0.90

2.77

-1.87

Omega ratio

Gain probability vs. loss probability

1.12

1.44

-0.31

Calmar ratio

Return relative to maximum drawdown

0.72

2.53

-1.81

Martin ratio

Return relative to average drawdown

2.69

11.73

-9.05

HSWYX vs. PTSIX - Sharpe Ratio Comparison

The current HSWYX Sharpe Ratio is 0.59, which is lower than the PTSIX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of HSWYX and PTSIX, 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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Sharpe Ratios by Period


HSWYXPTSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

2.25

-1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.29

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.10

+0.47

Correlation

The correlation between HSWYX and PTSIX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HSWYX vs. PTSIX - Dividend Comparison

HSWYX's dividend yield for the trailing twelve months is around 2.90%, less than PTSIX's 4.33% yield.


TTM20252024202320222021202020192018201720162015
HSWYX
Hartford Schroders International Stock Fund Class Y
2.90%2.72%1.36%1.23%1.37%1.95%0.32%1.08%8.65%1.25%0.00%0.00%
PTSIX
PIMCO RAE PLUS International Fund
4.33%3.62%7.01%3.18%67.07%64.36%7.45%3.49%29.39%7.86%0.84%3.54%

Drawdowns

HSWYX vs. PTSIX - Drawdown Comparison

The maximum HSWYX drawdown since its inception was -33.12%, smaller than the maximum PTSIX drawdown of -72.38%. Use the drawdown chart below to compare losses from any high point for HSWYX and PTSIX.


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Drawdown Indicators


HSWYXPTSIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.12%

-72.38%

+39.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-11.66%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-33.12%

-72.38%

+39.26%

Max Drawdown (10Y)

Largest decline over 10 years

-72.38%

Current Drawdown

Current decline from peak

-12.14%

-42.10%

+29.96%

Average Drawdown

Average peak-to-trough decline

-7.09%

-25.01%

+17.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.77%

+0.49%

Volatility

HSWYX vs. PTSIX - Volatility Comparison

Hartford Schroders International Stock Fund Class Y (HSWYX) has a higher volatility of 7.26% compared to PIMCO RAE PLUS International Fund (PTSIX) at 5.66%. This indicates that HSWYX's price experiences larger fluctuations and is considered to be riskier than PTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSWYXPTSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

5.66%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

11.28%

9.03%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

16.98%

15.17%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

30.91%

-14.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.13%

25.08%

-7.95%