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PTSIX vs. HDVYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTSIX vs. HDVYX - Performance Comparison

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

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PTSIX vs. HDVYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTSIX
PIMCO RAE PLUS International Fund
7.77%35.74%2.54%18.35%-11.35%-56.03%0.48%18.29%-16.33%28.37%
HDVYX
Hartford International Equity Fund
-3.16%33.23%4.70%15.24%-14.14%6.81%9.72%20.78%-16.30%29.04%

Returns By Period

In the year-to-date period, PTSIX achieves a 7.77% return, which is significantly higher than HDVYX's -3.16% return. Over the past 10 years, PTSIX has underperformed HDVYX with an annualized return of 0.25%, while HDVYX has yielded a comparatively higher 8.02% annualized return.


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%

HDVYX

1D
-0.28%
1M
-11.54%
YTD
-3.16%
6M
0.58%
1Y
21.62%
3Y*
12.97%
5Y*
6.35%
10Y*
8.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTSIX vs. HDVYX - Expense Ratio Comparison

PTSIX has a 0.82% expense ratio, which is higher than HDVYX's 0.63% expense ratio.


Return for Risk

PTSIX vs. HDVYX — Risk / Return Rank

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

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

HDVYX
HDVYX Risk / Return Rank: 7171
Overall Rank
HDVYX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HDVYX Sortino Ratio Rank: 7272
Sortino Ratio Rank
HDVYX Omega Ratio Rank: 7070
Omega Ratio Rank
HDVYX Calmar Ratio Rank: 7171
Calmar Ratio Rank
HDVYX Martin Ratio Rank: 6969
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.

PTSIX vs. HDVYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS International Fund (PTSIX) and Hartford International Equity Fund (HDVYX). 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.


PTSIXHDVYXDifference

Sharpe ratio

Return per unit of total volatility

2.25

1.30

+0.94

Sortino ratio

Return per unit of downside risk

2.77

1.78

+0.99

Omega ratio

Gain probability vs. loss probability

1.44

1.26

+0.18

Calmar ratio

Return relative to maximum drawdown

2.53

1.63

+0.90

Martin ratio

Return relative to average drawdown

11.73

6.52

+5.21

PTSIX vs. HDVYX - Sharpe Ratio Comparison

The current PTSIX Sharpe Ratio is 2.25, which is higher than the HDVYX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of PTSIX and HDVYX, 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


PTSIXHDVYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

1.30

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.44

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.52

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.24

-0.14

Correlation

The correlation between PTSIX and HDVYX is 0.71, 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.


Dividends

PTSIX vs. HDVYX - Dividend Comparison

PTSIX's dividend yield for the trailing twelve months is around 4.33%, less than HDVYX's 7.54% yield.


TTM20252024202320222021202020192018201720162015
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%
HDVYX
Hartford International Equity Fund
7.54%7.30%2.27%2.32%3.04%3.63%1.29%2.52%0.64%3.43%2.23%3.05%

Drawdowns

PTSIX vs. HDVYX - Drawdown Comparison

The maximum PTSIX drawdown since its inception was -72.38%, which is greater than HDVYX's maximum drawdown of -54.86%. Use the drawdown chart below to compare losses from any high point for PTSIX and HDVYX.


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Drawdown Indicators


PTSIXHDVYXDifference

Max Drawdown

Largest peak-to-trough decline

-72.38%

-54.86%

-17.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-11.70%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-72.38%

-31.13%

-41.25%

Max Drawdown (10Y)

Largest decline over 10 years

-72.38%

-37.42%

-34.96%

Current Drawdown

Current decline from peak

-42.10%

-11.70%

-30.40%

Average Drawdown

Average peak-to-trough decline

-25.01%

-10.92%

-14.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.93%

-0.16%

Volatility

PTSIX vs. HDVYX - Volatility Comparison

The current volatility for PIMCO RAE PLUS International Fund (PTSIX) is 5.66%, while Hartford International Equity Fund (HDVYX) has a volatility of 7.11%. This indicates that PTSIX experiences smaller price fluctuations and is considered to be less risky than HDVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTSIXHDVYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

7.11%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

10.79%

-1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

15.89%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.91%

14.59%

+16.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

15.55%

+9.53%