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SIDNX vs. HGIYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIDNX vs. HGIYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders International Multi-Cap Value Fund (SIDNX) and Hartford Core Equity Fund (HGIYX). The values are adjusted to include any dividend payments, if applicable.

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SIDNX vs. HGIYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIDNX
Hartford Schroders International Multi-Cap Value Fund
4.72%45.41%5.93%13.72%-11.75%13.87%1.04%18.58%-15.43%23.29%
HGIYX
Hartford Core Equity Fund
-4.23%14.67%25.87%21.45%-18.68%24.53%18.42%36.27%-1.66%22.11%

Returns By Period

In the year-to-date period, SIDNX achieves a 4.72% return, which is significantly higher than HGIYX's -4.23% return. Over the past 10 years, SIDNX has underperformed HGIYX with an annualized return of 9.35%, while HGIYX has yielded a comparatively higher 13.21% annualized return.


SIDNX

1D
2.67%
1M
-6.88%
YTD
4.72%
6M
11.92%
1Y
38.40%
3Y*
20.04%
5Y*
10.95%
10Y*
9.35%

HGIYX

1D
2.91%
1M
-5.55%
YTD
-4.23%
6M
-2.21%
1Y
14.23%
3Y*
16.79%
5Y*
9.94%
10Y*
13.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIDNX vs. HGIYX - Expense Ratio Comparison

SIDNX has a 0.84% expense ratio, which is higher than HGIYX's 0.45% expense ratio.


Return for Risk

SIDNX vs. HGIYX — Risk / Return Rank

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

SIDNX
SIDNX Risk / Return Rank: 9595
Overall Rank
SIDNX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SIDNX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SIDNX Omega Ratio Rank: 9494
Omega Ratio Rank
SIDNX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SIDNX Martin Ratio Rank: 9494
Martin Ratio Rank

HGIYX
HGIYX Risk / Return Rank: 4848
Overall Rank
HGIYX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HGIYX Sortino Ratio Rank: 4141
Sortino Ratio Rank
HGIYX Omega Ratio Rank: 4343
Omega Ratio Rank
HGIYX Calmar Ratio Rank: 5454
Calmar Ratio Rank
HGIYX Martin Ratio Rank: 6565
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.

SIDNX vs. HGIYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Multi-Cap Value Fund (SIDNX) and Hartford Core Equity Fund (HGIYX). 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.


SIDNXHGIYXDifference

Sharpe ratio

Return per unit of total volatility

2.50

0.87

+1.63

Sortino ratio

Return per unit of downside risk

3.06

1.34

+1.72

Omega ratio

Gain probability vs. loss probability

1.50

1.20

+0.31

Calmar ratio

Return relative to maximum drawdown

3.36

1.41

+1.95

Martin ratio

Return relative to average drawdown

13.00

6.55

+6.45

SIDNX vs. HGIYX - Sharpe Ratio Comparison

The current SIDNX Sharpe Ratio is 2.50, which is higher than the HGIYX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of SIDNX and HGIYX, 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


SIDNXHGIYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

0.87

+1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.61

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.76

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.47

-0.11

Correlation

The correlation between SIDNX and HGIYX is 0.72, 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

SIDNX vs. HGIYX - Dividend Comparison

SIDNX's dividend yield for the trailing twelve months is around 6.35%, less than HGIYX's 12.19% yield.


TTM20252024202320222021202020192018201720162015
SIDNX
Hartford Schroders International Multi-Cap Value Fund
6.35%6.65%2.06%2.92%4.14%2.67%2.24%3.29%5.86%3.31%1.30%3.22%
HGIYX
Hartford Core Equity Fund
12.19%11.67%8.93%2.99%4.02%3.18%0.75%4.39%5.62%3.75%1.62%2.10%

Drawdowns

SIDNX vs. HGIYX - Drawdown Comparison

The maximum SIDNX drawdown since its inception was -62.41%, which is greater than HGIYX's maximum drawdown of -51.88%. Use the drawdown chart below to compare losses from any high point for SIDNX and HGIYX.


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Drawdown Indicators


SIDNXHGIYXDifference

Max Drawdown

Largest peak-to-trough decline

-62.41%

-51.88%

-10.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

-11.00%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

-24.64%

-1.95%

Max Drawdown (10Y)

Largest decline over 10 years

-41.11%

-33.47%

-7.64%

Current Drawdown

Current decline from peak

-8.44%

-6.28%

-2.16%

Average Drawdown

Average peak-to-trough decline

-11.22%

-10.18%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.36%

+0.55%

Volatility

SIDNX vs. HGIYX - Volatility Comparison

Hartford Schroders International Multi-Cap Value Fund (SIDNX) has a higher volatility of 7.52% compared to Hartford Core Equity Fund (HGIYX) at 5.35%. This indicates that SIDNX's price experiences larger fluctuations and is considered to be riskier than HGIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIDNXHGIYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.52%

5.35%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

9.14%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

16.99%

-1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

16.35%

-1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

17.40%

-1.89%