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SIDNX vs. HGOYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIDNX vs. HGOYX - Performance Comparison

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

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Returns By Period

In the year-to-date period, SIDNX achieves a 17.83% return, which is significantly higher than HGOYX's 13.28% return. Over the past 10 years, SIDNX has underperformed HGOYX with an annualized return of 10.34%, while HGOYX has yielded a comparatively higher 17.04% annualized return.


SIDNX

1D
-0.81%
1M
4.51%
YTD
17.83%
6M
21.49%
1Y
41.91%
3Y*
25.00%
5Y*
12.12%
10Y*
10.34%

HGOYX

1D
-1.13%
1M
9.21%
YTD
13.28%
6M
11.25%
1Y
29.68%
3Y*
27.44%
5Y*
11.43%
10Y*
17.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIDNX vs. HGOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIDNX
Hartford Schroders International Multi-Cap Value Fund
17.83%45.41%5.93%13.72%-11.75%13.87%1.04%18.58%-15.43%23.29%
HGOYX
The Hartford Growth Opportunities Fund
13.28%13.55%42.30%40.99%-36.88%7.60%62.18%30.37%-0.67%30.76%

Correlation

The correlation between SIDNX and HGOYX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Sep 1, 2006

0.67

The correlation between SIDNX and HGOYX shifts across timeframes, from 0.56 (3 years) to 0.67 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SIDNX vs. HGOYX — Risk / Return Rank

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

SIDNX
SIDNX Risk / Return Rank: 8585
Overall Rank
SIDNX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SIDNX Sortino Ratio Rank: 8585
Sortino Ratio Rank
SIDNX Omega Ratio Rank: 8484
Omega Ratio Rank
SIDNX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SIDNX Martin Ratio Rank: 8282
Martin Ratio Rank

HGOYX
HGOYX Risk / Return Rank: 2828
Overall Rank
HGOYX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
HGOYX Sortino Ratio Rank: 3030
Sortino Ratio Rank
HGOYX Omega Ratio Rank: 3131
Omega Ratio Rank
HGOYX Calmar Ratio Rank: 2323
Calmar Ratio Rank
HGOYX Martin Ratio Rank: 2424
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. HGOYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Multi-Cap Value Fund (SIDNX) and The Hartford Growth Opportunities Fund (HGOYX). 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.


SIDNXHGOYXDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.57

1.29

+0.29

Calmar ratioReturn relative to maximum drawdown

3.89

1.74

+2.15

Martin ratioReturn relative to average drawdown

15.00

5.83

+9.17

SIDNX vs. HGOYX - Sharpe Ratio Comparison

The current SIDNX Sharpe Ratio is 3.09, which is higher than the HGOYX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SIDNX and HGOYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SIDNXHGOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.09

1.65

+1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.46

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.73

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.56

-0.18

Drawdowns

SIDNX vs. HGOYX - Drawdown Comparison

The maximum SIDNX drawdown since its inception was -62.41%, which is greater than HGOYX's maximum drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for SIDNX and HGOYX.


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Drawdown Indicators


SIDNXHGOYXDifference

Max Drawdown

Largest peak-to-trough decline

-62.41%

-58.04%

-4.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-17.70%

+6.75%

Max Drawdown (3Y)

Largest decline over 3 years

-13.45%

-25.40%

+11.95%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

-44.98%

+18.39%

Max Drawdown (10Y)

Largest decline over 10 years

-41.11%

-44.98%

+3.87%

Current Drawdown

Current decline from peak

-0.81%

-1.22%

+0.41%

Average Drawdown

Average peak-to-trough decline

-11.14%

-11.41%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

5.27%

-2.44%

Volatility

SIDNX vs. HGOYX - Volatility Comparison

The current volatility for Hartford Schroders International Multi-Cap Value Fund (SIDNX) is 4.78%, while The Hartford Growth Opportunities Fund (HGOYX) has a volatility of 5.52%. This indicates that SIDNX experiences smaller price fluctuations and is considered to be less risky than HGOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIDNXHGOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

5.52%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

14.58%

-2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

13.82%

18.68%

-4.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

25.14%

-10.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

23.47%

-7.90%

SIDNX vs. HGOYX - Expense Ratio Comparison

Both SIDNX and HGOYX have an expense ratio of 0.84%.


Dividends

SIDNX vs. HGOYX - Dividend Comparison

SIDNX's dividend yield for the trailing twelve months is around 5.64%, more than HGOYX's 4.91% yield.


PositionTTM20252024202320222021202020192018201720162015
HGOYX
The Hartford Growth Opportunities Fund
4.91%5.56%0.00%0.00%0.00%20.17%11.94%5.50%28.31%8.15%3.55%8.46%
SIDNX
Hartford Schroders International Multi-Cap Value Fund
5.64%6.65%2.06%2.92%4.14%2.67%2.24%3.29%5.86%3.31%1.30%3.22%

Frequently Asked Questions


SIDNX and HGOYX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HGOYX has higher volatility (5.52%) compared to SIDNX (4.78%). In terms of maximum drawdown, SIDNX dropped -62.41% vs HGOYX's -58.04%.

SIDNX currently has the higher Sharpe Ratio (3.08 vs 1.65), 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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