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SIDNX vs. HGOYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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SIDNX vs. HGOYX - 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%
HGOYX
The Hartford Growth Opportunities Fund
-10.11%13.55%42.30%40.99%-36.88%7.60%62.18%30.37%-0.67%30.76%

Returns By Period

In the year-to-date period, SIDNX achieves a 4.72% return, which is significantly higher than HGOYX's -10.11% return. Over the past 10 years, SIDNX has underperformed HGOYX with an annualized return of 9.35%, while HGOYX has yielded a comparatively higher 14.78% 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%

HGOYX

1D
4.65%
1M
-5.18%
YTD
-10.11%
6M
-10.13%
1Y
15.50%
3Y*
21.20%
5Y*
6.18%
10Y*
14.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIDNX vs. HGOYX - Expense Ratio Comparison

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


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: 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

HGOYX
HGOYX Risk / Return Rank: 2626
Overall Rank
HGOYX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HGOYX Sortino Ratio Rank: 2828
Sortino Ratio Rank
HGOYX Omega Ratio Rank: 2525
Omega Ratio Rank
HGOYX Calmar Ratio Rank: 2828
Calmar Ratio Rank
HGOYX Martin Ratio Rank: 2525
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 ratio

Return per unit of total volatility

2.50

0.68

+1.82

Sortino ratio

Return per unit of downside risk

3.06

1.12

+1.95

Omega ratio

Gain probability vs. loss probability

1.50

1.15

+0.35

Calmar ratio

Return relative to maximum drawdown

3.36

0.91

+2.45

Martin ratio

Return relative to average drawdown

13.00

3.10

+9.90

SIDNX vs. HGOYX - Sharpe Ratio Comparison

The current SIDNX Sharpe Ratio is 2.50, which is higher than the HGOYX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of SIDNX and HGOYX, 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


SIDNXHGOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

0.68

+1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.25

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.63

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.52

-0.16

Correlation

The correlation between SIDNX and HGOYX is 0.67, 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

SIDNX vs. HGOYX - Dividend Comparison

SIDNX's dividend yield for the trailing twelve months is around 6.35%, more than HGOYX's 6.19% 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%
HGOYX
The Hartford Growth Opportunities Fund
6.19%5.56%0.00%0.00%0.00%20.17%11.94%5.50%28.31%8.15%3.55%8.46%

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

-11.25%

-17.70%

+6.45%

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

-8.44%

-13.87%

+5.43%

Average Drawdown

Average peak-to-trough decline

-11.22%

-11.47%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

5.19%

-2.28%

Volatility

SIDNX vs. HGOYX - Volatility Comparison

The current volatility for Hartford Schroders International Multi-Cap Value Fund (SIDNX) is 7.52%, while The Hartford Growth Opportunities Fund (HGOYX) has a volatility of 8.31%. 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

7.52%

8.31%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

14.82%

-4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

24.05%

-8.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

25.14%

-10.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

23.37%

-7.86%