SIDNX vs. IVFIX
SIDNX (Hartford Schroders International Multi-Cap Value Fund) and IVFIX (Federated Hermes International Strategic Value Dividend Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, SIDNX returned 10.34%/yr vs 6.77%/yr for IVFIX. Their correlation of 0.82 suggests significant overlap in exposure. SIDNX charges 0.84%/yr vs 0.86%/yr for IVFIX.
Performance
SIDNX vs. IVFIX - Performance Comparison
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Returns By Period
In the year-to-date period, SIDNX achieves a 17.83% return, which is significantly higher than IVFIX's 5.57% return. Over the past 10 years, SIDNX has outperformed IVFIX with an annualized return of 10.34%, while IVFIX has yielded a comparatively lower 6.77% 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%
IVFIX
- 1D
- -0.63%
- 1M
- -1.93%
- YTD
- 5.57%
- 6M
- 7.69%
- 1Y
- 14.82%
- 3Y*
- 13.81%
- 5Y*
- 8.83%
- 10Y*
- 6.77%
SIDNX vs. IVFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 5.57% | 31.79% | 1.91% | 11.05% | -2.54% | 11.58% | -1.74% | 20.15% | -11.96% | 14.63% |
Correlation
The correlation between SIDNX and IVFIX is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2008 | 0.82 |
Over the past year, the correlation between SIDNX and IVFIX has dropped to 0.60 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
SIDNX vs. IVFIX — Risk / Return Rank
SIDNX
IVFIX
SIDNX vs. IVFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Multi-Cap Value Fund (SIDNX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.
| SIDNX | IVFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.30 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 2.77 | +1.12 |
| Martin ratioReturn relative to average drawdown | 15.00 | 7.37 | +7.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SIDNX | IVFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.09 | 1.61 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.71 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.47 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.21 | +0.18 |
Drawdowns
SIDNX vs. IVFIX - Drawdown Comparison
The maximum SIDNX drawdown since its inception was -62.41%, which is greater than IVFIX's maximum drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for SIDNX and IVFIX.
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Drawdown Indicators
| SIDNX | IVFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.41% | -51.49% | -10.92% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -6.97% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -13.45% | -10.75% | -2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -26.59% | -21.29% | -5.30% |
Max Drawdown (10Y)Largest decline over 10 years | -41.11% | -33.46% | -7.65% |
Current DrawdownCurrent decline from peak | -0.81% | -6.26% | +5.45% |
Average DrawdownAverage peak-to-trough decline | -11.14% | -11.62% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.61% | +0.22% |
Volatility
SIDNX vs. IVFIX - Volatility Comparison
Hartford Schroders International Multi-Cap Value Fund (SIDNX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX) have volatilities of 4.78% and 4.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIDNX | IVFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 4.65% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | 9.37% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.82% | 12.04% | +1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.56% | 13.13% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 14.78% | +0.79% |
SIDNX vs. IVFIX - Expense Ratio Comparison
SIDNX has a 0.84% expense ratio, which is lower than IVFIX's 0.86% expense ratio.
Dividends
SIDNX vs. IVFIX - Dividend Comparison
SIDNX's dividend yield for the trailing twelve months is around 5.64%, more than IVFIX's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVFIX Federated Hermes International Strategic Value Dividend Fund | 3.60% | 3.37% | 4.44% | 4.01% | 3.99% | 3.67% | 3.62% | 3.98% | 4.97% | 4.17% | 3.38% | 3.95% |
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 IVFIX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIDNX has higher volatility (4.78%) compared to IVFIX (4.65%). In terms of maximum drawdown, SIDNX dropped -62.41% vs IVFIX's -51.49%.
SIDNX currently has the higher Sharpe Ratio (3.08 vs 1.61), 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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