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SIDNX vs. SIMYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIDNX vs. SIMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders International Multi-Cap Value Fund (SIDNX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). The values are adjusted to include any dividend payments, if applicable.

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SIDNX vs. SIMYX - 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%22.30%
SIMYX
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund
5.07%30.07%6.26%13.11%-11.38%7.83%-1.33%15.77%-12.11%21.58%

Returns By Period

In the year-to-date period, SIDNX achieves a 4.72% return, which is significantly lower than SIMYX's 5.07% 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%

SIMYX

1D
1.66%
1M
-4.28%
YTD
5.07%
6M
9.24%
1Y
24.28%
3Y*
15.94%
5Y*
8.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIDNX vs. SIMYX - Expense Ratio Comparison

SIDNX has a 0.84% expense ratio, which is lower than SIMYX's 0.86% expense ratio.


Return for Risk

SIDNX vs. SIMYX — 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

SIMYX
SIMYX Risk / Return Rank: 8989
Overall Rank
SIMYX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SIMYX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SIMYX Omega Ratio Rank: 8888
Omega Ratio Rank
SIMYX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SIMYX Martin Ratio Rank: 8989
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. SIMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Multi-Cap Value Fund (SIDNX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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.


SIDNXSIMYXDifference

Sharpe ratio

Return per unit of total volatility

2.50

1.97

+0.53

Sortino ratio

Return per unit of downside risk

3.06

2.57

+0.49

Omega ratio

Gain probability vs. loss probability

1.50

1.40

+0.11

Calmar ratio

Return relative to maximum drawdown

3.36

2.79

+0.57

Martin ratio

Return relative to average drawdown

13.00

10.56

+2.44

SIDNX vs. SIMYX - Sharpe Ratio Comparison

The current SIDNX Sharpe Ratio is 2.50, which is comparable to the SIMYX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of SIDNX and SIMYX, 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


SIDNXSIMYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

1.97

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.79

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.60

-0.24

Correlation

The correlation between SIDNX and SIMYX is 0.79, 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. SIMYX - Dividend Comparison

SIDNX's dividend yield for the trailing twelve months is around 6.35%, more than SIMYX's 2.98% 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%
SIMYX
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund
2.98%3.13%5.26%3.62%3.13%3.41%1.96%3.09%3.01%2.74%0.00%0.00%

Drawdowns

SIDNX vs. SIMYX - Drawdown Comparison

The maximum SIDNX drawdown since its inception was -62.41%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for SIDNX and SIMYX.


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Drawdown Indicators


SIDNXSIMYXDifference

Max Drawdown

Largest peak-to-trough decline

-62.41%

-32.14%

-30.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

-8.55%

-2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

-25.06%

-1.53%

Max Drawdown (10Y)

Largest decline over 10 years

-41.11%

Current Drawdown

Current decline from peak

-8.44%

-5.81%

-2.63%

Average Drawdown

Average peak-to-trough decline

-11.22%

-6.14%

-5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.26%

+0.65%

Volatility

SIDNX vs. SIMYX - Volatility Comparison

Hartford Schroders International Multi-Cap Value Fund (SIDNX) has a higher volatility of 7.52% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 5.00%. This indicates that SIDNX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIDNXSIMYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.52%

5.00%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

7.43%

+3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

12.61%

+3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

11.33%

+3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

12.25%

+3.26%