SIDNX vs. SPY
Compare and contrast key facts about Hartford Schroders International Multi-Cap Value Fund (SIDNX) and State Street SPDR S&P 500 ETF (SPY).
SIDNX is managed by Hartford. It was launched on Aug 29, 2006. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
SIDNX vs. SPY - Performance Comparison
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SIDNX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIDNX Hartford Schroders International Multi-Cap Value Fund | 1.99% | 45.41% | 5.93% | 13.72% | -11.75% | 13.87% | 1.04% | 18.58% | -15.43% | 23.29% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, SIDNX achieves a 1.99% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, SIDNX has underperformed SPY with an annualized return of 9.06%, while SPY has yielded a comparatively higher 14.06% annualized return.
SIDNX
- 1D
- 0.14%
- 1M
- -10.65%
- YTD
- 1.99%
- 6M
- 9.58%
- 1Y
- 35.16%
- 3Y*
- 18.99%
- 5Y*
- 10.59%
- 10Y*
- 9.06%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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SIDNX vs. SPY - Expense Ratio Comparison
SIDNX has a 0.84% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
SIDNX vs. SPY — Risk / Return Rank
SIDNX
SPY
SIDNX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Multi-Cap Value Fund (SIDNX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.23 | 0.96 | +1.27 |
Sortino ratioReturn per unit of downside risk | 2.75 | 1.49 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.23 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.90 | 1.53 | +1.37 |
Martin ratioReturn relative to average drawdown | 11.47 | 7.27 | +4.20 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 0.96 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.70 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.79 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.56 | -0.22 |
Correlation
The correlation between SIDNX and SPY is 0.75, 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. SPY - Dividend Comparison
SIDNX's dividend yield for the trailing twelve months is around 6.52%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIDNX Hartford Schroders International Multi-Cap Value Fund | 6.52% | 6.65% | 2.06% | 2.92% | 4.14% | 2.67% | 2.24% | 3.29% | 5.86% | 3.31% | 1.30% | 3.22% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
SIDNX vs. SPY - Drawdown Comparison
The maximum SIDNX drawdown since its inception was -62.41%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SIDNX and SPY.
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Drawdown Indicators
| SIDNX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.41% | -55.19% | -7.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | -12.05% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -26.59% | -24.50% | -2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -41.11% | -33.72% | -7.39% |
Current DrawdownCurrent decline from peak | -10.82% | -5.53% | -5.29% |
Average DrawdownAverage peak-to-trough decline | -11.22% | -9.09% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.54% | +0.32% |
Volatility
SIDNX vs. SPY - Volatility Comparison
Hartford Schroders International Multi-Cap Value Fund (SIDNX) has a higher volatility of 6.91% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that SIDNX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIDNX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 5.35% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 9.50% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.45% | 19.06% | -3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.35% | 17.06% | -2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.49% | 17.92% | -2.43% |