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SMDIX vs. FZFLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMDIX vs. FZFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders US MidCap Opportunities Fund (SMDIX) and Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX). The values are adjusted to include any dividend payments, if applicable.

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SMDIX vs. FZFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMDIX
Hartford Schroders US MidCap Opportunities Fund
0.63%7.45%15.41%12.69%-12.44%26.06%9.17%28.05%-11.03%15.58%
FZFLX
Fidelity SAI Small-Mid Cap 500 Index Fund
2.68%10.76%15.52%17.75%-15.62%20.40%19.78%31.96%-9.25%18.41%

Returns By Period

In the year-to-date period, SMDIX achieves a 0.63% return, which is significantly lower than FZFLX's 2.68% return. Over the past 10 years, SMDIX has underperformed FZFLX with an annualized return of 9.71%, while FZFLX has yielded a comparatively higher 11.53% annualized return.


SMDIX

1D
-0.73%
1M
-6.86%
YTD
0.63%
6M
6.27%
1Y
13.50%
3Y*
10.27%
5Y*
7.25%
10Y*
9.71%

FZFLX

1D
-2.75%
1M
-9.45%
YTD
2.68%
6M
4.85%
1Y
21.13%
3Y*
14.17%
5Y*
7.49%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMDIX vs. FZFLX - Expense Ratio Comparison

SMDIX has a 0.89% expense ratio, which is higher than FZFLX's 0.05% expense ratio.


Return for Risk

SMDIX vs. FZFLX — Risk / Return Rank

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

SMDIX
SMDIX Risk / Return Rank: 3737
Overall Rank
SMDIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SMDIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
SMDIX Omega Ratio Rank: 3434
Omega Ratio Rank
SMDIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
SMDIX Martin Ratio Rank: 4444
Martin Ratio Rank

FZFLX
FZFLX Risk / Return Rank: 4949
Overall Rank
FZFLX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FZFLX Sortino Ratio Rank: 4848
Sortino Ratio Rank
FZFLX Omega Ratio Rank: 4545
Omega Ratio Rank
FZFLX Calmar Ratio Rank: 5353
Calmar Ratio Rank
FZFLX Martin Ratio Rank: 5656
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.

SMDIX vs. FZFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders US MidCap Opportunities Fund (SMDIX) and Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX). 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.


SMDIXFZFLXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.90

-0.13

Sortino ratio

Return per unit of downside risk

1.20

1.36

-0.16

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

0.98

1.25

-0.27

Martin ratio

Return relative to average drawdown

4.44

5.41

-0.97

SMDIX vs. FZFLX - Sharpe Ratio Comparison

The current SMDIX Sharpe Ratio is 0.78, which is comparable to the FZFLX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of SMDIX and FZFLX, 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


SMDIXFZFLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.90

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.36

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.56

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.51

-0.02

Correlation

The correlation between SMDIX and FZFLX is 0.95, 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

SMDIX vs. FZFLX - Dividend Comparison

SMDIX's dividend yield for the trailing twelve months is around 9.80%, less than FZFLX's 56.26% yield.


TTM20252024202320222021202020192018201720162015
SMDIX
Hartford Schroders US MidCap Opportunities Fund
9.80%9.86%8.53%1.69%3.28%15.04%0.32%0.91%2.45%1.51%1.72%11.55%
FZFLX
Fidelity SAI Small-Mid Cap 500 Index Fund
56.26%57.77%10.20%2.35%79.79%50.77%7.19%6.49%7.69%1.68%0.93%0.67%

Drawdowns

SMDIX vs. FZFLX - Drawdown Comparison

The maximum SMDIX drawdown since its inception was -48.26%, which is greater than FZFLX's maximum drawdown of -42.03%. Use the drawdown chart below to compare losses from any high point for SMDIX and FZFLX.


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Drawdown Indicators


SMDIXFZFLXDifference

Max Drawdown

Largest peak-to-trough decline

-48.26%

-42.03%

-6.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-14.54%

+2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-20.87%

-24.77%

+3.90%

Max Drawdown (10Y)

Largest decline over 10 years

-40.70%

-42.03%

+1.33%

Current Drawdown

Current decline from peak

-7.40%

-10.68%

+3.28%

Average Drawdown

Average peak-to-trough decline

-6.51%

-5.81%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.36%

-0.61%

Volatility

SMDIX vs. FZFLX - Volatility Comparison

The current volatility for Hartford Schroders US MidCap Opportunities Fund (SMDIX) is 4.68%, while Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX) has a volatility of 10.12%. This indicates that SMDIX experiences smaller price fluctuations and is considered to be less risky than FZFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMDIXFZFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

10.12%

-5.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

15.61%

-5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.11%

23.87%

-5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

20.66%

-4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

20.85%

-2.91%